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Sebi changes debt fund valuation norms for MFs

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Press Trust of India Mumbai
Last Updated : Jan 20 2013 | 9:33 PM IST

Market regulator Sebi today changed the norms for valuation of debt securities held by mutual funds -- a development following which the fund houses would be needed to value their funds nearer to market levels.

The regulator today shifted back to its valuation norms practiced till October last year, when it had allowed the fund houses to use a wider margin in valuing their debt securities.

With today's change in the permissible mark-up and mark-down levels -- the margins allowed above and below the exact market value -- the fund houses would be allowed lesser margin levels.

There have been reports that fund houses have been inflating their net asset values, and subsequently the asset under management size, by taking advantage of wider margins allowed in calculating the value of the debt securities.

As per the new norms, MFs would be allowed a mark-up (the upward permissible margin) of 100 basis points and a mark- down of 50 basis points (the downward margin) for rated debt securities with maturity duration of up to two years.

Earlier in October 2008, Sebi had raised the mark-up and mark-down for such securities to 500 basis points and 150 basis points, respectively.

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First Published: Jun 12 2009 | 8:38 PM IST

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