Position Valuation 

Position valuation determines the market value of your current financial position(s). The system uses bid quotations for long positions and ask quotations for short positions. The mark-to-market values can be displayed at single transaction or summarized levels.

Procedure

  1. Choose Financial accounting ® Treasury ® Market risk ® Information system ® Mark-to-market ® Position evaluation

    2. The selection screen for report RVTVBW00 appears.

  2. Select the financial transactions to be analyzed. You can select any level down to single transaction.
  3. Specify the NPV valuation within the data group Program control by entering the following values:
    1. Currency
    2. Valuation from
    3. Horizon

    4. Display currency
    5. Indicator, whether cash flow on the horizon is taken into account
    6. Evaluation type
  4. Specify the access to market price tables in the data group Program control by entering the following:
    1. In the field Use price table, indicate in which form you want to access the stored prices.
    2. Set the exchange rate indicator for the price table.
    3. Specify the earliest search date in the price table.
    4. If need be, define a scenario.
  5. Choose the Sorting order of the calculated values and the Summarization level in the data group Output control.

    6. Use the sort sequence to determine the characteristics and the related sequence for displaying the results. Use the summarization level to select the level at which the system is to display the cumulative results.

  6. Choose execute.

Result

You will see the mark-to-market value of the selected transactions. The net present value at the horizon is always revealed using forward data.

Choose Goto ® Display transaction to call up the transactions used in the net present value analysis. At transaction level, you can also access the financial transaction data.

Choose Goto ® Calculation basis to display the market data (or scenario data) used in the valuation.