It is part of xVA (cross value adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...
It constitutes part of x-value adjustments (XVA). By definition, it is the value adjustment that accounts for the funding costs...
It is part of x-value adjustments (XVA). By definition, it captures the impact of regulatory capital (capital costs) on derivative...
It is part of xVA (cross valuation adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...
It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...