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...
It is part of x-value adjustments (XVA). By definition, it captures the impact of regulatory capital (capital costs) on derivative...
It stands for capital valuation adjustment; it is part of x-value adjustments (XVA). By definition, it captures the impact of...
An abbreviation for margin valuation adjustment. It is a type of cross value adjustment/ x-value adjustment (XVA) that constitute the...
It stands for the risk associated with credit value adjustment; it constitutes part of x-value adjustments (XVA). By definition, it...
It stands for credit value adjustment; it constitutes part of x-value adjustments (XVA). By definition, it is the valuation of...
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...
An abbreviation for debt valuation adjustment (debit value adjustment). A type of cross valuation adjustment/ x-value adjustment (XVA) that takes...