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Note 8 - Fair Value Measurements
12 Months Ended
Jan. 31, 2013
Fair Value, Measurement Inputs, Disclosure [Text Block]
8.            Fair Value Measurements

We follow FASB ASC 820, "Fair Value Measurements and Disclosures" (“ASC 820”), in connection with assets and liabilities measured at fair value on a recurring basis subsequent to initial recognition. The guidance applies to our derivative liabilities. We had no assets or liabilities measured at fair value on a non-recurring basis for any period reported.

ASC 820 requires that assets and liabilities carried at fair value will be classified and disclosed in one of the following three categories. We measure the fair value of applicable financial and non-financial assets based on the following fair value hierarchy:

Level 1: Quoted market prices in active markets for identical assets or liabilities.

Level 2: Observable market based inputs or unobservable inputs that are corroborated by market data.

Level 3: Unobservable inputs that are not corroborated by market data.

The hierarchy noted above requires us to minimize the use of unobservable inputs and to use observable market data, if available, when determining fair value.

The fair value of our recorded derivative liabilities is determined based on unobservable inputs that are not corroborated by market data, which is a Level 3 classification. We record derivative liabilities on our balance sheet at fair value with changes in fair value recorded in our consolidated statements of operations.

The hierarchy noted above requires the Company to minimize the use of unobservable inputs and to use observable market data, if available, when determining fair value.  There were no transfers between Level 1, Level 2 and/or Level 3 during fiscal 2013. Our fair value measurements at the January 31, 2013 reporting date are classified based on the valuation technique level noted in the table below (in thousands):

Description
 
January 31,
2013
   
Quoted Prices
in Active Markets for
(Level 1)
   
Significant Other Observable
(Level 2)
   
Significant
Unobservable
(Level 3)
 
Derivative Liabilities
 
$
2,466
   
$
--
   
$
--
   
$
2,466
 

The following outlines the significant weighted average assumptions used to estimate the fair value information presented, in connection with our outstanding and contingent warrants issued to Broadwood as described in Note 7 utilizing the Monte Carlo simulation model:

 
January 31, 2013
Risk free interest rate
1.48%
Average expected life (years)
7.49
Expected volatility
107.49%
Expected dividends
None

The table below sets forth a summary of changes in the fair value of our Level 3 financial instruments since their inception, for the six months ended January 31, 2013 (in thousands):

   
July 31,
2012
   
Recorded New Derivative
Liabilities
   
Change in estimated fair value recognized in results of operations
    January 31, 2013  
                         
Derivative liabilities
  $ 1,365     $     $ 1,101     $ 2,466