Eureka 32006L0048 Sign in

one‐sided credit valuation adjustment

as defined in Directive 2006/48/EC of the European Parliament and of the Council of 14 June…

a credit valuation adjustment that reflects the market value of the credit risk of the counterparty to the credit institution, but does not reflect the market value of the credit risk of the credit institution to the counterparty.

Open in the act with Eureka

Install the extension for EUR-Lex