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  2. Credit valuation adjustment - Wikipedia

    en.wikipedia.org/wiki/Credit_valuation_adjustment

    A Credit valuation adjustment (CVA), [a] in financial mathematics, is an "adjustment" to a derivative's price, as charged by a bank to a counterparty to compensate it for taking on the credit risk of that counterparty during the life of the transaction. "CVA" can refer more generally to several related concepts, as delineated aside.

  3. Standardized approach (counterparty credit risk) - Wikipedia

    en.wikipedia.org/wiki/Standardized_approach...

    The standardized approach for counterparty credit risk (SA-CCR) is the capital requirement framework under Basel III addressing counterparty risk for derivative trades. [ 1 ] It was published by the Basel Committee in March 2014.

  4. Standardized approach (credit risk) - Wikipedia

    en.wikipedia.org/wiki/Standardized_approach...

    There are some options in weighing risks for some claims, below are the summary as it might be likely to be implemented. NOTE: For some "unrated" risk weights, banks are encouraged to use their own internal-ratings system based on Foundation IRB and Advanced IRB in Internal-Ratings Based approach with a set of formulae provided by the Basel-II accord.

  5. Cash value added - Wikipedia

    en.wikipedia.org/wiki/Cash_value_added

    Cash value added (CVA) is a measure of business profitability defined as [1] the EBITDA generated by the business, less tax, less its required return. The required return is an annuity based on the purchase price of the assets in use in the business, inflated to today's value of money, the weighted average cost of capital (WACC) and the economic life of the assets.

  6. Internal ratings-based approach (credit risk) - Wikipedia

    en.wikipedia.org/wiki/Internal_Ratings-Based...

    In this approach, banks calculate their own risk parameters subject to meeting some minimum guidelines. However, the foundation approach is not available for Retail exposures. For equity exposures, calculation of risk-weighted assets not held in the trading book can be calculated using two different ways: a PD/LGD approach or a market-based ...

  7. XVA - Wikipedia

    en.wikipedia.org/wiki/XVA

    The CVA (and xVA) applied to a new transaction should be the incremental effect of the new transaction on the portfolio CVA. [ 12 ] While the CVA reflects the market value of counterparty credit risk , additional Valuation Adjustments for debit, funding cost, regulatory capital and margin may similarly be added.

  8. 8 Common Cardiovascular Diseases for Men & How to Prevent Them

    www.aol.com/8-common-cardiovascular-diseases-men...

    Heart disease and cardiovascular disease have almost the same meaning. It’s a catchall term for heart problems and problems with your blood vessels. 8 Common Cardiovascular Diseases for Men ...

  9. Basel Accords - Wikipedia

    en.wikipedia.org/wiki/Basel_Accords

    A recent OECD study suggest that bank regulation based on the Basel accords encourage unconventional business practices and contributed to or even reinforced adverse systemic shocks that materialised during the financial crisis. According to the study, capital regulation based on risk-weighted assets encourages innovation designed to circumvent ...