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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...

        KVA

        It stands for capital valuation adjustment; it is part of x-value adjustments (XVA). By definition, it captures the impact of...

          CVA Risk

          It stands for the risk associated with credit value adjustment; it constitutes part of x-value adjustments (XVA). By definition, it...

            CVA Market Risk

            A type of risk that affects the valuation of a derivative (specifically, credit-value adjustment or CVA). This risk consists of...

              CVA

              It stands for credit value adjustment; it constitutes part of x-value adjustments (XVA). By definition, it is the valuation of...

                XVA

                In the context of derivatives valuation, it stands for x-value adjustment or cross value adjustment. It is a broad category...

                  X-Value Adjustment

                  In the context of derivatives valuation, it stands for cross value adjustment. It is a broad category of adjustments that...