The funding valuation adjustment (FVA) is the value of the cost of funding the collateral that uncollateralised trades and their hedges require, less the benefit of the collateral they release: .
Quantitative Finance · Begrippenlijst
Quantitative Finance · Begrippenlijst
The funding valuation adjustment (FVA) is the value of the cost of funding the collateral that uncollateralised trades and their hedges require, less the benefit of the collateral they release: .