Abstract
In the previous chapter, Debit-Valuation Adjustment (DVA) and Funding Valuation Adjustment (FVA) were introduced. FVA is sometimes divided into Funding Cost Adjustment (FCA), which has negative value and Funding Benefit Adjustment (FBA), which has positive value. DVA and FVA are closely related to each other. Actually FBA and DVA are mirror images of the same thing. Hereafter, we refer to both FVA and DVA jointly as FVA…
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