Reply To: Can EPM’s be used to override the deals PnL Detail ?

Client J

Thanks Tom. For clarification.

Question 1 : If we use the first option and use a EPM to override a deal’s valuation ( I assume this is the Endur MtM value , how does this feed into the PnL Detail i.e. If the EPM gives a valuation of X , then does this directly go into the Unrealised column of the PnL Detail ? In which case how is the Realised column generated ( I am speculating that it uses the total EPM value of X as the Total pnl and then uses the Instrument Type specific logic to calculate a Realised portion and then then remaining is Unrealised ) ?

Question 2 : If the primary reason for our EPM is to create BOTH a bespoke Realised value X1 and Unrealised value X2 for the PnL Detail then I’m assuming that the Result Calculator would need to be used ?

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