3. Fair value measurements
 
Assets and liabilities measured at fair value on a recurring basis as of March 31, 2025 are as follows:
 
                
   
Total
    
Quoted
prices in
active
markets
(Level 1)
    
Significant
other
observable
inputs (Level
2)
    
Significant
unobservable
inputs (Level
3)
 
   $    $    $    $ 
Assets
                  
Treasury bills classified as cash equivalents
 21,304    21,304       —      
Total assets
 21,304    21,304       —      
Liabilities
                  
Derivative warrant liabilities
 1,141       —        —     1,141 
Total liabilities
 1,141       —        —     1,141 
 
Assets and liabilities measured at fair value on a recurring basis as of March 31, 2024 are as follows:
 
                
   
Total
    
Quoted
prices in
active
markets
(Level 1)
    
Significant
other
observable
inputs (Level
2)
    
Significant
unobservable
inputs (Level
3)
 
   $    $    $    $ 
Assets
                  
Guaranteed investment certificates and term deposits classified as cash equivalents
 19,725    19,725         
Total assets
 19,725    19,725         
Liabilities
                  
Derivative warrant liabilities
 4,359            4,359 
Total liabilities
 4,359            4,359 
 
There were no changes in valuation techniques or transfers between Levels 1, 2 or 3 during the years ended March 31, 2025 and 2024. The Company’s derivative warrant liabilities are measured at fair value on a recurring basis using unobservable inputs that are classified as Level 3 inputs. Refer to Note 8, Stockholders’ Equity, for the valuation techniques and assumptions used in estimating the fair value of the derivative warrant liabilities.

About Fair Value Disclosures

Fair value disclosures classify all assets and liabilities measured at fair value into a three-level hierarchy: Level 1 (quoted market prices), Level 2 (observable inputs like yield curves), and Level 3 (unobservable inputs requiring management estimates). The proportion of Level 3 assets directly reflects how much of the balance sheet depends on internal models rather than market evidence.

Key signals: a growing Level 3 balance relative to total fair-value assets increases valuation uncertainty and earnings volatility risk. Watch for transfers between levels — assets moving from Level 2 to Level 3 often signal deteriorating market liquidity. Unrealized gains and losses on Level 3 positions flow through earnings or other comprehensive income, so large swings deserve scrutiny. For financial institutions, examine the sensitivity disclosures that show how Level 3 valuations change under alternative assumptions. Compare the fair value of debt against its carrying amount to gauge hidden leverage.