VSC consults on valuation of derivatives
Fri, Jul 5, 2013
The International Valuation Standards Council(IVSC) has recognised that the lack of globally accepted and recognised standards for the valuation of derivatives has led to a lack of trust in the valuations that are produced and has embarked on a project to rectify this. This week the Council published an Exposure Draft for public comment on the Valuation of Equity Derivatives.
The paper on equity derivatives is the first of a planned series that will include similar guidance on derivatives for foreign exchange, fixed income and commodities.
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