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Valuation

Wednesday, June 27, 2007
"One should not forget that certain financial institutions can value securities based on criteria other than mark- to-market, in particular if they intend to hold them to maturity. These valuations, of course can be very different to where a security.

A SQUARE :: 27Jun07 Valuation
Category Asset Backed Securities
Faculty Daniel Riediker
Expertise Asset based securities
Author Sona Blessing
Faculty Name
"If there is a considerable difference between a valuation and that traded by the market; one can assume that market participants have changed their assumptions for one or several parameters relevant to the valuation. "
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