When fair value met market turmoil

A new paper from the Basel Committee's Accounting Task Force and Risk Management and Modelling Group looks at how new accounting treatments and techniques stood up in the face of the recent market turmoil.

"The recent market turmoil," the paper finds, "highlighted the difficulties in estimating fair values due to the lack of liquidity in the markets, the complexity of some financial instruments, and the shift by some banks to more model-based methodologies which increased the use of unobservable

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