The risk that arises from the tendency of a derivatives user/ dealer to judge a counterparty to a derivatives transaction...

A set of conditions that, if and when met, will trigger liquidation of the underlying asset of a swap and...

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

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

An option contract, call or put, that trades (i.e., is listed) on an organized or regulated securities or futures exchange....

An option contract, call or put, that trades (i.e., is listed) on an organized or regulated securities or futures exchange....

The risk that a counterparty to a derivative contract may be unable or unwilling to fulfill contractual obligations with respect...

The potential loss that results from a counterparty to a derivative contract (specifically a forward contract or swap) unfulfilling its...

The danger (risk) of incurring losses because a counterparty in a derivative transaction has defaulted (i.e., is no more able...

An abbreviation for debt valuation adjustment (debit value adjustment). A type of cross valuation adjustment/ x-value adjustment (XVA) that takes...