9.3.3 Notional Revaluation of Open Positions for Options with Option Style Premium
Notional revaluation of open positions can be done only for your bank’s portfolios. The system does a notional revaluation of open positions to compare the current Option Premium with the Acquisition Premium of the basket and to compute the revaluation gain/loss.
The events that will be triggered in Oracle Banking Treasury Management for calculating the Notional Revaluation of open positions is as follows:
Table 9-11 Event Code - Description
Event Code | Description |
---|---|
EVRL |
Revaluation of Long Positions. |
ERVS |
Revaluation of Short Positions. |
Parent topic: Automatic Events Executed during End of Day for Options