207. Competent authorities should assess whether investment firms have robust prudent valuation …

Competent authorities should assess whether investment firms have robust prudent valuation methodologies and that they consider the following valuation adjustments:

• a. unearned credit spreads;
• b. close-out costs;
• c. operational risks;
• d. market price uncertainty;
• e. early termination;
• f. investing and funding costs;
• g. future administrative costs; and
• h. where relevant, model risk.

1. Pārskats

1.1 Atsauces

1.2 Identificētās prasības

1.3 Saistītie standarti

2. Identificētās prasības

3. Saistītie standarti

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