Credit Valuation Adjustment (CVA) Calculator

Calculate the Credit Valuation Adjustment (CVA) for OTC derivative positions — the market value of counterparty credit risk. CVA = Expected Positive Exposure × Default Probability × Loss Given Default, discounted over the trade's life.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
Advertisement

How to Use

Enter the values for the scenario you are assessing. Calculate the Credit Valuation Adjustment (CVA) for OTC derivative positions — the market value of counterparty credit risk. CVA = Expected Positive Exposure × Default Probability × Loss Given Default, discounted over the trade's life. Use the cva calculator result to inform your calculation.

Frequently Asked Questions