pasVal: ASC 820 & GASB 72
pasVal provides support for mid-market valuations and fair value adjustments under ASC 820 (FAS 157) and GASB 72—including subtleties such as: OIS discounting, non-performance risk, CVA/DVA, tenor and basis swap adjustments and volatility skew. Now supporting SOFR.
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Editorial Team
- May 12, 2021
- 1 minute
pasVal provides support for mid-market valuations and fair value adjustments under ASC 820 (FAS 157) and GASB 72—including subtleties such as: OIS discounting, non-performance risk, CVA/DVA, tenor and basis swap adjustments and volatility skew. Now supporting SOFR.
