Recorded: May 26th | 1:00 p.m. ET
The SEC’s new Rule 2a-5 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 a defensible and transparent processes. But what does this mean as a practical matter?
On Wednesday, May 26th experts David Baum and Martin Dozier of Alston & Bird and Bill Moretti and Joe Sturtevant of RiskSpan explained and responded to your questions about:
- What the new requirements are
- Who is impacted and when
- Implementation best practices
- Potential issues with Rule 17a-7, and
- Modeling considerations, including assumptions, back-testing, calibration, and data management.