Valuation
Standard CSA: Industry's solution to novation bottleneck gets nearer
Original headline:
Source: Asia Risk
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – allowing counterparties to post collateral in multiple currencies and assets – have pushed the...
Original headline:
Source: Life & Pension Risk
The risk-free rate of return that provides the starting point for valuing liabilities has proven more difficult to define in practice than in principle. Practitioners hope for consistency from regulators...
Original headline:
Source: Risk magazine
Disputes over the valuation of trades backed by multi-currency credit support annex (CSA) agreements – in other words, those that allow counterparties to post collateral in multiple currencies and assets...
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More Valuation articles
Best third-party valuation provider: Markit
Original headline:
Source: Credit
Credit Awards 2011 winner: Markit – Best third-party valuation provider
LBHI administrators push for settlement of derivatives claims
Original headline:
Source: Risk magazine
The bankruptcy of Lehman Brothers in September 2008 led to a number of disputes over the valuation of trades with swap counterparties. Lehman Brothers Holdings Inc has proposed settling all outstanding derivatives trades using a ‘consistent and transparent’...
Isda working group to draw up new, standardised CSA
Published online only
Source: Risk magazine
Derivatives market set for shake-up as confusion over how to price multi-currency CSA trades drives a push towards a standardised collateral agreement
FASB softening stance in bid for convergence, say analysts
Published online only
Source: Risk magazine
US standard-setter tilting towards IFRS on accounting for financial instruments
No quick fix for fiduciaries on asset valuations
Original headline:
Source: Asia Risk
The collapse in prices associated with a number of esoteric assets during the global financial crisis has led regulators, investors and other parties to examine new ways to calculate asset values and potentially reduce dependence on a few major dealers....
Risk USA: Some relationships remain broken in derivatives market
Published online only
Source: Risk magazine
Two years after the Lehman Brothers collapse, OTC market fundamentals still highly dysfunctional
Best third-party valuation provider: Interactive Data
Original headline:
Source: Credit
Credit Awards Americas 2010 winner: Interactive Data – Best third-party valuation provider
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