For the purposes of this Title and Chapter 6 of Title II, "credit valuation adjustment" or "CVA" means an adjustment to the mid-market valuation of the portfolio of transactions with a counterparty. That adjustment reflects the current market value of the credit risk of the counterparty to the institution, but does not reflect the current market value of the credit risk of the institution to the counterparty.
Version status: Applicable | Document consolidation status: Updated to reflect all known changes
Version date: 1 January 2014 - 31 December 2024