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Durga Analytics
Platform chevron_right Valuation Engine chevron_right Mark-to-Market
analytics Valuation Deep Dive

Financial Truth in
Real Time.

Accurate Mark-to-Market (MtM) valuation is the foundation of energy risk management. Gravitas ETRM ensures that your PnL reflects actual market conditions by integrating live price curves with precise deal economics.

Comprehensive MtM Logic

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Curve Mapping

Automatically link physical trades and derivatives to their corresponding forward curves, ensuring consistent valuation across different desks and commodities.

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ASC 820 Compliance

Classify valuations into Level 1 (Observed), Level 2 (Interpolated), and Level 3 (Modelled) fair value hierarchies to meet strict audit and reporting standards.

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Batch Revaluation

Run daily or intraday revaluation batches to lock in your official PnL. Re-value historical positions to analyze performance over specific time horizons.

PnL Explain: Beyond the Number

MtM is only useful if you know what drove the change. Gravitas provides a detailed "PnL Waterfall" that decomposes valuation shifts into specific market drivers.

check_circle New Trade Impact
check_circle Price Curve Shifts (Delta)
check_circle Time Decay (Theta) and Volatility (Vega)
check_circle FX and Basis Adjustments

PnL Attribution Waterfall

Today vs. Yesterday
Opening MtM $10,400,000
+ Market Movements +$240,000
- Theta Decay -$15,000
Closing MtM $10,625,000

Accurate Valuations. No Surprises.

Experience the precision of an institutional-grade valuation engine.

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