The adjustment/ premium (compensation or additional return) that is sought by risk-averse market participants for being exposed to the uncertainty,...

The premium (compensation or additional return) that is sought by risk-averse market participants for being exposed to the uncertainty, engulfing,...

An interest rate swap in which two counterparties exchange their credit comparative advantages (in terms of credit rating or creditworthiness)...

The danger/ risk that arises from the adverse effect of political events and economic variables on the cash flows of...

The danger/ risk that a government action or inaction will have a negative impact on the cash flows of a...

The risk that a counterparty to a derivative contract may be unable or unwilling to fulfill contractual obligations with respect...

The potential loss that results from a counterparty to a derivative contract (specifically a forward contract or swap) unfulfilling its...

The danger (risk) of incurring losses because a counterparty in a derivative transaction has defaulted (i.e., is no more able...

An abbreviation for debt valuation adjustment (debit value adjustment). A type of cross valuation adjustment/ x-value adjustment (XVA) that takes...

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