Credit Value Adjustment (CVA)

Category: Credit Risk · Abbreviation: CVA

What is Credit Value Adjustment?

Adjustment to the fair value of derivative instruments to account for counterparty credit risk.

Related terms

• Counterparty Credit Risk
• DVA

More Credit Risk terms

• Collateral
• Concentration Risk
• Counterparty Credit Risk (CCR)
• Credit Risk
• Debt Value Adjustment (DVA)
• Default

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