Month End Glossary

XVA

XVA refers to a collective term encompassing various value adjustments applicable to derivative pricing, such as CVA (Credit Valuation Adjustment), DVA (Debt Valuation Adjustment), and FVA (Funding Valuation Adjustment).

XVA is a term used in financial management and accounting to denote the cumulative adjustments made to the valuation of derivatives. It encapsulates several specific adjustments, the most prevalent being: CVA (Credit Valuation Adjustment), which accounts for the risk of counterparty default; DVA (Debt Valuation Adjustment), which reflects the entity's credit risk in the valuation of derivatives; and FVA (Funding Valuation Adjustment), which considers the cost of funding the derivative's position. These adjustments ensure that derivative pricing accurately reflects risk, funding costs, and market conditions. For instance, an accountant might calculate the CVA to determine the impact of counterpart default risk on the firm's derivative portfolio valuation. Similarly, understanding XVA enables financial teams to control and anticipate expenses related to derivative transactions more effectively.

Related Terms

Make your next Month End easy.
Start your free trial today.

Your first Month End free. We’ll import your existing checklist. It’s 2025 - time to get control of your Month End close process!