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CVA in financial reporting

Credit Valuation Adjustment in fair value reporting.

Sometimes known as Credit Value Adjustment.

CVA in bank regulation

Credit Valuation Adjustment capital charge in bank supervision, under Basel III.

The CVA takes into account the current credit risk associated with financial counterparties providing, for example, derivatives such as interest rate swaps.

CVA in UK Insolvency law

Company voluntary arrangement.

See also

Other links

The Treasurer, Technical Briefing December 2013