Timo Dentgen was Manager in the practice group Regulatory Management at zeb. In this role, he was managing projects with focus on Basel 2.5 and Basel III.
Prudent valuation: Caution when valuating financial instruments!
With the publication of the final draft of the Regulatory Technical Standards on Prudent Valuation (EBA/RTS/2014/06) on March 31, 2014, the final regulations for the calculation of the “additional value adjustments” (AVA) for financial instruments recognized at fair value have been determined.