A type of cross value adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the market value/...

It constitutes part of x-value adjustments (XVA). By definition, it is the valuation of counterparty credit risk (CCR), for pricing...

It constitutes part of x-value adjustments (XVA). By definition, it is the valuation of counterparty credit risk (CCR), for pricing...

An abbreviation for bilateral credit value adjustment (credit valuation adjustment). It is a type of cross value adjustment/ x-value adjustment...

It constitutes part of x-value adjustments (XVA). By definition, it is the value adjustment that accounts for the funding costs...

It constitutes part of x-value adjustments (XVA). By definition, it is the value adjustment that accounts for the funding costs...

Characteristically, constant maturity swaps have unnatural time lags because a counterparty pays/receives the swap rate only in one payment, rather...

It is part of x-value adjustments (XVA). By definition, it captures the impact of regulatory capital (capital costs) on derivative...

It stands for capital valuation adjustment; it is part of x-value adjustments (XVA). By definition, it captures the impact of...

In the context of derivatives valuation, it is a broad category of adjustments that are made to the fair value...