信用估值调整 是什么？
信用估值调整 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 “信用估值调整” Used in Practice?
根据巴塞尔协议III，银行需为衍生品组合计算信用估值调整费用，以反映对手方风险。
Certification Exam Relevance
Who Needs to Know This Term?
- Financial Analysts
- Bankers
- Traders
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信用估值调整 是什么？
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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