David Baum and Martin Dozier discussed the SEC’s new Rule 2a-5 during a webinar panel hosted by RiskSpan.
The SEC’s new rule has important ramifications for anyone in the business of pricing hard-to-value instruments. It requires valuation practitioners to demonstrate good faith in implementing and following defensible and transparent processes. Topics included:
- What the new requirements are
- Who is impacted and when
- Implementation best practices
- Potential issues with Rule 17a-7
- Modeling considerations, including assumptions, back-testing, calibration, and data management
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