|
+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. Przegląd
1.1 Odwołania1.2 Zidentyfikowane wymagania1.3 Powiązane normy2. Zidentyfikowane wymagania
3. Powiązane normy
|