xVA: DEFINITION, EVALUATION AND RISK MANAGEMENT (Q5221482)
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scientific article; zbMATH DE number 7182444
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | xVA: DEFINITION, EVALUATION AND RISK MANAGEMENT |
scientific article; zbMATH DE number 7182444 |
Statements
xVA: DEFINITION, EVALUATION AND RISK MANAGEMENT (English)
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26 March 2020
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credit valuation adjustment (CVA)
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funding valuation adjustment (FVA)
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funding cost adjustment (FCA)
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margin valuation adjustment (MVA)
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collateral valuation adjustment (ColVA)
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capital valuation adjustment (KVA)
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0.7654362
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0.7585609
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0.7547257
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0.7535398
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