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 |
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 |