Post Daily Fund Month End Valuation

Owned by Nancy Cohn (Deactivated)
Last updated: Jun 13, 2024
2 min read

In the Post Daily Fund Month End Valuation panel, you can calculate unrealized gains and losses for securities associated with positions for a master fund that uses month end processing. The month end valuation of securities processes all securities from a month end as-of perspective. In addition to using the month-end price sources, the process computes as-of positions and cost values based upon the Month End Accounting Date. All positions are processed, and then update the Month End Portfolio Valuation table.

You can run this process for a specified entity for one or all securities using a specified month end Pricing Source. The general ledger backs out daily balances, posts the new month end balance, and makes a final entry for the difference between the daily and the monthly, so that there is no net change to the current open daily period.

You can run this procedure after the Month End Transaction Close has been run, but prior to running the Month End Valuation Close.

To calculate URGL for a monthly valuation period:

  1. In Accounting Center, in the left navigation pane, click Processing and Exceptions > Global Processes > Daily Fund Month End Valuation > Post Daily Fund Month End Valuation.
    You see the Post Daily Fund Month End Valuation panel.

  2. Complete the options on the Post Daily Fund Month End Valuation panel.

  3. Click Submit.

Post Daily Fund Month End Valuation Panel Options

The following are the options in the Post Daily Fund Month End Valuation panel. Note options may vary according to your selections. 

Option

Tag

Description

Option

Tag

Description

Post URGL and update valuation log

 

 

Entity ID

1163

Specifies the unique entity identifier.

Entity Name

1164

Specifies the name of the entity.

Asset Currency

85

Specifies the currency in which the security is priced.

Portfolio Currency

86

Specifies the portfolio currency.

Valuation Date

221

Specifies the valuation date. That is, the month end date.

Cross Reference Type

1234

Specifies the cross reference type associated with the security.

Cross Reference ID

1233

Specifies the cross reference identifier associated with the security.

Issue Name

961

Specifies the name of the security.

Ticker

13

Specifies the system of letters used to uniquely identify a security.

Price Source Election

8233

Determines how to use the Pricing Source. Options include:

  • All sources. Default.

  • Match incoming.

  • Use incoming.

Pricing Source

1282

Specifies the pricing source the system uses for pricing long security positions for the entity.

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