Uporedite metode

	Прилагођавање вредности кредита	Prilagođavanje vrednosti duga (Debit Valuation Adjustment)
Oblast	Kvantitativne finansije	Kvantitativne finansije
Porodica	Regression model	Regression model
Godina nastanka	2000s	2000s
Tvorac	Jon Gregory	Jon Gregory, Christoph Burgard
Tip	Valuation Framework	Valuation Framework
Temeljni izvor	Gregory, J. (2009). Counterparty Credit Risk: The New Challenge for Global Financial Markets. John Wiley & Sons.	Gregory, J. (2009). Counterparty Credit Risk: The New Challenge for Global Financial Markets. John Wiley & Sons.
Drugi nazivi	CVA, Counterparty Risk Adjustment	Own Credit Adjustment, OCA
Srodne	3	3
Sažetak	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.	Debit 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.