Xva thesis

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Xva thesis in 2021

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How are FVA models used in Treasury Systems?

Funding Valuation Adjustment (FVA) Standard derivative valuation models used in most banking and corporate treasury systems assume a discount rate based on benchmark rate (LIBOR or BBSW). These models therefore assume the time value of money, or funding rate available to the bank, is the benchmark rate. As outlined at the onset

What is the net impact of the exchange traded fund (xVA) on derivative contracts?

At face value, the net impact of XVAs is that there is dispersion in both valuation and pricing on previously ‘vanilla’ derivative contracts. Whilst we expect this to converge going forward, the experience with XVA to date suggests this can have a longer lead time than one would initially expect.

What is the difference between a CVA and a DVA?

DVA is normally computed in much the same way as CVA, and is often thought of as ‘the other side’ of CVA (ie. a bank’s DVA is its counterparty’s CVA). Standard derivative valuation models used in most banking and corporate treasury systems assume a discount rate based on benchmark rate (LIBOR or BBSW).

What is the difference between a collateralized debt obligations (XVA) and a collateral?

Derivatives that are cleared, likely wider population in the future. CVA is probably the most widely known and best understood of the XVA. CVA captures the ‘discount’ to the standard derivative value that a buyer would offer given the risk of counterparty default.

Last Update: Oct 2021

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