CVA risk definition

CVA risk means the risk of mark-to-market losses in a transaction with a counterparty arising from a change in the credit valuation adjustment for the counterparty, as defined in §226A of the Banking (Capital) Rules;
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CVA risk means the risk of mark-to-market losses arising from changes in CVA values in response to changes in credit spreads of counterparties and market risk factors that drive the price of OTC derivative transactions and SFTs as defined in §2(1) of the BCR;
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CVA risk means the risk of mark-to-market losses arising from changes in CVA values in response to changes in credit spreads of counterparties and market risk factors that drive the price of OTC derivative transactions and SFTs as defined in §2(1) of the BCRmeans the risk of mark-to-market losses in a transaction with a counterparty arising from a change in the credit valuation adjustment for the counterparty, as defined in §226A of the Banking (Capital) Ruls;
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Examples of CVA risk in a sentence

  • The document concludes the proposals and consultations on-going since 2014 in relation to credit risk, credit value adjustment ("CVA") risk, operational risk, output floors and leverage ratio.

Related to CVA risk

  • Low risk means normal, uncomplicated prenatal course as determined by adequate prenatal care and prospects for a normal, uncomplicated birth as defined by reasonable and generally accepted criteria of maternal and fetal health.

  • Country Risk means all factors reasonably related to the systemic risk of holding Foreign Assets in a particular country including, but not limited to, such country’s political environment, economic and financial infrastructure (including any Eligible Securities Depository operating in the country), prevailing or developing custody and settlement practices, and laws and regulations applicable to the safekeeping and recovery of Foreign Assets held in custody in that country.

  • Minimal risk means that the probability and magnitude of harm or discomfort anticipated in the research are not greater in and of themselves than those ordinarily encountered in daily life or during the performance of routine physical or psychological examinations or tests.

  • Sustainability Risk means an environmental, social or governance event or condition that, if it occurs, could cause an actual or a potential material negative impact on the value of the investment.

  • operational risk means the risk of loss resulting from inadequate or failed internal processes, people and systems or from external events, and includes legal risk;