Enumeration | Definition |
---|---|
Hedges | Total XVA hedge values in fair-value accounting |
Hedges - CVA | Total hedges for CVA in fair-value accounting |
Hedges - DVA | Total hedges for DVA in fair-value accounting |
Hedges - FVA | Total hedges for FVA in fair-value accounting |
Hedges - unattributable | Total hedges for XVA unattributable to a particular XVA component |
Total XVA and hedges | Sum of Total XVA and Hedges in fair value accounting |
XVA | Total XVA in fair-value accounting |
XVA - CVA | Total XVA in fair-value accounting related to counterparty credit |
XVA - DVA | Total XVA in fair-value accounting related to own credit |
XVA - FVA | Total XVA in fair-value accounting related to funding costs |
XVA - structured notes | Total XVA in fair-value accounting arising from fair value own issuance |