Fair Value Measurements

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Question

What happens to own-credit risk changes under the fair value option?

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Answer

They go to OCI.

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Question

When is the most advantageous market used?

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Answer

When no principal market exists.

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Question

What type of input creates a Level 3 measurement?

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Answer

Unobservable inputs, meaning the entity's own assumptions.

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Question

What additional disclosure is required for Level 3 fair value measurements?

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Answer

A rollforward, valuation techniques, inputs, and sensitivity.

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