QUESTION 24 ABC Inc issued 5 years 8% Debentures of $ 100 Million to XYZ Inc. In turn, XYZ Inc issued 3-month LIBOR based debentures of $ 100 Million for a maturity of 5 years. Should these off setting loans be treated as derivatives?


The offsetting loans in this scenario should be treated as derivatives because they involve a contract between two parties to exchange cash flows based on the movement of a specified benchmark, in this case the LIBOR rate. Even though the cash flows are not directly linked to an underlying asset, they meet the definition of a derivative as per the accounting standards.

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