Qu'est-ce que Ajustement de Valorisation du Crédit ?
Ajustement de Valorisation du Crédit 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 “Ajustement de Valorisation du Crédit” Used in Practice?
Les banques doivent calculer les ajustements de valorisation du crédit pour les portefeuilles de dérivés conformément à Bâle III afin de refléter le risque de contrepartie.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Qu'est-ce que Ajustement de Valorisation du Crédit ?
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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