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Bilateral Credit Valuation Adjustment

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

Bilateral Credit Value Adjustment

A type of cross value adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the market value/...

Credit Valuation Adjustment

It constitutes part of x-value adjustments (XVA). By definition, it is the valuation of counterparty credit risk (CCR), for pricing...

Credit Value Adjustment

It constitutes part of x-value adjustments (XVA). By definition, it is the valuation of counterparty credit risk (CCR), for pricing...

Bilateral CVA

An abbreviation for bilateral credit value adjustment (credit valuation adjustment). It is a type of cross value adjustment/ x-value adjustment...

Funding Valuation Adjustment

It constitutes part of x-value adjustments (XVA). By definition, it is the value adjustment that accounts for the funding costs...

Funding Value Adjustment

It constitutes part of x-value adjustments (XVA). By definition, it is the value adjustment that accounts for the funding costs...

Capital Valuation Adjustment

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

Debt Valuation Adjustment

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

DVA

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