XVA

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Revision as of 10:09, 18 May 2016 by imported>Doug Williamson (Added abbreviation)
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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.


See also