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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Debt Valuation Recommended Policies and Best Practices
Debt Valuation Recommended Policies and Best Practices

The purpose of this document is to provide a framework for understanding best practices in marking debt to ...

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Loan Level Hedging Programs Under the Volcker Rule
Loan Level Hedging Programs Under the Volcker Rule

Regulators have indicated that a financial institution desiring to conform its loan level hedging program t...