Search results

• 2017

  Accounting for initial margin under IFRS13: Accounting for initial margin under IFRS13

  Kenyon, C. & Kenyon, R., 4 Jul 2017, Risk.Net, 2017, July.

  Research output: Contribution to specialist publication or newspaper › Article

  • Margin 100%
  • Cost Drivers 49%
  • Fair Value 44%
  • International Financial Reporting Standards 39%
  • Credit 36%
• 2016

  Accounting for KVA under IFRS 13

  Kenyon, R. & Kenyon, C., 2 Mar 2016, Risk.Net.

  Research output: Contribution to specialist publication or newspaper › Article

  • Fair Value 100%
  • International Financial Reporting Standards 90%
  • Decision-making Model 45%
  • Cost of Capital 43%
  • Derivatives 39%
• 2013

  DVA for Assets

  Kenyon, C. & Kenyon, R., 29 Jan 2013, Risk.Net.

  Research output: Contribution to specialist publication or newspaper › Article

  • Derivatives 100%
  • Assets 63%
  • Liability 46%
  • Asset Value 31%
  • Goodwill 31%