When.com Web Search

Search results

  1. Results From The WOW.Com Content Network
  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. XVA - Wikipedia

    en.wikipedia.org/wiki/XVA

    FVA, Funding Valuation Adjustment, due to the funding implications of a trade that is not under Credit Support Annex (CSA), or is under a partial CSA; essentially the funding cost or benefit due to the difference (variation margin) between the funding rate of the bank's treasury and the collateral rate paid by a clearing house.

  4. Collateral valuation adjustments - Wikipedia

    en.wikipedia.org/wiki/Collateral_Valuation...

    Collateral valuation adjustment (ColVA) or appraisal subordination entitlement reduction (ASER) are commercial mortgage-backed security structuring innovations designed to improve overall transaction credit quality.

  5. Mark-to-market accounting - Wikipedia

    en.wikipedia.org/wiki/Mark-to-market_accounting

    The credit is provided by charging a rate of interest and requiring a certain amount of collateral, in a similar way that banks provide loans. Even though the value of securities (stocks or other financial instruments such as options ) fluctuates in the market, the value of accounts is not computed in real time.

  6. Credit risk - Wikipedia

    en.wikipedia.org/wiki/Credit_risk

    Credit insurance and credit derivatives – Lenders and bond holders may hedge their credit risk by purchasing credit insurance or credit derivatives. These contracts transfer the risk from the lender to the seller (insurer) in exchange for payment. The most common credit derivative is the credit default swap.

  7. Current Expected Credit Losses - Wikipedia

    en.wikipedia.org/wiki/Current_Expected_Credit_Losses

    Current Expected Credit Losses (CECL) is a credit loss accounting standard (model) that was issued by the Financial Accounting Standards Board on June 16, 2016. [1] CECL replaced the previous Allowance for Loan and Lease Losses (ALLL) accounting standard. The CECL standard focuses on estimation of expected losses over the life of the loans ...

  8. Credit conversion factor - Wikipedia

    en.wikipedia.org/wiki/Credit_conversion_factor

    The key variables for (credit) risk assessment are the probability of default (PD), the loss given default (LGD) and the exposure at default (EAD).The credit conversion factor calculates the amount of a free credit line and other off-balance-sheet transactions (with the exception of derivatives) to an EAD amount [2] and is an integral part in the European banking regulation since the Basel II ...

  9. Credit - Wikipedia

    en.wikipedia.org/wiki/Credit

    Credit (from Latin verb credit, meaning "one believes") is the trust which allows one party to provide money or resources to another party wherein the second party does not reimburse the first party immediately (thereby generating a debt), but promises either to repay or return those resources (or other materials of equal value) at a later date ...