Was ist Kreditbewertungsanpassung?
Kreditbewertungsanpassung A regulatory adjustment to the fair value of derivative instruments to account for counterparty credit risk, as mandated by Basel III. CVA reflects the market value of counterparty default risk on over-the-counter derivatives.
Source: CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework
How is “Kreditbewertungsanpassung” Used in Practice?
Banken sind verpflichtet, für Derivateportfolios Kreditbewertungsanpassungen gemäß Basel III zu berechnen, um das Kontrahentenrisiko widerzuspiegeln.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Was ist Kreditbewertungsanpassung?
A regulatory adjustment to the fair value of derivative instruments to account for counterparty credit risk, as mandated by Basel III. CVA reflects the market value of counterparty default risk on over-the-counter derivatives.
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