Что такое Корректировка оценки кредитного риска?
Корректировка оценки кредитного риска 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 “Корректировка оценки кредитного риска” Used in Practice?
Банки обязаны рассчитывать корректировку оценки кредитного риска для портфелей деривативов в соответствии с Базелем III.
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Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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Что такое Корректировка оценки кредитного риска?
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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