It is part of x-value adjustments (XVA). By definition, it captures the impact of regulatory capital (capital costs) on derivative...

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