CARF requires transactions to be valued at fair market value in fiat currency. This guide covers approved methodologies, pricing sources, and implementation considerations for accurate valuation.

Valuation Requirements

Fair market value must:

  • Be determined at transaction time
  • Be expressed in fiat currency
  • Use consistent methodology
  • Be supportable with documentation

Pricing Sources

Internal Prices

Use the CASP's own trading prices where the transaction occurred on the platform.

External Price Feeds

For crypto-to-crypto trades or transfers, use reputable price aggregators:

  • CoinGecko
  • CoinMarketCap
  • Exchange-specific APIs

Volume-Weighted Prices

Consider volume-weighted average prices for better accuracy, especially for large transactions.

Consistency is Key

Whatever methodology you choose, apply it consistently across all transactions. Document your methodology and be prepared to explain it to regulators.

Methodology Selection

Choose methodology based on:

  • Asset liquidity
  • Transaction type
  • Available data sources
  • Consistency requirements

Special Cases

Illiquid Assets

Use last available price or comparable asset pricing.

New Tokens

Use initial offering price or first trading price.

Stablecoins

Generally value at par (1:1 with pegged currency).

Depegging Events

For stablecoins that depeg, use actual market price at transaction time, not the intended peg value.

Documentation

Maintain records of:

  • Methodology selected
  • Pricing sources used
  • Calculation methodology
  • Exception handling

Conclusion

Consistent, documented valuation methodology is essential. Choose appropriate sources and maintain clear records to support your valuations if questioned.

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