CVA: Difference between revisions
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Revision as of 14:43, 8 April 2021
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
- Bank supervision
- Basel III
- BCBS
- Capital adequacy
- Company voluntary arrangement
- DVA
- Fair value
- FVA
- IMA
- Standardised Approach (STA)
- XVA
