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Glossary of Terms CVA - Credit Value Adjustment: The adjustment made to the MTM of a derivative to reflect the credit risk exposure of the bank to the counterparty FVA Fair Value Adjustment (same as CVA) CRA Credit Risk adjustment (same as CVA) Trade Inception Charge (Credit Charge, Credit Intermediation...
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Term<o:p></o:p> Meaning<o:p></o:p> CVA - Credit Value Adjustment <o:p></o:p> The adjustment made to the MTM of a derivative to reflect the credit risk exposure of the bank to the counterparty <o:p></o:p> FVA <o:p></o:p> Fair Value Adjustment...