Posts related to the application data model
The ‘weighted average cost of goods’ or WACOG method averages all the purchases and beginning inventory and assigns the average unit cost to the sales for a given period. This is part 2 of the series, in which our team explains some of the historical challenges CTRMs have had with inventory valuation.
Accurate conversion calculations are paramount to generating proper data for inventory tracking, invoicing, and other business processes. The most complicated conversions occur between volume and mass units of measure. Understanding the inputs used in these conversions is key to achieving valid data inside your CTRM system and maintaining an error-free process.
The monthly inventory valuation process allows organizations to measure the profitability of a consumption asset or marketing network. Our team explains some of the historical challenges CTRMs have had with inventory valuation.
ISDA announced CDM back in 2018 and now it is starting to gain momentum. We discuss why you should be looking at the future of trade modeling and processing now and why.
Modelling the SOFR curve in Findur using zero rates is a way to simplify the implementation today, and minimize the impact of changes to best practice curve construction methodology in the coming years.
Capturing the complexity of netback valuations is a challenge irrespective of the system. In this article we highlight some of the areas firms may want to consider when doing their own valuation.
Ultra-low and negative interest rate present a challenge to traditional option pricing models. We discuss how to implement changes in Findur to stay ahead of trouble, and to keep option pricing as sharp as your front office will need.
Park and Loan agreements present exposure risk and P&L exposure that some systems cannot manage. It is important to include PAL exposures in risk reporting, and these agreements need to be tracked from a P&L and strategy perspective.
This article walks through a common perspective on reporting Park and Loan risk.
We have previously written about gaps in Findur reporting detailed P&L on equity derivatives, and separately on gaps in realized P&L for some instruments such as inflation-linked bonds and options on futures. In this paper, we outline another gap in Findur that affects many users: Greeks on fixed income derivatives, and by extension, P&L explained.
We have been here before. In 2010. Findur users migrated to OIS discounting, which required a new curve for discounting, another for projection, and deal amendments.
While the same strategy will serve again, this time, it is a lot more complex.
