Debt Value Adjustment (DVA)

Category: Credit Risk · Abbreviation: DVA

What is Debt Value Adjustment?

Adjustment to the fair value of derivatives to account for an institutions own credit risk.

Related terms

• CVA
• Fair Value

More Credit Risk terms

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

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