Reply To: Call-Notice / Nostro Accounts to capture (Cash)Realised PnL from Matured Trades

#8364
Tom Graham
Participant

I did something similar at a client using simple cash transactions instead of Call Notice.
They mature trades periodically: Every time this happens – we calculate the maturing value by –
-Currency
-Portfolio
-BU
-Other
(Including previously booked ‘rollover’ cash trades)
And book a dummy cash trade for the same amount settling on the current date.
This retains the realised value of matured deals at required level of granularity.

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