What is Корректировка оценки кредитного риска?
In this glossary, Корректировка оценки кредитного риска 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 Корректировка оценки кредитного риска used in finance?
In finance communication, this term appears in contexts such as: "Банки обязаны рассчитывать корректировку оценки кредитного риска для портфелей деривативов в соответствии с Базелем III."
Why does Корректировка оценки кредитного риска matter in finance?
Корректировка оценки кредитного риска 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 Корректировка оценки кредитного риска?
Корректировка оценки кредитного риска is mainly used by Financial Analysts, Bankers, and Traders.
What category does Корректировка оценки кредитного риска belong to?
In this glossary, Корректировка оценки кредитного риска 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.
