XVA
id:
xva-178-5968002
title:
XVA
text:
An X-Value Adjustment is an umbrella term referring to a number of different “valuation adjustments” that banks must make when assessing the value of derivative contracts that they have entered into. The purpose of these is twofold: primarily to hedge for possible losses due to other parties' failures to pay amounts due on the derivative contracts; but also to determine the amount of capital required under the bank capital adequacy rules. XVA has led to the creation of specialized desks in many
brand slug:
wiki
category slug:
encyclopedia
description:
Banking valuation adjustments
original url:
https://en.wikipedia.org/wiki/XVA
date created:
2016-12-29T18:20:03Z
date modified:
2024-09-04T18:18:49Z
main entity:
{"identifier":"Q30589285","url":"https://www.wikidata.org/entity/Q30589285"}
image:
fields total:
13
integrity:
15