XVA

A short series on the valuation adjustments applied to derivatives: CVA (including DVA), FVA, MVA, KVA, ColVA and TVA.

• XVA: An Introduction to Valuation Adjustments
• CVA: Credit Valuation Adjustment
• FVA: Funding Valuation Adjustment
• KVA: Capital Valuation Adjustment
• MVA: Margin Valuation Adjustment
• ColVA: Collateral Valuation Adjustment
• TVA: Tax Valuation Adjustment