CVA: Difference between revisions

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== CVA in financial reporting ==
1.  ''Credit risk - financial reporting - bank supervision.''


Credit Valuation Adjustment in fair value reporting.
Credit valuation adjustment.


Sometimes known as Credit Value Adjustment.


 
2. ''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.
Company voluntary arrangement.
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== See also ==
== See also ==
* [[Bank supervision]]
* [[Bank supervision]]
* [[Basel Committee on Banking Supervision]]  (BCBS)
* [[Basel III]]
* [[Basel III]]
* [[BCBS]]
* [[Capital adequacy]]
* [[Capital adequacy]]
* [[Company voluntary arrangement]]
* [[Company voluntary arrangement]]
* [[Credit valuation adjustment]]
* [[DVA]]  
* [[DVA]]  
* [[Fair value]]
* [[Fair value]]
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* [[IMA]]
* [[IMA]]
* [[Standardised Approach]] (STA)
* [[Standardised Approach]] (STA)
* [[XVA]]
* [[X-Value Adjustment]] (XVA)
 
 
===Other links===
[http://www.treasurers.org/node/9725 The Treasurer, Technical Briefing December 2013]


[[Category:Accounting,_tax_and_regulation]]
[[Category:Accounting,_tax_and_regulation]]
[[Category:Compliance_and_audit]]
[[Category:Compliance_and_audit]]

Latest revision as of 23:46, 23 January 2024

1. Credit risk - financial reporting - bank supervision.

Credit valuation adjustment.


2. Insolvency - UK.

Company voluntary arrangement.


See also