Statements (24)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:financial_technology
|
| gptkbp:category |
finance
|
| gptkbp:component |
derivative pricing
|
| gptkbp:CVA |
gptkb:Credit_Valuation_Adjustment
|
| gptkbp:DVA |
Debit Valuation Adjustment
|
| gptkbp:FVA |
Funding Valuation Adjustment
|
| https://www.w3.org/2000/01/rdf-schema#label |
XVA
|
| gptkbp:includes |
gptkb:MVA
gptkb:KVA gptkb:CVA DVA FVA |
| gptkbp:introducedIn |
2010s
|
| gptkbp:KVA |
Capital Valuation Adjustment
|
| gptkbp:MVA |
Margin Valuation Adjustment
|
| gptkbp:purpose |
adjust derivative prices for risk and costs
|
| gptkbp:relatedTo |
derivatives
counterparty risk |
| gptkbp:standsFor |
Valuation Adjustment
|
| gptkbp:usedBy |
banks
financial institutions |
| gptkbp:bfsParent |
gptkb:Credit_Valuation_Adjustment
gptkb:TurnKey_Linux |
| gptkbp:bfsLayer |
8
|