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Collateral Value Adjustment

It is part of xVA (cross value adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...

Cross Valuation Adjustment

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

Debt Value Adjustment

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

Collateral Valuation Adjustment

It is part of xVA (cross valuation adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...

Debt Valuation Adjustment

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

DVA

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

Debit Value Adjustment

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

Debit Valuation Adjustment

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