marking-to-market

Unfortunately, however, marking-to-market makes market participants extremely sensitive to short-term price fluctuations.

The End-of-the-World Trade « Isegoria 2008

The mechanism is ‘marking-to-market’, the compulsory revaluation of portfolios as market prices fluctuate.

The End-of-the-World Trade « Isegoria 2008

Yale finance Prof. Gary Gorton wrote in a paper presented last month at the Federal Reserve's summer symposium: "With no liquidity and no market prices, the accounting practice of 'marking-to-market' became highly problematic and resulted in massive write-downs based on fire-sale prices and estimates."

Maybe the Banks 2008

"Through the use of multilateral netting, margin collateral, and daily marking-to-market of positions, CCorp's clearing facility will improve capital efficiency, increase regulatory transparency, lessen direct counterparty risk and reduce systemic risk relating to the multi-trillion dollar market in credit default swaps" said CCorp Chairman Michael Dawley

Bank Group to Start CDS Clearinghouse 2008

One of the drivers of the current downturn is banks marking-to-market these illiquid mortgage-backed securities, which is eating into the margin cushions and forcing some funds to either sell into a dropping market (bad) or raise new equity (impossible).

The Volokh Conspiracy » Hedge Funds Are Beginning to Disclose Recent Losses.– 2007

There is a sharp difference between marking-to-market U.S. government securities or large high-quality private-sector issues versus lower quality issues for which pricing is done off a model or matrix.

Who's Watching the Big Banks? 2007

The result is an almost Sherman-like march through local communities that is wiping out community banks 'capital based on the marking-to-market of illiquid CRE collateral.

SeekingAlpha.com: Home Page Microcap Speculator 2010

The result is an almost Sherman-like march through local communities that is wiping out community banks 'capital based on the marking-to-market of illiquid CRE collateral.

SeekingAlpha.com: Home Page Microcap Speculator 2010

The result is an almost Sherman-like march through local communities that is wiping out community banks 'capital based on the marking-to-market of illiquid CRE collateral.

SeekingAlpha.com: Home Page Microcap Speculator 2010

The result is an almost Sherman-like march through local communities that is wiping out community banks 'capital based on the marking-to-market of illiquid CRE collateral.

SeekingAlpha.com: Home Page Microcap Speculator 2010