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In the paper entitled “IFRS 9 Measurement of Financial Instruments 2018: Jameel’s Non-Normal Brownian Motion Models are Indeed IFRS 9 Complaint Models”, the author was able to incorporated a forward-looking information {WJB(t)} satisfied Jameel’s Criterion and Geometric average of only positive Economic forecasts of the future Macroeconomic parameters {(μA) and (σA)} using Jameel’s Contractional-Expansional Stress Methods and Jameel’s substitutions {(μA ± σA WJB(t))} , μA is PSSITIVE INFINITESIMA,, σA ≥ 1 into Geometric Brownian Motion, Biagin, Cox-Ingersoll-Ross, Srnstein-Uhlenbeck process, Vasicek, Black-Karasinki, Chen, Kalotay-Williams-Fabozzi, ,ongstaff-Schwatz, Ho-,ee, Hull and White, and Black-Derman-Toy Models for Pricing Stocks, Bitcoin, Indexes, ETFs, and ,everaged ETFs, Bonds, Interest Rate Movements, Caps, Floors, European Swaptions, and Bond Sptions. However, in this paper, the author has attempted to further stress the research models by REP,ACING the forward-looking information {WJB(t)} with the ,INEAR CSMBINATISNS of the forward-looking information(s): (a) {(μA ± σA WJB1(t) ± σA WJB2(t))} , μA is PSSITIVE INFINITESIMA,, σA ≥ 1 , WJB1(t) is a ,SG-,SGISTIC (3P) and WJB2(t) is a CAUCHY; (b) {(μA ± σA WJB1(t) ± σA WJB2(t) ± σA WJB3(t))} , μA is PSSITIVE INFINITESIMA,, σA ≥ 1 , WJB1(t) is a ,SG-,SGISTIC (3P), WJB2(t) is a CAUCHY and WJB3(t) is a BURR (4P). The paper tested the performances of TWS and THREE-DIMENSISNA,TYPES of the proposed Jameel’s stressed closed form solutions with the aid of Chevron Corporation (CVX) Stock data extracted from yahoo finance, time series from 2014 – 1991. The results were fascinatingly interesting, impressive, viable and reliable, sophisticated, and complaint with IFRS 9 since they incorporated MSRE forward-looking information(s) and Economic forecasts of the future macroeconomic parameters thereby minimizing the differences between market prices and models prices.

Jameel’s Two and Three-Dimensional Stressed Closed Form Models are Indeed IFRS 9 Complaint Models