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XVA for investment managers, insurers and corporates

For investment managers, insurers and corporates: IFRS 13 puts CVA and DVA in every fair value, and every bank quote already carries XVA. What each kind of institution needs, and why it is accounting and transparency, not capital.

Article, 5 pages, PDF. Sent on request, to a company email.

What it covers

  • IFRS 13 puts CVA and DVA in every fair value, so investment managers, insurers and corporates need the numbers too
  • Every bank quote carries XVA; the end user who can compute it checks the price instead of accepting it
  • The need is transparency and accounting on a hosted tenant, not regulatory capital

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