+Article 3 2.

Article 3 2.

Institutions shall consider a full range of available and reliable market data sources to determine a prudent value including each of the following, where relevant:

(a) 

exchange prices in a liquid market;

(b) 

trades in the exact same or very similar instrument, either from the institution's own records or, where available, trades from across the market;

(c) 

tradable quotes from brokers and other market participants;

(d) 

consensus service data;

(e) 

indicative broker quotes;

(f) 

counterparty collateral valuations.

1. Oversigt

,

1.1 Referencer

1.2 Identificerede krav

1.3 Relaterede standarder

2. Identificerede krav

Krav

3. Relaterede standarder

Standarder