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

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

It stands for credit support annex; a collateral arrangement the purpose of which is to mitigate counterparty risk in an...

A collateral arrangement the purpose of which is to mitigate counterparty risk in an OTC derivative contract such as swaps....

Counterparty credit risk is a source of great concern for end users and dealers in the swaps market (market for...

In the context of derivatives valuation, it stands for x-value adjustment or cross value adjustment. It is a broad category...

In the context of derivatives valuation, it stands for cross value adjustment. It is a broad category of adjustments that...

A derivative instrument which is traded and privately negotiated in over-the-counter markets, i.e. directly between the two parties involved, without...

The parties to a contract (financial or non-financial), ultimately obligated by contractual terms, sign the contract in their own capacity,...