Risk glossary



A means of calculating the value of a financial instrument by using standard models to value both the price of the underlying commodities and also the risk metrics of the financial instruments themselves. Mark-to-model is generally used when the underlying price is not easily observed in the market and/or where the financial instrument is a complex combination of standard products. Also known as mark-to-theoretical.

  • LinkedIn  
  • Save this article
  • Print this page