O que e Ajuste de Avaliação de Crédito?
Ajuste de Avaliação de Crédito 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 “Ajuste de Avaliação de Crédito” Used in Practice?
Os bancos devem calcular ajustes de avaliação de crédito para carteiras de derivativos conforme Basileia III para refletir o risco de contraparte.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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O que e Ajuste de Avaliação de Crédito?
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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