Mark to Market

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Mark to Market

To record a change in the value of an asset or fund to reflect its current fair market value. Marking to market occurs on a daily basis and is used for a number of purposes. Notably, investors mark to market a portfolio or security to ensure that a margin account is meeting its minimum maintenance.
References in periodicals archive ?
Given the very large margin of error that can exist in mark-to-model valuations, it seems likely that the losses incurred by financial firms will rise in the months to come.
OTC Backtesting&Risk enables OTC derivatives users in the Equity, Interest Rate, FX and Commodity markets to quickly generate a time series of mark-to-model historical prices for a variety of plain vanilla and complex, illiquid derivatives, and to generate Historical VaR and CVA.
The shift from mark-to-market toward mark-to-model accounting failed.
As of November, the site will also feature a real-time feed of prior-day temperature data with mark-to-model capability.
With Numerix Advanced Risk, Yuanta can aggregate risk, drill-down across all trades and rapidly price and calculate mark-to-model as well as historical and Monte Carlo Value-at-Risk (MC VaR) computations for all OTC derivatives and structured products.
eVA Fund Administration: for use by fund administrators for mark-to-market and mark-to-model pricing of OTC derivatives and structured products
With the use of industry-standard analytics and comprehensive pricing tools, Yuanta can now more accurately price and calculate mark-to-model as well as measure the risk for all derivative and structured products.