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Richard Kenyon

Aston University

United States

SCHOLARLY PAPERS

3

DOWNLOADS

1,984

TOTAL CITATIONS

4

Scholarly Papers (3)

1.

Accounting for Derivatives with Initial Margin Under IFRS 13

Number of pages: 13 Posted: 23 Nov 2016
Richard Kenyon and Chris Kenyon
Aston University and MUFG Securities EMEA plc
Downloads 893 (66,442)
Citation 1

Abstract:

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MVA, Bilateral Initial Margin, BCBS-317, IFRS, Fair Value, Accounting, Non-Centrally Cleared Derivatives

2.

Accounting for KVA under IFRS 13

Risk, March 2016 (shortened version)
Number of pages: 15 Posted: 20 Jun 2015 Last Revised: 29 Feb 2016
Richard Kenyon and Chris Kenyon
Aston University and MUFG Securities EMEA plc
Downloads 892 (66,546)
Citation 3

Abstract:

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KVA, Accounting, Basel III, IFRS 13

3.

DVA for Assets

Risk, February 2013
Number of pages: 16 Posted: 23 Jan 2013
Chris Kenyon and Richard Kenyon
MUFG Securities EMEA plc and Aston University
Downloads 199 (382,358)

Abstract:

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CVA, DVA, FVA, corporate finance, hedging, Goodwill, assets, derivatives, accounting, tax