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Reflecting credit and funding adjustments in fair value - Ernst & Young

result in a lower and less volatile CVA. The six banks that do not record a DVA are all IFRS applicants. As a result of the introduction of IFRS 13 next year, .
http://www.ey.com/Publication/vwLUAssets/Reflecting_credit_and_funding_adjustments_in_fair_value/$FILE/Reflecting_credit_and_funding_adjustments_in_fair_value.pdf

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CREDIT RISK IN FAIR VALUE MEASUREMENT - Deloitte

formula: CVA = PD x Exposure x (1- . This is one of the simplest and most commonly used approaches. CVA is . IFRS 13 is applicable for accounting periods .
http://www.deloitte.com/assets/Dcom-Ireland/Local%20Assets/Documents/Public%20relations/John%20McCarroll%20and%20Goind%20Ram%20Khatri.pdf

Methods Laws and Assumptions in Economic Theory
ifrs 13 cva Laws and Assumptions in Economic Theory

ifrs 13 cva

CVA-Berechnung als Spread - much-net AG

12. März 2012 . ca. 80 Mitarbeiter in Deutschland, Bulgarien, Schweiz und Luxemburg. ? Über 80 . dafür vorgesehenen IFRS 13, der vorbehaltlich des EU- .
http://www.much-net.de/tl_files/Downloads/DFF-Basel%20III_20120312.pdf


The Deductive Method

European IFRS Banking Conference May 2012 - Ernst & Young

May 10, 2012 . The use of credit valuation adjustments (CVAs) and debit valuation adjustments . believed that the introduction of IFRS 13 will necessitate the .
http://www.ey.com/Publication/vwLUAssets/European_IFRS_Banking_Conference_May_2012_-_Insights_on_accounting_changes/$FILE/EY_European_IFRS_Banking_Conf_May_2012_-_Insights_on_accounting_changes.pdf


  • IFRS 13 Fair Value Measurement — 2011

    The objective of IFRS 13 is to define fair value and to set out in a single IFRS a framework for measuring fair values, as well as defining the disclosures .
    http://www.cga-pdnet.org/en-CA/PDResources/2010/Pages/IFRS13FairValueMeasurement%E2%80%942011.aspx


  • IFRS Practice Issues for Banks: Derivative FV measurement – the ...

    The principal objective of IFRS 13 relating to financial instruments is similar to . entity/bank are commonly referred to as a credit valuation adjustment (CVA) .
    http://www.kpmg.com/BM/en/IssuesAndInsights/ArticlesPublications/Documents/IFRS-practice-issues-valuation-derivatives.pdf


  • Closing out DVA? - DefaultRisk.com

    Jul 18, 2012 . between CVA, DVA and closeout assumptions and the general accurate . accounting rules (IFRS 13, FASB 157) require DVA, the Basel III .
    http://www.defaultrisk.com/pdf/pp_crdrv209-20120718.pdf


  • KoR - Das credit value adjustment von Derivaten nach IFRS 13

    1. Sept. 2011 . Das credit value adjustment von Derivaten nach IFRS 13, KoR . Fristenkongruente CVA-Berechnung. 4. Die Allokation des CVA im Portfolio .
    http://www.kor-ifrs.de/content/aufsatz/aufsatz/dft,718,457708

Merits of Deductive ifrs 13 cva

Counterparty Credit Risk and Credit Valuation Adjustment - PRMIA

Jul 20, 2011 . Conceptual representation of IFRS and Basel3 CVA. -. 50. 100. 150. 200. 250. Jan-12M ar-12. May-12. Jul-12. Sep-12Nov-12Jan-13M ar-13 .
http://www.prmia.org/Chapter_Pages/Data/Files/4807_4510_2-%20OscarMcCarthy%20PRMIA%20CVA_Congress_Cologne_20-Jul-11_presentation.pdf

Counterparty Risk and Credit Valuation Adjustment - PRMIA

Jun 19, 2012 . IFRS 13 : Accounting rules for CVA/DVA. CVA. DVA o IFRS13 (par. 56): “[…] The entity shall include the effect of the entity's net exposure to the .
http://www.prmia.org/Chapter_Pages/Data/Files/5388_5017_2_Gnutti_Implicazioni%20regolamentari_presentation.pdf


Demerits of Deductive ifrs 13 cva

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13. ????????????????????????????????????? ???? . 2010 ???????IFRS ?? CVA?DVA???????????? .
http://www.shinnihon.or.jp/services/ifrs/ifrs-commentary/ifrs-others/pdf/EY-fair-value-survey-2010.pdf

IVSC Project on Credit and Debit Valuation Adjustments

experience in the valuation of financial instruments that are subject to CVA or DVA . IFRS 13 Fair Value Measurements, published in April 2011 and effective .
http://www.ivsc.org/~ivscorg/sites/default/files/CVA%20-%20DVA%20Project%20Brief.pdf


The Inductive Method

Basel DVA proposals could subtract billions from bank capital - Risk ...

Feb 6, 2012. Supervision (BCBS),Basel 2.5 ,Basel I,Basel III,Trading book,Market risk,Credit valuation adjustment (CVA),Debit valuation adjustment (DVA) .
http://www.risk.net/risk-magazine/feature/2142976/basel-dva-proposals-subtract-billions-bank-capital


  • IFRS 13 — IAS Plus

    IFRS 13 'Fair Value Measurement' applies to IFRSs that require or permit fair value measurements or disclosures and provides a single IFRS framework for .
    http://www.iasplus.com/en/standards/standard53


  • Collateralisation: CVA & FVA - Murex - Alexandre Bon

    Dec 14, 2011 . OTC COLLATERALIZATION, CVA AND FVA The practical challenges of . changing standards– Basel III, Dodd Frank-Emir, IFRS 13…Where is .
    http://www.slideshare.net/AlexandreBon/collateralisation-cva-fva-murex-alexandre-bon


  • Wilmott Forums - Funding, Liquidity, DVA and CVA

    As for the calculation of CVA, I would bootstrap the term structure of . the changes in IFRS 13 related to fair value measurement published in .
    http://www.wilmott.com/messageview.cfm?catid=4&threadid=84822


  • CREDIT VALUATION ADJUSTMENT - Lunds universitet

    May 15, 2012 . Key Words: Credit Valuation Adjustment, CVA Capital Risk Charge, . 13 Appendix 48 . IFRS - International Financial Reporting Standards .
    http://lup.lub.lu.se/luur/download?func=downloadFile&recordOId=2856020&fileOId=2856025

Merits of Inductive Method

Second Global IFRS Banking Survey – Q1 2012 - Deloitte

IFRS 9 – Classification and measurement and hedge accounting. 14. IFRS 9 . Other standards such as IFRSs 10, 11, 12 and 13 have been finalised and are in the process of being . offsetting risks. (CVA/DVA or liquidity adjustments) .
http://www.deloitte.com/assets/Dcom-Estonia/Local%20Assets/Documents/2012/IFRS%20Banking%20Survey%20Q1%202012.pdf

IFRS 13 slides.pdf - CA Academy

Disclaimer. The online video lectures and related study material. (consisting of PowerPoint slides, summary modules, integrated question banks and other .
http://www.caacademy.co.za/Uploads/Documents/IFRS%2013.pdf


Demerits of Inductive Method

Fair Value Measurement (Topic 820) - Financial Accounting ...

May 4, 2011 . Topic 850, Related Party Disclosures, and IFRS 13 refers to IAS 24,. Related Party . Topic 820 and IFRS 13 have the following differences: 1.
http://www.fasb.org/cs/BlobServer?blobcol=urldata&blobtable=MungoBlobs&blobkey=id&blobwhere=1175822486936&blobheader=application/pdf

Reval APAC Client Conference 2012 - Agenda | Online Registration ...

IFRS 9 Panel Discussion. Panelists: Qantas . 4:35 PM. Implementing IFRS 13. Deloitte – Partner, Steven Cunico. 5:15 PM. Functionality Demonstration on CVA .
http://www.cvent.com/events/reval-apac-client-conference-2012/agenda-5e88f6f14afd4922968be1700e91dd3a.aspx


Assumption of Economics

New IFRS rules for fair value measurement - Deloitte

the IASB (IFRS 131) setting the rules on what fair value . IFRS 13 requires the price in the bid-ask spread that is “most representative” of fair . www.deloitte.ca .
http://www.corpgov.deloitte.com/binary/com.epicentric.contentmanagement.servlet.ContentDeliveryServlet/CanEng/Documents/Financial%20Reporting/Financial%20Instruments/NewIFRSrules_FairValueMeasurement_e.pdf




Online Live Tutor ifrs 13 cva Laws and Assumptions of Economic Theory:

Mark-to-market accounting: Definition from Answers.com

1 History and development; 2 FAS 115; 3 FAS 157; 4 IFRS 13; 5 Simple example; 6 Marking-to-market a derivatives position; 7 Use by brokers; 8 Effect on .
http://www.answers.com/topic/mark-to-market

White PaPer Will RegulatoRy change be the death of Risk - SunGard

funding ratios. credit valuation adjustment (cva) and its impact on the ifRs, debt valuation adjustment (dva) and its impact on the balance sheet under ifRs 13 .
http://www.sungard.com/~/media/Campaigns/FinancialSystems/CMIB/MarketInsights/Adaptiv_Willregbethedeathofriskmanagement.ashx

Reflecting credit in the fair value of financial instruments

13. 23. Does the financial institution actively manage CVA, DVA and own credit . financial institutions that apply IFRS to benchmark current practice for .
http://www2.eycom.ch/publications/items/ifrs/single/2010_reflecting_credit/2010_EY_Reflecting_credit_fair_value.pdf


Mark-to-market accounting - Wikipedia, the free encyclopedia

1 History and development; 2 FAS 115; 3 FAS 157; 4 IFRS 13; 5 Simple example; 6 Marking-to-market a derivatives position; 7 Use by brokers; 8 Effect on .
http://en.wikipedia.org/wiki/Mark-to-market_accounting



Payment Basics: Rehabilitation facilities (inpatient) - MedPAC

from IRFs, and over 1,200 facilities were. Medicare . a stroke or burns); their age and levels of functional and . conditions to meet the 13 medical conditions .
http://www.medpac.gov/documents/MedPAC_Payment_Basics_08_IRF.pdf

The Rebirth of Risk Management :: TabbFORUM - Where Capital ...

Jun 7, 2012 . Credit valuation adjustment (CVA) and its impact on the IFRS, and debt . balance sheet under IFRS 13, affects the balance sheet both directly .
http://tabbforum.com/opinions/the-rebirth-of-risk-management

Magic Chen profiles | LinkedIn

Magic Chen, CVA . mostly under the definitions of Fair Value Measurement followed by IFRS 13 and ASU 820. And, I just got my CVA certification in May 2011 .
http://www.linkedin.com/pub/dir/Magic/Chen