Valuation Methodologies Clause Samples

Valuation Methodologies. Within 15 Business Days of the date of appointment, the Appraiser shall determine the valuation methodologies (the “Valuation Methodologies”) to be applied in its determination of Appropriate Value in accordance with customary criteria for this kind of evaluation.

Valuation Methodologies. 9.1 Valuation approach 9.2 Selected methodology used to value the Company

Valuation Methodologies a. Within 90 days after the Effective Date, DaVita Dialysis shall examine the Valuation Methodologies it uses to price each type of Focus Arrangement, except Business Courtesies, and shall revise each such methodology if necessary to comply with the Anti-Kickback Statute and the requirements of this CIA. To the extent no Valuation Methodology exists for a type of Focus Arrangement, except Business Courtesies, that DaVita Dialysis enters into, DaVita Dialysis shall develop a Valuation Methodology to use in pricing that type of Focus Arrangement. b. DaVita Dialysis shall obtain the Monitor’s approval of each required Valuation Methodology, and any changes to those Valuation Methodologies during the first two Reporting Periods, prior to implementation. c. During the CIA Period, DaVita Dialysis shall consistently apply the approved Valuation Methodologies to value each type of Focus Arrangement.

Valuation Methodologies. The following table describes the valuation methodologies used by the Firm to measure its more significant products/ instruments at fair value, including the general classification of such instruments pursuant to the valuation hierarchy.

Valuation Methodologies. In assessing the Fair Market Value of both the assets being disposed of and the consideration payable, we have considered a range of valuation methodologies. RG 111 proposes that it is generally appropriate for an expert to consider using the following methodologies: • the discounted cash flow (“DCF”) method and the estimated realisable value of any surplus assets; • the application of earnings multiples to the estimated future maintainable earnings or cash flows added to the estimated realisable value of any surplus assets; • the amount which would be available for distribution on an orderly realisation of assets; • the quoted price for listed securities; and • any recent genuine offers received.

Valuation Methodologies. Cash: valued at book value determined in accordance with GAAP.

Valuation Methodologies. In preparing its valuation, Moelis performed a variety of financial analyses and considered a variety of factors. The following is a brief summary of the material financial analyses considered by Moelis, which consisted of (a) a selected transactions analysis, (b) selected publicly traded companies analysis, and (c) other analyses. This summary does not purport to be a complete description of the analyses performed and factors considered by Moelis. The preparation of a valuation analysis is a complex analytical process involving various judgmental determinations as to the most appropriate and relevant methods of financial analysis and the application of those methods to particular facts and circumstances, and such analyses and judgments are not readily susceptible to summary description.

Valuation Methodologies. The following table describes the valuation methodologies used by the Firm to measure its more significant products/ instruments at fair value, including the general classification of such instruments pursuant to the valuation hierarchy. Structured notes Valuations are based on discounted cash flow analysis that consider the embedded derivative and the terms and payment structure of the note. The embedded derivative features are considered using models such as the Black- Scholes option pricing model, simulation models, or a combination of models that use observable or unobservable valuation inputs, depending on the embedded derivative. The specific inputs used vary according to the nature of the embedded derivative features, as described in the discussion below regarding derivative valuation. Adjustments are then made to this base valuation to reflect the Firm’s own credit risk (DVA). Level 2 or 3 Equity and Debt securities Derivatives and fully funded OTC financial instruments Quoted market prices. In the absence of quoted market prices, securities are valued based on: • Observable market prices for similar securities • Relevant broker quotes • Discounted cash flows Derivatives that are valued using models such as the Black-Scholes option pricing model, simulation models, or a combination of models, that use observable or unobservable valuation inputs as well as considering the contractual terms. The key valuation inputs used will depend on the type of derivative and the nature of the underlying instruments and may include equity prices, commodity prices, interest rate yield curves, foreign exchange rates, volatilities, correlations, credit default swaps (“CDS”) spreads and recovery rates. Additionally, the credit quality of the counterparty and of the Firm's as well as market funding levels may also be considered. In addition, specific inputs used for derivatives that are valued based on models with significant unobservable inputs are as follows: Equity option specific inputs include: • Forward equity price • Equity volatility • Equity correlation • Equity - FX correlation • Equity - IR correlation Level 1 Level 2 or 3 Level 2 or 3 The following tables present the assets and liabilities reported at fair value as of 31 December 2024 and 2023, by major product category and fair value hierarchy. Debt and equity instruments 478,761 13,951,249 13,565,261 27,995,271 Derivative receivables — 5,143,182 1,646,445 6,789,627 Derivative payables — (5,192,639) (2,060...

Valuation Methodologies. The following table describes the valuation methodologies used by the Firm to measure its more significant products/ instruments at fair value, including the general classification of such instruments pursuant to the valuation hierarchy. consider the embedded derivative and the terms and payment structure of the note. • The embedded derivative features are considered using models such as the Black-Scholes option pricing model, simulation models, or a combination of models that use observable or unobservable valuation inputs, depending on the embedded derivative. The specific inputs used vary according to the nature of the embedded derivative features, as described in the discussion below regarding derivative valuation. Adjustments are then made to this base valuation to reflect the Firm’s own credit risk (DVA). Level 2 or 3 Derivatives that are valued using models such as the Black-Scholes option pricing model, simulation models, or a combination of models, that use observable or unobservable valuation inputs as well as considering the contractual terms. The key valuation inputs used will depend on the type of derivative and the nature of the underlying instruments and may include equity prices, commodity prices, interest rate yield curves, foreign exchange rates, volatilities, correlations, credit default swaps (“CDS”) spreads and recovery rates. Additionally, the credit quality of the counterparty and of the Firm's as well as market funding levels may also be considered. Level 2 or 3 The following tables present the assets and liabilities reported at fair value as of 31 December 2017 and 2016, by major product category and fair value hierarchy. Assets and liabilities measured at fair value on a recurring basis Level 1 Level 2 Level 3 Total At 31 December 2017 $'000 $'000 $'000 $'000 Financial assets held for trading: Financial assets held for trading 411,580 17,829,952 7,466,934 25,708,466 Total financial assets 411,580 17,829,952 7,466,934 25,708,466 Financial liabilities held for trading — (7,081,469) (737,692) (7,819,161) Structured notes — (9,703,119) (8,186,186) (17,889,305) Financial assets held for trading 414,318 13,739,415 4,637,424 18,791,157 Total financial assets 414,318 13,739,415 4,637,424 18,791,157 Financial liabilities held for trading — (3,830,899) (619,094) (4,449,993) Structured notes — (8,640,229) (5,700,935) (14,341,164) The Company ▇▇▇▇▇▇ all structured note issuances by entering into hedging transactions with other JPMorgan Chase ...