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. | ||
One example is the Credit Valuation Adjustment (CVA), under Basel III. | |||
== See also == | == See also == | ||
* [[Basel III]] | * [[Basel III]] | ||
* [[ | * [[Credit valuation adjustment]] (CVA) | ||
* [[Derivative instrument]] | * [[Derivative instrument]] | ||
* [[DVA]] | * [[DVA]] | ||
* [[FVA]] | * [[FVA]] | ||
[[Category:Accounting,_tax_and_regulation]] | |||
[[Category:The_business_context]] | |||
Latest revision as of 20:43, 24 June 2022
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.
One example is the Credit Valuation Adjustment (CVA), under Basel III.
