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...

In the context of derivatives valuation, it stands for x-value adjustment or cross value adjustment. It is a broad category...

It is a type of cross value adjustment/ x-value adjustment (XVA) that constitute the part of cost relating to initial...

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