IVSC consults on valuation of derivatives

The International Valuation Standards Council(IVSC) has recognised that the lack of globally accepted and recognised standards for the valuation of derivatives has led to a lack of trust in the valuations that are produced and has embarked on a project to rectify this.  This week the Council published an Exposure Draft for public comment on the Valuation of Equity Derivatives.

The paper on equity derivatives is the first of a planned series that will include similar guidance on derivatives for foreign exchange, fixed income and commodities.  

The consultation paper can be accessed by clicking here.  Comments are invited by 30 September 2013.