It stands for fair value accounting; an accounting method that is based on the use of fair value (FV); it...

An abbreviation for margin valuation adjustment. It is a type of cross value adjustment/ x-value adjustment (XVA) that constitute the...

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...

An at-the-money forward straddle that underlies a forward volatility agreement (FVA). This agreement involves buying or selling the straddle at...

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

An agreement (forward volatility agreement) that a seller and a buyer enter into in order to exchange a straddle option...