Codings of unrealised Profit/Loss

Codings of unrealised Profit/Loss

Coding of unrealized profit/loss is performed for accrued interest, unrealized FX gain/loss and unrealized Interest gain/loss and is used for interim financial statements.

• The end of measureing period defines the end of the interim period. Date codes can be used in date fields.
• Add FX/interest rate or Power price tables depending on which instruments should be coded.

 

FX Rate table end is used for FX G/L calculations comparing the transactions book rate with the table rate. FX rates from tables are rounded according to 'Rte' setting in Register – Currency code/structures. Int rate table end is used for market valuations. Rates from FX Rate table start is only used at measure period start if the allocation box is checked. End of measure period defines the end of the interim period. Date codes can be used in date fields.

Parameter	Description
Amort of bond prem/disc	Checked: Amortization of bond premium/discount.
Bonds - linear amortisation	Checked: to amortize all bond premium/discounts with a linear method. FRN willl always be amortized with the linear method.
Incl bought/sold coupon	Checked: to include Bought/sold coupon in Accrued Interest for Bonds.
Conversion alternative	Checked: if valuation shall be done at Closing Rate of transaction.
Allocation	Checked: Allocation with respect to measuring period. Used for FX tansactions.
Revaluation of Bank accounts	Checked:
NPV of all CFs with zero coupons	Checked: use for NPV of all CFs with zero coupons when coding unrealized gain and loss on Interest rate swaps.
Short part of long term transactions	Checked: Book short part of long term deposit/loan on short term asset/debt account. Short part are loans/deposits with maturities within 12 months.
Acc bond prem/disc and unreal price G/L	Checked: Both amortization of bond premium/discount and unrealized price gain/loss are booked.

 

 

Int day calculation decides if the transaction's first or last day is interest bearing. Has effect on the allocation of unrealised accrued interest to different periods.

To undo coding of unrealized transactions there is a button in Menu Back office – Export – Journal Entries, "Delete unrealized codings" and all transactions which are unrealized and have a journal entry number will then be deleted. It is now possible to rerun coding of unrealized on the same date. To undo a single unrealized coded transaction this is done in menu Back office - Transaction Status Overview.