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Bloomberg News, February 7, 2013 - "Structured Note Rules May Fail to Resolve Confusion Over Pricing"

Kevin Dugan's "Structured Note Rules May Fail to Resolve Confusion Over Pricing" discusses the remaining obstacles to the efficacy of fair value estimations of structured products following the April 2012 sweep letter from the SEC. Dr. Tim Dulaney is quoted as saying that if you change your volatility assumptions...you could get a vastly different valuation. To read more about this story, feel free to visit our blog on Structured Product Issuers Under Pressure to Disclose Estimated Value.