Accounting for MVA under IFRS 13 & 9

Richard Kenyon

Accounting for MVA under IFRS 13 & 9

Accounting

Research output: Unpublished contribution to conference › Unpublished Conference Paper › peer-review

Abstract

Assess whether MVA is an acceptable component of fair value for accounting purposes Identify how to account for MVA in compliance with IFRS
Consider implications

Original language	English
Publication status	Published - 25 Nov 2016
Event	4th Annual Fair and Prudent Valuation for Derivative - Marriott West India Quay Hotel, London, United Kingdom Duration: 23 Nov 2016 → 25 Nov 2016 http://www.open-access.bcu.ac.uk/6205/

Conference

Conference	4th Annual Fair and Prudent Valuation for Derivative
Country/Territory	United Kingdom
City	London
Period	23/11/16 → 25/11/16
Internet address	http://www.open-access.bcu.ac.uk/6205/

Keywords

MVA XVA derivatives accounting banking

Cite this

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title = "Accounting for MVA under IFRS 13 & 9",

abstract = "Assess whether MVA is an acceptable component of fair value for accounting purposes Identify how to account for MVA in compliance with IFRSConsider implications",

keywords = "MVA XVA derivatives accounting banking",

author = "Richard Kenyon",

year = "2016",

month = nov,

day = "25",

language = "English",

note = "4th Annual Fair and Prudent Valuation for Derivative ; Conference date: 23-11-2016 Through 25-11-2016",

url = "http://www.open-access.bcu.ac.uk/6205/",

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TY - CONF

T1 - Accounting for MVA under IFRS 13 & 9

AU - Kenyon, Richard

PY - 2016/11/25

Y1 - 2016/11/25

N2 - Assess whether MVA is an acceptable component of fair value for accounting purposes Identify how to account for MVA in compliance with IFRSConsider implications

AB - Assess whether MVA is an acceptable component of fair value for accounting purposes Identify how to account for MVA in compliance with IFRSConsider implications

KW - MVA XVA derivatives accounting banking

M3 - Unpublished Conference Paper

T2 - 4th Annual Fair and Prudent Valuation for Derivative

Y2 - 23 November 2016 through 25 November 2016

ER -

Accounting for MVA under IFRS 13 & 9

Abstract

Conference

Keywords

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Cite this