XVA: Difference between revisions
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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 (Added abbreviation) |
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XVA is a generic term referring collectively to a number of different valuation adjustments in relation to derivative instruments held by banks. | 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]]. | XVAs include, for example, the Credit Valuation Adjustment (CVA), under [[Basel III]]. | ||
Revision as of 10:09, 18 May 2016
Bank regulation.
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.
