A credit default swap (CDS) that automatically terminates with one counterparty of which having to make no further payments if...

It stands for interest rate swap valuation; a swap pricing method that is based either on regarding the swap's two...

A swap pricing method that is based either on regarding the swap's two legs as two bonds (this is the...

A credit default swap (CDS) that automatically terminates with one counterparty of which having to make no further payments if...

An interest rate swap valuation method that views a swap as a series of cash flows for each of which...

A forward contract has no value at the time it is first entered into (i.e., its net present value is...

It is part of xVA (cross valuation adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...

An abbreviation for debt valuation adjustment (debit value adjustment). A type of cross valuation adjustment/ x-value adjustment (XVA) that takes...

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...