IVSC to Tackle Valuation of Derivative Instruments

The International Valuation Standards Council (IVSC) has launched a project on the valuation of financial derivatives.

The types of derivative instrument that will be addressed by the project are equity derivatives, fixed income derivatives, credit derivatives, foreign exchange derivatives, commodity derivatives and hybrid derivatives. The intention is to examine the factors that influence the value of these instruments and how these are reflected in the models most commonly used for valuing them.