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

An abbreviation for margin valuation adjustment. It is a type of cross value adjustment/ x-value adjustment (XVA) that constitute the...

It stands for the risk associated with credit value adjustment; it constitutes part of x-value adjustments (XVA). By definition, it...

A type of risk that affects the valuation of a derivative (specifically, credit-value adjustment or CVA). This risk consists of...

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

It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...

An adjustment that is made to the forward value of a variable to account for the timing of a payoff...

An event, favorable or unfavorable, that takes place after the reporting period, specifically between the end of the period and...

It is part of xVA (cross valuation adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...

Typically, an interest rate swap whose fixed rate payment substantially deviates from currently prevailing coupon rates on debt instruments with...