Statements (27)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_technology
|
| gptkbp:abbreviation |
gptkb:CVA
|
| gptkbp:affects |
pricing of derivatives
|
| gptkbp:calculationMethod |
loss given default
probability of default expected exposure |
| gptkbp:component |
fair value of derivatives
|
| gptkbp:heldBy |
difference between risk-free and true portfolio value
adjustment to risk-free value component of XVA credit risk adjustment credit risk premium market value of counterparty credit risk valuation adjustment |
| https://www.w3.org/2000/01/rdf-schema#label |
Credit Valuation Adjustment
|
| gptkbp:improves |
value of derivative liability
|
| gptkbp:measures |
market value of counterparty credit risk
|
| gptkbp:partOf |
gptkb:XVA
|
| gptkbp:reduces |
value of derivative asset
|
| gptkbp:relatedTo |
derivatives
over-the-counter derivatives counterparty credit risk |
| gptkbp:usedIn |
gptkb:legislation
gptkb:Basel_III gptkb:IFRS_13 |
| gptkbp:bfsParent |
gptkb:CVA
|
| gptkbp:bfsLayer |
7
|