Filter by Categories
Accounting
Banking

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/...

Bilateral CVA

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

KVA

It stands for capital valuation adjustment; it is part of x-value adjustments (XVA). By definition, it captures the impact of...

CVA Risk

It stands for the risk associated with credit value adjustment; it constitutes part of x-value adjustments (XVA). By definition, it...

CVA Market Risk

A type of risk that affects the valuation of a derivative (specifically, credit-value adjustment or CVA). This risk consists of...

CVA

It stands for credit value adjustment; it constitutes part of x-value adjustments (XVA). By definition, it is the valuation of...

XVA

In the context of derivatives valuation, it stands for x-value adjustment or cross value adjustment. It is a broad category...

X-Value Adjustment

In the context of derivatives valuation, it stands for cross value adjustment. It is a broad category of adjustments that...