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Glossary
one-sided credit valuation adjustment

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one-sided credit valuation adjustment

29(96for the purposes of BIPRU 63) a credit valuation adjustment that reflects the market value of the credit risk of the counterparty to a firm, but does not reflect the market value of the credit risk of the firm to the counterparty.[Note: Part 1 of Annex III of the Banking Consolidation Directive (Definitions)]96

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