MTM
| Measure | Description | Required hierarchies |
|---|---|---|
| MTM | Trades mark-to-market (MTM) | |
| MTM Native | Mark-to-market (MTM) in units of original currency | Currencies |
MTM
Reference for the mark-to-market measures in the VaR-ES Cube, covering MTM in display currency and MTM Native in the trade’s original currency