XVA: Difference between revisions

From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson
(Create the page. Source: I Ruiz Consulting, A complete XVA valuation framework., http://www.iruizconsulting.com/wp-content/uploads/2015/04/iRuiz_XVA.pdf)
 
imported>Doug Williamson
(Classify page.)
 
(6 intermediate revisions by the same user not shown)
Line 2: Line 2:


X-Value Adjustment.
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, under [[Basel III]].




== See also ==
== See also ==
* [[Basel III]]
* [[Credit valuation adjustment]] (CVA)
* [[CVA]]
* [[Derivative instrument]]
* [[DVA]]
* [[DVA]]
* [[FVA]]
* [[X-Value Adjustment]]
[[Category:Accounting,_tax_and_regulation]]
[[Category:The_business_context]]

Latest revision as of 20:42, 24 June 2022

Bank regulation.

X-Value Adjustment.


See also