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Collateral Value Adjustment

It is part of xVA (cross value adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...

    Funding Valuation Adjustment

    It constitutes part of x-value adjustments (XVA). By definition, it is the value adjustment that accounts for the funding costs...

      Capital Valuation Adjustment

      It is part of x-value adjustments (XVA). By definition, it captures the impact of regulatory capital (capital costs) on derivative...

        Collateral Valuation Adjustment

        It is part of xVA (cross valuation adjustments); it refers to the pricing adjustment made for a collateralized derivative. It...

          Debt Valuation Adjustment

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