Among other factors, net trading income made no profit contribution because of IFRS guidelines relating to credit valuation adjustments on derivatives (around minus 30 million).
What does CVA stand for?
CVA stands for Credit Valuation Adjustment
This definition appears frequently and is found in the following Acronym Finder categories:
- Business, finance, etc.
See other definitions of CVA
We have 177 other meanings of CVA in our Acronym Attic
- Connecticut Volkswagen Association
- Contextual Value Added (school evaluation)
- Continuous Variable Aperture
- Control Valve Actuator (power industry)
- Convention and Visitors Authority (tourism; various locations)
- Convergent Voting Algorithm
- Corderie Voilerie de l'Atlantique (French marine supply company; Bordeaux, France)
- Corporate Valley Associates
- Corporate Value Associates
- Costovertebral Angle
- Crime Victims' Advocate
- Curatores Veritatis Alliance (gaming clan)
- Current Value Assessment
- Current Vulnerability Assessment
- Customer Value Added
- Customer Value Analysis
- Core-Valence Approximation-Molecular Orbital
- Canadian Vascular Access Association
- Carmel Valley Alluvial Aquifer (California)
- Carson Valley Art Association
Samples in periodicals archive:
Traders may optimize their portfolios based on market movements, but risk managers are monitoring and orchestrating limit checks, quantifying liquidity and funding ratios, and calculating the challenging profitability formulas, such as credit valuation adjustments and funding cost adjustments, as well as debt valuation adjustment and funding cost benefits.
1 billion gain from so-called credit valuation adjustments, an accounting rule that requires banks to book losses when the value of their debt rises and gains when it declines.
More than 90 percent of survey participants indicated that they had not used a credit valuation adjustment as a result of counterparty risk when determining the price of a derivative contract.
Credit valuation adjustments are required to meet fair value and mark-to-market regulatory requirements (FAS 157/IFRS 7) (http://www.
We explain how the obtained exposure can be integrated into the Credit Valuation Adjustment (CVA), based on the extension of the pricing model with a Counterparty credit component.
; Half of buy-side firms do not measure credit valuation adjustment (CVA).
Credit valuation adjustments are required to meet fair value and mark-to-market regulatory requirements (FAS 157/IFRS 7).