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yogesh167
Member
Hello
if company holds corporate bonds, we can take credit for illiquidity premium as MA while discounting under SII.
Is MA adjustment affected depending on credit rating of corporate bonds?
Similarly, can we take credit for illiquidity prem if we hold govt bonds?
Thanks in advance
if company holds corporate bonds, we can take credit for illiquidity premium as MA while discounting under SII.
Is MA adjustment affected depending on credit rating of corporate bonds?
Similarly, can we take credit for illiquidity prem if we hold govt bonds?
Thanks in advance