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Abstracts of the 27th Annual Meeting of the Society of General Internal Medicine. Chicago, Illinois, USA, 12-15 May, 2004. [PDF]
J Gen Intern Med, 2004 europepmc +1 more source
Society of General Internal Medicine, 28th annual meeting, New Orleans, Louisiana, USA, May 11-14, 2005. [PDF]
J Gen Intern Med, 2005 europepmc +1 more source
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Cash CVA -- Credit Valuation Adjustment in the Cash Form
SSRN Electronic Journal, 2021Credit default swaps (CDS) are unfunded, or the synthetic form of credit exposure, while bonds are fully funded, thus the cash form. Borrowing this industry jargon, credit valuation adjustment (CVA) would be seen synthetic, because it is defined as the present value of buying a default protection on counterparty exposure through CDS.
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Credit Valuation Adjustment (CVA)
SSRN Electronic Journal, 2008This paper provides an overview of counterparty default risk and counter-party valuation adjustments, within the context of collateralized and un-collateralized trading relationships. The counterparty valuation adjustment terms are derived by decomposing an un-defaultable portfolio into a set of binary states.
Shahram Alavian +3 more
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Journal of Risk Management in Financial Institutions
The adoption of Capital Requirements Regulation (CRR) III in 2024 introduced a new regulatory architecture for credit valuation adjustment (CVA), requiring financial institutions to align capital buffers with evolving counterparty credit risk. This paper provides a comparative analysis of the standardised (SA-CVA), basic (BA-CVA) and simplified (SI-CVA)
Daniela Gellenbeck +1 more
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The adoption of Capital Requirements Regulation (CRR) III in 2024 introduced a new regulatory architecture for credit valuation adjustment (CVA), requiring financial institutions to align capital buffers with evolving counterparty credit risk. This paper provides a comparative analysis of the standardised (SA-CVA), basic (BA-CVA) and simplified (SI-CVA)
Daniela Gellenbeck +1 more
openaire +1 more source