Q1 2024 Newsletter
Our first newsletter of 2024 is published and available here*.
Independent Price Verification - The Basics
Basel II Prudent Valuation Guidance (page 161) defines Independent Price Verification (IPV) as:
Characteristics of a suitable vendor
In 2023, there has been an increased demand from banks and regulators alike to see multiple data...
A reliance on trade data during periods of high volatility
The recent push towards using market transactions to verify consensus data has been broadly...