X-Value Adjustment

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.

See also

• Basel III
• Credit valuation adjustment (CVA)
• Derivative instrument
• DVA
• FVA