X-Value Adjustment: Difference between revisions
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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. | 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 | XVAs include, for example, the Credit Valuation Adjustment (CVA), under Basel III. | ||
Revision as of 11:48, 16 November 2016
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.
