Credit valuation adjustment: Difference between revisions
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== See also == | == See also == | ||
* [[Bank supervision]] | * [[Bank supervision]] | ||
* [[Basel Committee on Banking Supervision]] (BCBS) | |||
* [[Basel III]] | * [[Basel III]] | ||
* [[Capital adequacy]] | * [[Capital adequacy]] | ||
* [[Counterparty risk]] | * [[Counterparty risk]] | ||
* [[Credit ]] | |||
* [[Credit risk]] | * [[Credit risk]] | ||
* [[Default]] | * [[Default]] | ||
| Line 23: | Line 24: | ||
* [[Security]] | * [[Security]] | ||
* [[Standardised Approach]] (STA) | * [[Standardised Approach]] (STA) | ||
* [[ | * [[X-Value Adjustment]] (XVA) | ||
Latest revision as of 12:23, 6 July 2022
Credit risk - financial reporting - bank supervision.
(CVA).
Credit valuation adjustment values the risk of default by the issuer of a security, so is a market measurement of counterparty risk.
It is the price an investor would pay to hedge the counterparty credit risk.
See also
- Bank supervision
- Basel Committee on Banking Supervision (BCBS)
- Basel III
- Capital adequacy
- Counterparty risk
- Credit
- Credit risk
- Default
- DVA
- Fair value
- FVA
- IMA
- Issuer
- Security
- Standardised Approach (STA)
- X-Value Adjustment (XVA)
