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Treasury Consulting Pte Ltd - Mark to Market Desk

Treasury Consulting Pte Ltd is a Multi-Disciplinary Consulting firm incorporated in India. Sitting today Company is having more than 8 Verticals having 40 Business Streams. We do covers Clients across the Globe covering Markets like United States (US), Canadian Markets, Australia & New Zealand (ANZ), Asian Financial Markets (Singapore, Hong Kong, Malaysia, Thailand and Philippines), OPEC Region (Dubai, Saudi Arabia, Iran and Bahrain), African Markets, Indian Markets and still counting.

Treasury Consulting Pte Ltd Mart to Market (MTM) Desk which Mark To Market (MTM) covering valuation of all types of Financial Instruments like Over the Counter (OTC), Exchange Traded Derivatives (ETD), Deliverable Financial Instruments, Non Deliverable Finance Instruments, Onshore Financial Markets Instruments, Offshore Financial Markets Instruments, Structured Finance Instruments and Trade Finance. Sitting today our Financial Instruments Desk covering broad range of instruments like Certificates of Deposits (CD), Commercial Papers (CP), Bankers Acceptances (BA), Repurchase Obligations (Repo), Reverse Repurchase Obligations (Reverse Repo), Treasury Bills (T Bills), Treasury Notes, Treasury Bonds, Corporate Bonds, Swap Spreads Traded Bonds, Stock ETD, Index ETD - Exchange Traded Funds (ETF), Index Traded Funds (ITF), Currency ETD, Deliverable Derivatives - Forwards, Options, Swaps, Non Deliverable Derivatives - Forwards, Options, Swaps, Structured Finance and Trade Finance Instruments like Standby Letter of Credit (SBLC), Letter of Credit (L/C), Bank Guarantees (BG) and respective Instruments. 

Treasury Consulting Pte Ltd covering both Parametric as well as Non Parametric Financial Models where by covering almost all types of Assets Classes. Sitting today we are covering all 4 types of Mark To Market (MTM) Fair Valuation Hierarchy like Mark To Market (L1), Mark To Matrix (L2), Mark to Model (L3) and Mark To Margin Market (L4). Treasury Consulting Pte Ltd subsidiary in Singapore developing Non Deliverable Financial Instruments Desk covering 8,000 Assets Classes and to be linked with Financial Data Reference Providers, Financial Terminals, Order Management Systems (OMS) and Execution Management Systems (EMS)

Our Vision

Treasury Consulting Pte Ltd vision to cover all aspects of Financial Markets specially Trade Life Cycle Management (TLCM). We envisaged to be a Platform Company by 2020 and to turn up 8-9 Platforms in next few Years covering G3, G7, G10 Financial Markets. Treasury Consulting LLP envisaged to be a Financial Technological Company covering Financial Terminals, Treasury Management Systems (TMS) and P2P Repo Desk.

Mark To Market (MTM) Desk

Treasury Consulting Pte Ltd - Mark To Market (MTM) Desk would be covering all types of FX, FI, IR Derivatives with respect to Accounting Standards like IFRS, US GAAP. We would be covering Mark To Market (MTM) of all trades in the books of Corporates, Banks, Financial Institutions (FI), Hedge Funds. Effective September 2018 MTM Desk would have live Pricers available liked with feeders to compute MTM of Derivatives Portfolio.

Hedge Documentation
Hedge Accounting
Embedded Derivatives
Regular Way Trades
Options Contracts


Non Options Contracts
Freestanding Derivatives
Forwards Contracts
Stock Purchase Warrants
Weather Derivatives

Mark to Market (MTM) - (Level 1) Trades

  • Deliverable Forwards Contracts
  • Futures Contracts
  • Plain Vanilla Options
  • Non-Deliverable Forwards (NDF)
  • Non-Deliverable Plain Vanilla Options
  • ND Currency Swaps
Learn More

Mark To Market (MTM) Desk
Level 1 Trades II Level 2 Trades II
Level 3 Trades II Level 4 Trades

Mark to Matrix (MTM) - (Level 2) Trades

  • Deliverable Exotic Forwards
  • Deliverable Exotic Options
  • Non-Deliverable Exotic Forwards
  • Non-Deliverable Exotic Options
  • LTFX MIFOR Swaps
  • Cross Currency Swaps
Learn More

Mark To Market (MTM) Desk
Level 1 Trades II Level 2 Trades II
Level 3 Trades II Level 4 Trades

Mark to Model (MTM) – (Level 3) Trades

  • Exotic Swaps
  • Exotic Commodity Swaps
  • Exotic Interest Rates Swaps
  • Exchange Traded Index (ETF)
  • Alternate Investment Funds (AIF)
  • Structured Derivatives
Learn More

Mark To Market (MTM) Desk
Level 1 Trades II Level 2 Trades II
Level 3 Trades II Level 4 Trades

MTM – Observable Variables

  • Spot Rate
  • Plain Vanilla Forwards Premiums
  • Historical Volatility
  • Forwards Premiums Swaps
  • MIFOR Swaps
  • Plain Vanilla Options Greeks
  • Currency Premiums
  • Plain Vanilla Options Premiums
  • Valuation of Historical Volatility
  • Valuation of Realised Volatility
  • Deliverable Premiums for Fair Value Hedging
Learn More

Mark To Market (MTM) Desk
Level 1 Trades II Level 2 Trades II
Level 3 Trades II Level 4 Trades

MTM – Non-Observable Variables

  • Realised Volatility (RV)
  • Implied Volatility (IV)
  • Exotic Options Greeks
  • LTFX Options Premiums
  • Exotic Options Swaps
  • Commodity Derivatives
  • Options Premiums
  • Implied Volatility for Commodity Derivatives
  • Cross Hedging Premiums
  • Proxy Hedging
  • Proxy Hedging of Petroleum Derivatives
Learn More

Mark To Market (MTM) Desk
Level 1 Trades II Level 2 Trades II
Level 3 Trades II Level 4 Trades

Treasury Consulting Pte Ltd - Mark to Market (MTM) Desk

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Compute Your Mark To Market (MTM)

Treasury Consulting Group (TCG)

Welcome to ​Treasury Consulting Group (TCG) - Singaporean Multinational HQ Group. TCG owns World's 1st Derivatives Bot - Julia who is also be World's 1st Virtual CFO Assistant.

Your conversation with Julia may be recorded for Training, Quality Control and Dispute handling purposes by TCG Legal Entities (World wide). Julia covering 16+ Assets Classes, 160+ Sub Asset Classes, 1000+ Sub Sub Asset Classes, 2000+ Sub Sub Sub Assets Classes, 5000+ Questions, Inbuilt Sliders (Downloadable) & Still Counting.

By 2024 Julia would cover 4 Languages (EN, CN, JP, EU) and would be a Multilingual Chatbot in Financial Markets.

By Clicking Continue you would be submitting your Name, Email ID, Contact details before using Julia. You Accept & Agree to bound by TCG Terms & Conditions & Privacy Statement.


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