ScholarGate
Pembantu

Bandingkan kaedah

Semak kaedah pilihan anda secara bersebelahan; baris yang berbeza akan diserlahkan.

Penyesuaian Nilai Debit×Penyesuaian Penilaian Kredit×
BidangKewangan KuantitatifKewangan Kuantitatif
KeluargaRegression modelRegression model
Tahun asal2000s2000s
PengasasJon Gregory, Christoph BurgardJon Gregory
JenisValuation FrameworkValuation Framework
Sumber perintisGregory, J. (2009). Counterparty Credit Risk: The New Challenge for Global Financial Markets. John Wiley & Sons. link ↗Gregory, J. (2009). Counterparty Credit Risk: The New Challenge for Global Financial Markets. John Wiley & Sons. link ↗
AliasOwn Credit Adjustment, OCACVA, Counterparty Risk Adjustment
Berkaitan33
RingkasanDebit Valuation Adjustment (DVA) represents the value of your own credit risk to counterparties. DVA measures the gain in derivative value if you default on your obligations—a benefit for your shareholders because creditors receive less than the full derivative value. DVA is controversial but now mandatory under IFRS 13 for fair value accounting.Credit Valuation Adjustment (CVA) is the market price of counterparty credit risk embedded in over-the-counter (OTC) derivatives. CVA measures the loss from counterparty default, accounting for both the probability of default and the exposure at that time. It has become a key component of derivative valuation and risk management since the 2008 financial crisis.
ScholarGateSet data
  1. v1
  2. 2 Sumber
  3. PUBLISHED
  1. v1
  2. 2 Sumber
  3. PUBLISHED

Pergi ke carian Muat turun slaid

ScholarGateBandingkan kaedah: Debit Valuation Adjustment · Credit Valuation Adjustment. Dicapai 2026-06-19 daripada https://scholargate.app/ms/compare