XVA is the family of valuation adjustments that turn a derivative’s riskless value into the price a bank charges or reports: CVA and DVA for default, and the funding, margin and capital adjustments of chapter 19.
Quantitative Finance · शब्दावली
Quantitative Finance · शब्दावली
XVA is the family of valuation adjustments that turn a derivative’s riskless value into the price a bank charges or reports: CVA and DVA for default, and the funding, margin and capital adjustments of chapter 19.