Fair value
Basel DVA proposals could subtract billions from bank capital
Original headline:
Accountants want banks to report as profits the impact of widening credit spreads on their liabilities, but regulators are moving in the other direction. The result could be painful deductions from capital,...
Published online only
In the pricing of financial instruments, the value determined by mathematical modelling of the instruments’ value. Also used as a defined term in US accounting standards as ‘fair-value accounting’...
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