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

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 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...