Banking

信用估值调整

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.

Quick answer: 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.

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Quick answer

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.

Why it matters

信用估值调整 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.

Editorial context

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Questions and answers

Questions and answers

What is 信用估值调整?

In this glossary, 信用估值调整 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 信用估值调整 used in finance?

In finance communication, this term appears in contexts such as: "根据巴塞尔协议III,银行需为衍生品组合计算信用估值调整费用,以反映对手方风险。"

Why does 信用估值调整 matter in finance?

信用估值调整 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 信用估值调整?

信用估值调整 is mainly used by Financial Analysts, Bankers, and Traders.

What category does 信用估值调整 belong to?

In this glossary, 信用估值调整 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.

Definition

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.

Operational example

Banks are required to calculate credit valuation adjustment charges for derivative portfolios to reflect counterparty risk as per Basel III.

Localized term

信用估值调整

Localized example

根据巴塞尔协议III,银行需为衍生品组合计算信用估值调整费用,以反映对手方风险。

Definition language

English reference definition

Source

CFA Institute, IFRS Foundation, FASB (GAAP), Basel III Framework

Category

Banking

Exam relevance

  • CFA
  • ACCA
  • FRM

Target audience

  • Financial Analysts
  • Bankers
  • Traders

Related terms

Use the related links below to continue through connected finance terminology.

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