Skip to Main Content
Quantum Ideas Portal
Welcome to the FIS Treasury and Risk Manager - Quantum Edition Aha! Ideas Portal.

By visiting this portal, you will be able to contribute towards the evolution of the Quantum solution through interactions with other Quantum users, FIS trusted partners and FIS staff from around the world. Each Portal User receives 5 votes. Each user is allowed 1 vote per idea. Votes are reset when an idea is in a final state i.e. Shipped (delivered in the product).

Users will receive weekly email updates that highlight new activity. Users will receive emails for their created ideas when:

  • Status changes

  • Comment changes

Be aware that when you post content, other community members will see your name. FIS is not responsible for content posted by other Aha! Ideas Portal Users.


Status Future consideration
Categories Requests
Created by Phil Morton
Created on Aug 21, 2023

Last Revaluation Date for NDF is Fix Date not Settlement Date

Last Revaluation Date for NDF is Fix Date not Settlement Date. This is similar to Currency Options

Clients would like the ability to revalue the NDF between Fix Date and Settlement Date. This valuation would be the discounted value of the Settlement Cash Flow.

Analytics does value an NDF to it's Settlement Date.

  • Attach files
  • Sudhir Gupta
    Reply
    |
    Aug 2, 2024

    In additon if the NDF trade is in a hedge relationship, QTM stops generating hedge regression result after fixing. This is causing a discount for external reporting as well as hedge accounting assertion for the period end. Additionally, if the trade is in Net Investment hedging relationship, and the settlement crosses month end, QTM doesn’t generate revaluation entry at the month end which is required for financial reporting.