CVA: Difference between revisions
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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) |
imported>Doug Williamson (Add link.) |
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* [[DVA]] | * [[DVA]] | ||
* [[Company voluntary arrangement]] | * [[Company voluntary arrangement]] | ||
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Revision as of 14:23, 13 May 2016
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
