X-Value Adjustment

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Revision as of 11:48, 16 November 2016 by imported>Doug Williamson (Update.)
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Bank regulation

(XVA).

An X-Value Adjustment (XVA) is a generic term referring collectively to a number of different valuation adjustments in relation to derivative instruments held by banks.

XVAs include, for example, the Credit Valuation Adjustment (CVA), under Basel III.


See also