Credit valuation adjustment: Difference between revisions

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imported>Doug Williamson
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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]]
* [[Counterparty risk]]
* [[Counterparty risk]]
* [[Credit ]]
* [[Credit risk]]
* [[Credit risk]]
* [[Default]]
* [[Default]]
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* [[Security]]
* [[Security]]
* [[Standardised Approach]] (STA)
* [[Standardised Approach]] (STA)
* [[XVA]]
* [[X-Value Adjustment]] (XVA)
 
 
==Other link==
[http://www.treasurers.org/node/9725 The Treasurer, Technical Briefing December 2013]


[[Category:Accounting,_tax_and_regulation]]
[[Category:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]
[[Category:Financial_products_and_markets]]
[[Category:Identify_and_assess_risks]]
[[Category:Investment]]
[[Category:Investment]]
[[Category:Long_term_funding]]
[[Category:Long_term_funding]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Manage_risks]]
[[Category:Risk_reporting]]
[[Category:Risk_frameworks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:The_business_context]]
[[Category:Cash_management]]
[[Category:Financial_products_and_markets]]
[[Category:Liquidity_management]]

Latest revision as of 23:46, 23 January 2024

Credit risk - financial reporting - bank supervision.

(CVA).

Credit valuation adjustment values the risk of default by the issuer of a security, so is a market measurement of counterparty risk.

It is the price an investor would pay to hedge the counterparty credit risk.


See also