6 September 2010

Sir David Tweedie
Chairman
International Accounting Standards Board
30 Cannon Street
London EC 4M 6XH
UNITED KINGDOM.

Dear Sir David

Measurement Uncertainty Analysis Disclosure for Fair Value Measurements

The Group of 100 (G100) is an organization of chief financial officers from Australia’s largest business enterprises with the purpose of advancing Australia’s financial competitiveness. The G100 is pleased to provide comments on this Exposure Draft.

Q1. Are there circumstances in which taking into account the effect of the correlation between unobservable inputs (a) would not be operational (eg for cost-benefit reasons) or (b) would not be appropriate? If so, please describe those circumstances.

In the absence of specific examples it is difficult to envisage whether such requirements would be operational. It is suggested that specific examples would help make the standards operational.
 

Q2. If the effect of correlation between unobservable inputs were not required, would the measurement uncertainty analysis provide meaningful information? Why or why not?

The G100 is concerned about the detail and volume of disclosures and other than the asserted needs of users does not believe that the case for such disclosures has been sustained. We believe that an appropriate description of measurement uncertainties would be sufficient to inform users that care should be exercised in their decision making processes.
 

Q3. Are there alternative disclosures that you believe might provide users of financial statements with information about the measurement uncertainty inherent in fair value measurements categorized within Level 3 of the fair value hierarchy that the Board should consider instead? If so, please provide a description of those disclosures and the reasons why you think that information would be more useful and more cost-beneficial.

See response to Q2. Further, the G100 believes that the specification of a disclosure principle should be sufficient and that the form and of the specific disclosure is best left to directors to determine.

Under this approach the proposed disclosures could be provided by way of example or guidance in the Standard and not as a mandatory requirement.

However, if the proposed changes proceed, we suggest that the Board consider applying the test for significance described in paragraph 2(a) to the inclusion of any quantitative disclosures for Level 3 instruments.

Yours sincerely
Group of 100 Inc

 

Peter Lewis
National President