Incorporating Non-performance Risk in IR and FX Derivative Valuations in Accordance with IFRS 13

Learn the process, methods and assumptions used to incorporate non-performance risk in valuations of interest rate and foreign exchange derivatives in accordance with the provisions of International Financial Reporting Standard 13, Fair Value Measurement (IFRS 13)

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Shaping Up Commodity Risk Management
Shaping Up Commodity Risk Management

How to build a program that mitigates the company’s exposures to commodity price swings.

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Case Study: Loan Level Hedging
Case Study: Loan Level Hedging

A regional bank was looking to expand its loan level program under the supervision of a former derivatives ...

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