Meaning Credit valuation adjustments
What does Credit valuation adjustments mean? Here you find 3 meanings of the word Credit valuation adjustments. You can also add a definition of Credit valuation adjustments yourself
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Credit valuation adjustmentscapital charge introduced to cover the risk of mark-to-market losses on the expected counterparty risk to OTC derivatives. Economic capital:
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Credit valuation adjustmentsThese are adjustments to the fair values of derivative assets to reflect the creditworthiness of the counterparty.
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Credit valuation adjustmentsMarket value of counterparty credit risk. In other words, it is the difference between the true portfolio value (that takes into account the possibility of a counterparty's default) and the risk- [..]
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