mark to model

noun, verb — 2 senses

noun

Accounting, Business, Finance A valuation or valuation method that assigns a value to an asset based on a model of its value.

verb

Accounting, Business, Finance To value an asset at a modeled estimate of its market value or of some other approved valuation.

One of the ways to mark to model corporates is through bond equivalence using Macauley's algorithm for duration.2002, Dimitris N. Chorafas, Liabilities, Liquidity, and Cash Management: Balancing Financial Risks, page 259:

Entry derived from the Wiktionary, under licence CC BY-SA 4.0 — list of authors.