XVA: Difference between revisions
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imported>Doug Williamson (Add link.) |
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* [[DVA]] | * [[DVA]] | ||
* [[FVA]] | * [[FVA]] | ||
* [[X-Value Adjustment]] | |||
Revision as of 17:16, 15 November 2016
Bank regulation.
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.
