CVA and Regression analysis: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
(Link with Scatter diagram page.)
 
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== CVA in financial reporting ==
A statistical technique that establishes the best linear relationship between the variable to be predicted from one or more input or explanatory variables.
 
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 ==
== See also ==
* [[Bank supervision]]
* [[Beta]]
* [[Basel III]]
* [[Coefficient of determination]]
* [[BCBS]]
* [[Linear regression]]
* [[Capital adequacy]]
* [[Scatter diagram]]
* [[Company voluntary arrangement]]
* [[t-statistic]]
* [[DVA]]
* [[Fair value]]
* [[FVA]]
* [[IMA]]
* [[Standardised Approach]] (STA)
* [[XVA]]
 
 
==Other link==
[http://www.treasurers.org/node/9725 The Treasurer, Technical Briefing December 2013]
 
[[Category:Accounting,_tax_and_regulation]]
[[Category:Compliance_and_audit]]

Revision as of 17:36, 23 November 2014

A statistical technique that establishes the best linear relationship between the variable to be predicted from one or more input or explanatory variables.

See also