Risk-based pricing after IFRS 9

Risk-based pricing after IFRS 9

Pic© James Petts

Thursday 24 May 2018 09:38 London/ 04.38 New York/ 17.38 Tokyo

Raymond Zhu, senior manager, and Jan-Hinnerk Fahrenkamp, director from Deloitte's Financial Services Risk Advisory Practice introduce Staging Value Adjustment (SVA) as a price-optimisation technique, to reflect IFRS 9 impairment impacts into pricing in the banking book

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