XVA
What is XVA?
XVA is a collective term in finance that refers to various valuation adjustments made to the price of a derivative to account for different types of risk, particularly credit risk and funding risk. Common XVAs include CVA (Credit Valuation Adjustment), DVA (Debit Valuation Adjustment), FVA (Funding Valuation Adjustment), and others like LVA (Liquidity Valuation Adjustment) and MVA (Margin Valuation Adjustment). These adjustments are essential for accurate pricing and risk management of derivatives, especially in over-the-counter (OTC) markets.
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