Energy Risk Europe: Questions over benefits of CVA for energy firms
Energy companies are unlikely to adopt the widespread use of credit valuation adjustment (CVA) for their over-the-counter derivatives activities, concluded a panel of industry experts at Energy Risk Europe in London on October 9.
The valuation of trades using CVA, through which adjustments are made depending on the creditworthiness of counterparties, is considered best practice among banks trading OTC derivatives – with many performing this task through a dedicated CVA desk. It is less common
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