Mark-to-Market (MTM) Reporting

• Home


• ISLA SFTR Best Practices


• SFTR Best Practice


• Frequently Asked Questions


• Reportable SFTs


• Mark-to-Market (MTM) Reporting

Mark-to-Market (MTM) Reporting

Status: Finalised Last Updated: 26/04/2021

Question:
When marking-to-market (revaluing outstanding loans to the close-of-business), should firms submit both a MODI report to update Field 2.56 (Loan Value) and VALU report to update Field 2.57 (Market Value) or just the VALU?

Best Practice:
Both the MODI and the VALU templates need to be generated for these events.

For MODI this means both fields 2.56 (Loan Value) and 2.57 (Market Value).

For VALU this is field 2.57 (Market Value) only. (SFTR-346)