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Debit Value Adjustment

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

    Debit Valuation Adjustment

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

      XVA

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

        Margin Valuation Adjustment

        It is a type of cross value adjustment/ x-value adjustment (XVA) that constitute the part of cost relating to initial...

          FVA

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