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/...
An abbreviation for bilateral credit value adjustment (credit valuation adjustment). It is a type of cross value adjustment/ x-value adjustment...
It stands for capital valuation adjustment; it is part of x-value adjustments (XVA). By definition, it captures the impact of...
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...
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...