Gerard Frewen, XVA Product Manager at Bloomberg, was interviewed by Alison Fletcher, a corporate treasury market specialist at Bloomberg LP, on increased interest in different valuation adjustments ...
So, here we go again – it’s the return of credit valuation adjustments (CVAs) and debit valuation adjustments (DVAs). In October and November, Euromoney pointed out how Wall Street’s largest ...
This report is one of a series on the adjustments we make to GAAP data so we can measure shareholder value accurately. This report focuses on an adjustment we make to our calculation of economic book ...