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

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

It stands for credit support annex; a collateral arrangement the purpose of which is to mitigate counterparty risk in an...

A collateral arrangement the purpose of which is to mitigate counterparty risk in an OTC derivative contract such as swaps....

It stands for market risk premium; in accounting, market risk premium basically has two distinct meanings: "market risk" premium and...

In accounting, market risk premium basically has two distinct meanings: "market risk" premium and market "risk premium". A "market risk"...

A set of measures or tools that can help a creditor/ lender or broadly a market player with certain exposures...

An investment strategy that hinges on the so-called risk allocation (rather than capital allocation) whereby investors target predefined levels of...

The risk that a financial loss will be incurred by a party to a financial instrument (or broadly any financial...

The risk that arises from potential fluctuations in the fair value (FV) or future cash flows of a financial instrument...