Understanding xVA , CVA , FVA , KVA , MVA , COL-VA
**CORRECTION : at @10:06 when we discount the year 3 cashflow , the cashflow of 100 has to be discounted by 1 year and not 3 years as depicted in the video so value for year 3 will be 7 + 104.39 = 111.39 . Kindly take a note of this
An X-Value Adjustment (XVA, xVA) is a collective term referring to a number of different “valuation adjustments” that banks must make when assessing the value of derivative contracts that they have entered into.[
Видео Understanding xVA , CVA , FVA , KVA , MVA , COL-VA канала Harshvardhan's Research
An X-Value Adjustment (XVA, xVA) is a collective term referring to a number of different “valuation adjustments” that banks must make when assessing the value of derivative contracts that they have entered into.[
Видео Understanding xVA , CVA , FVA , KVA , MVA , COL-VA канала Harshvardhan's Research
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