Sentence examples for the fair valuation from inspiring English sources
Barclays, Britain's third-biggest bank, said on Thursday the writedown for its investment bank arm Barclays Capital was net of a 700 million pound gain on the fair valuation of debt it carries on its own books.
The FTDCVA and FTDDVA metrics, whose difference corresponds to the fair valuation CR of counterparty risk (valuation of counterparty risk from the point of view of the bank as a whole, cf. "Connection with the Duffie and Huang (1996) formula" section), are also shown for comparison.
The formula (21) for the fair valuation CR of counterparty risk (valuation from the point of view of the bank as a whole) is derived inDuffie and Huang (1996) in the limit case of a perfect market (complete counterparty risk market without trading restrictions).
We apply to the concrete setup of a bank engaged into bilateral trade portfolios the XVA theoretical framework of (Albanese and Crépey2017), whereby so-called contra-liabilities and cost of capital are charged by the bank to its clients, on top of the fair valuation of counterparty risk, in order to account for the incompleteness of this risk.
This recommendation is consistent with the street assessment on the fair valuation of Samsung's stock (XETRA: SSU.DE).
Proposition 4.1 (iii) extends the validity of this fair valuation formula to our incomplete market setup.
The company's fair valuation is another matter.
We then proceed to the issue of unilateral fair valuation of a given contract by the hedger who is endowed with an initial capital.
Since August 2008, the developer has paid $33,000 per year in rent while the sides attempted to determine a fair valuation of the property.
At the heart of Lehman's case is fair valuation of the defunct bank's $70bn book of securities at the time of its collapse.
In a call, Seedrs co-founder and CEO Jeff Lynn told me that the decision to take price out of the equation, by using the platform's determination of "fair valuation", rather than pure market forces, helps to avoid the situation where a company's secondary share price falls below the price it was set at its most recent funding round.
