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Risk-Free Bond

A bond that is associated with no risk (credit risk, default risk) over its term or time to maturity. In...

CollVA

It stands for collateral value adjustment/ collateral valuation adjustment; the pricing adjustment made for a collateralized derivative. It represents the cost of...

ColVA

It stands for collateral value adjustment/ collateral valuation adjustment; the pricing adjustment made for a collateralized derivative. It represents the cost of...