It is part of xVA (cross value adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...
In the context of derivatives valuation, it is a broad category of adjustments that are made to the fair value...
It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...
It is part of xVA (cross valuation adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...
It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...
An abbreviation for debt valuation adjustment (debit value adjustment). A type of cross valuation adjustment/ x-value adjustment (XVA) that takes...
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...