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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...

Capital Valuation Adjustment

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

KVA

It stands for capital valuation adjustment; it is part of x-value adjustments (XVA). By definition, it captures the impact of...

MVA

An abbreviation for margin valuation adjustment. It is a type of cross value adjustment/ x-value adjustment (XVA) that constitute the...

CVA Risk

It stands for the risk associated with credit value adjustment; it constitutes part of x-value adjustments (XVA). By definition, it...

CVA

It stands for credit value adjustment; it constitutes part of x-value adjustments (XVA). By definition, it is the valuation of...

Debt Value Adjustment

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

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...