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  • Sunday, December 22, 2024
  • The Financial Encyclopedia

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Bilateral Credit Valuation Adjustment

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

    Bilateral Credit Value Adjustment

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

      Credit Valuation Adjustment

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

        Bilateral CVA

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