Skip to main content

Table 3 XVA values for the large portfolio

From: Credit, funding, margin, and capital valuation adjustments for bilateral portfolios

XVA $Value
CVA0 242 M
FVA\(_{0}^{(0)}\) 126 M
FVA0 62 M
KVA0 275 M
FTDCVA 194 M
FTDDVA 166 M