XVA: Difference between revisions

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X-Value Adjustment.
X-Value Adjustment.
XVA is a generic term referring collectively to a number of different valuation adjustments in relation to derivative instruments held by banks.
XVAs include, for example, the Credit Valuation Adjustment (CVA), under [[Basel III]].




== See also ==
== See also ==
* [[Basel III]]
* [[Credit valuation adjustment]] (CVA)
* [[CVA]]
* [[Derivative instrument]]
* [[DVA]]
* [[DVA]]
* [[FVA]]
* [[X-Value Adjustment]]
[[Category:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]

Latest revision as of 20:42, 24 June 2022

Bank regulation.

X-Value Adjustment.


See also