What is Ajustement de Valorisation du Crédit?
In this glossary, Ajustement de Valorisation du Crédit refers to: A regulatory adjustment to the fair value of derivative instruments to account for counterparty credit risk, as mandated by Basel III. CVA reflects the market value of counterparty default risk on over-the-counter derivatives.
How is Ajustement de Valorisation du Crédit used in finance?
In finance communication, this term appears in contexts such as: "Les banques doivent calculer les ajustements de valorisation du crédit pour les portefeuilles de dérivés conformément à Bâle III afin de refléter le risque de contrepartie."
Why does Ajustement de Valorisation du Crédit matter in finance?
Ajustement de Valorisation du Crédit matters because it supports clear communication in Banking contexts for Financial Analysts, Bankers, and Traders. It also connects to aviation training and exam language such as CFA, ACCA, and FRM.
Who uses Ajustement de Valorisation du Crédit?
Ajustement de Valorisation du Crédit is mainly used by Financial Analysts, Bankers, and Traders.
What category does Ajustement de Valorisation du Crédit belong to?
In this glossary, Ajustement de Valorisation du Crédit is grouped under Banking. Related pages in this category explain adjacent procedures, commands and operational concepts.
Where does this definition come from?
This definition is sourced from CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework and published by Protermify Finance as a static finance reference page.
