Cash Flow PNL versus MTM PNL. Which one is correct?

This topic contains 1 reply, has 1 voice, and was last updated by  Principia 2 years, 5 months ago.

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  • Principia

    Cash Flow PNL versus MTM PNL

    Which one is correct?


    This is the perfect topic to kick of the Risk Management discussions planned for Korea this week. Traditional PNL in Korean companies currently uses the “Match” PNL method which assumes that every buy deal is matched to a sales deal in which cash flow payable and receivable is then applied to compute PNL.

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