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The Credit Valuation Adjustment (CVA) - Shearman & Sterling LLP
Nov 11, 2013 ... Basel III Framework: The Credit Valuation Adjustment (CVA). Charge for OTC Derivative Trades. The credit valuation adjustment charge in ...

Credit Valuation Adjustment (CVA)
Jun 14, 2010 ... Credit Valuation Adjustment or CVA is the process through which ... Asset CVA – this represents the expected cost of Citi's counterparty ...

Counterparty Risk, CVA, and Basel III - Columbia University
Mar 5, 2012 ... Valuation. Adjustments. CVA and CCDS. Hedging CVA. CDS Proxies. Portfolio counterparty risk. CVA & Basel. CVA VaR. Accounting.

Counterparty risk and CVA survey - Deloitte
Universal acknowledgement of credit valuation adjustment (CVA) and debt ... way they manage their counterparty credit risk (CCR) through CVA and how they  ...

Counterparty Risk
value represents credit exposure at the time of default. Netting plays a crutial role ... the counterparty's default. CVA is the market value of counterparty credit risk.