It is a type of cross valuation adjustment/ x-value adjustment (XVA) that takes out the effects of changes in the...
It stands for credit support annex; a collateral arrangement the purpose of which is to mitigate counterparty risk in an...
A collateral arrangement the purpose of which is to mitigate counterparty risk in an OTC derivative contract such as swaps....
It stands for market risk premium; in accounting, market risk premium basically has two distinct meanings: "market risk" premium and...
In accounting, market risk premium basically has two distinct meanings: "market risk" premium and market "risk premium". A "market risk"...
A set of measures or tools that can help a creditor/ lender or broadly a market player with certain exposures...
An investment strategy that hinges on the so-called risk allocation (rather than capital allocation) whereby investors target predefined levels of...
The risk that a financial loss will be incurred by a party to a financial instrument (or broadly any financial...
The risk that arises from potential fluctuations in the fair value (FV) or future cash flows of a financial instrument...
The risk that arises from potential fluctuations in the fair value (FV) or future cash flows of a financial instrument...