20,342
edits
RyanLothian (talk | contribs) m |
RyanLothian (talk | contribs) m |
||
Line 1: | Line 1: | ||
{{Random adbox}} | |||
Credit Valuation Adjustment (CVA) is a metric representing the difference between the risk free portfolio value and the true portfolio value, taking counterparty risk into account. CVA is the market value of the counterparty [[credit risk]]. <ref>{{cite web|url=http://www.fow.com/Article/3077998/Babicz-Effective-CVA-a-necessity-for-banks.html|name=Babicz: Effective CVA a necessity for banks|org=FOW|date=August 22, 2012}}</ref> | Credit Valuation Adjustment (CVA) is a metric representing the difference between the risk free portfolio value and the true portfolio value, taking counterparty risk into account. CVA is the market value of the counterparty [[credit risk]]. <ref>{{cite web|url=http://www.fow.com/Article/3077998/Babicz-Effective-CVA-a-necessity-for-banks.html|name=Babicz: Effective CVA a necessity for banks|org=FOW|date=August 22, 2012}}</ref> | ||