Showing 1 - 1 of 1
MVA is becoming a dominant XVA component in interdealer derivatives trading in the post Margin Reform environment. Unlike FVA which can be either a funding cost or a funding benefit, MVA due to BCBS IOSCO IM is always a cost because of non-rehypothecability of the initial margin posted under the...
Persistent link: https://www.econbiz.de/10012962527