X-Value Adjustment: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Create the page. Sources: linked pages.) |
(No difference)
|
Revision as of 17:17, 15 November 2016
Bank regulation
(XVA).
An 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.