Mark-to-model valuation
Original headline:
Source: Risk magazine
A host of tasks become magically simpler if their more demanding aspects are ignored. Cooking bouillabaisse is easy if it doesn’t have to taste nice; bullfighting is less dangerous if the torero remains...
Published online only
Source: Risk magazine
Valuation of derivatives instruments has become a key focus for regulators and banks since the onset of the financial crisis, leading to greater demand for transparent and independent valuations. A group...
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More Mark-to-model valuation articles
Original headline:
Source: Risk magazine
Models have taken a lot of flak in the past few months, with dealers and investors alike racking up millions of dollars in losses after the second major dislocation in the credit markets in two years. Jon Gregory considers some of the problems with credit...
Published online only
Source: Operational Risk & Regulation
The past 20 years have seen an increasing focus on mark-to-market accounting when determining corporate profits. This has been accompanied by a dramatic growth in contracts where multiple complex contingencies interact to affect valuation. David Rowe...
Published online only
Source: Operational Risk & Regulation
Stephen Bennett, global head of portfolio management at Canadian Imperial Bank of Commerce (CIBC), believes credit derivatives are playing an increasingly important role in the loan market, both as hedging instruments and by helping facilitate mark-to-market...
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