CVA: Difference between revisions

Revision as of 11:21, 16 February 2022

1. Credit risk - financial reporting - bank supervision.

Credit valuation adjustment.

2. Insolvency - UK.

Company voluntary arrangement.

@@ Line 1: / Line 1: @@
-== CVA in financial reporting ==
+.  ''Credit risk - financial reporting - bank supervision.''
-Credit Valuation Adjustment in fair value reporting.
+Credit valuation adjustment.
-Sometimes known as Credit Value Adjustment.
+.  ''Insolvency - UK.''
-== 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.
@@ Line 24: / Line 15: @@
 * [[Capital adequacy]]
 * [[Company voluntary arrangement]]
+* [[Credit valuation adjustment]]
 * [[DVA]]
 * [[Fair value]]