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Bilateral Credit Valuation Adjustment

A type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the market value/...

Bilateral Credit Value Adjustment

A type of cross value adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the market value/...

Bilateral CVA

An abbreviation for bilateral credit value adjustment (credit valuation adjustment). It is a type of cross value adjustment/ x-value adjustment...