A type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the market value/...
A type of cross value adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the market value/...
It constitutes part of x-value adjustments (XVA). By definition, it is the valuation of counterparty credit risk (CCR), for pricing...
It constitutes part of x-value adjustments (XVA). By definition, it is the valuation of counterparty credit risk (CCR), for pricing...
An abbreviation for bilateral credit value adjustment (credit valuation adjustment). It is a type of cross value adjustment/ x-value adjustment...
It constitutes part of x-value adjustments (XVA). By definition, it is the value adjustment that accounts for the funding costs...
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 a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...
An abbreviation for debt valuation adjustment (debit value adjustment). A type of cross valuation adjustment/ x-value adjustment (XVA) that takes...