クレジット評価調整とは？
クレジット評価調整 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 “クレジット評価調整” Used in Practice?
銀行はバーゼルIIIに従い、デリバティブ・ポートフォリオのカウンターパーティリスクを反映するため、クレジット評価調整を計算する必要があります。
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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クレジット評価調整とは？
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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