CVA: Difference between revisions
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imported>Doug Williamson (Layout.) |
imported>Doug Williamson (Expand for Basel III definition. Source BCBS Basel III counterparty credit risk FAQs July 2012: http://www.bis.org/publ/bcbs228.pdf) |
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Sometimes known as Credit Value Adjustment. | Sometimes known as Credit Value Adjustment. | ||
== CVA in bank regulation == | |||
Credit Valuation Adjustment capital charge in bank supervision, under [[Basel III]]. | |||
The CVA takes into account the current credit risk associated with financial counterparties providing, for example, derivatives such as interest rate swaps. | |||
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== See also == | == See also == | ||
* [[Fair value]] | * [[Fair value]] | ||
* [[Basel III]] | |||
* [[BCBS]] | |||
* [[DVA]] | * [[DVA]] | ||
* [[Company voluntary arrangement]] | * [[Company voluntary arrangement]] | ||
Revision as of 12:10, 1 September 2015
CVA in financial reporting
Credit Valuation Adjustment in fair value reporting.
Sometimes known as Credit Value Adjustment.
CVA in bank regulation
Credit Valuation Adjustment capital charge in bank supervision, under Basel III.
The CVA takes into account the current credit risk associated with financial counterparties providing, for example, derivatives such as interest rate swaps.
CVA in UK Insolvency law
Company voluntary arrangement.
See also
