This video explains Credit Valuation Adjustment (CVA) and Debit Valuation Adjustment (DVA) — calculation and its key components in counterparty credit risk management / XVA. Learn how CVA reflects the expected loss from a counterparty default, while DVA represents your own credit risk from the counterparty’s perspective. Ideal for anyone working with derivatives, risk models, or financial instruments. Refer SDE and Brownian Motion : Part 1: https://www.youtube.com/watch?v=iR5rAtId_5w Part 2: https://www.youtube.com/watch?v=1CeIv5s66KY Part 3: https://youtu.be/kV-2WeD3ueY Vasicek Model: https://www.youtube.com/watch?v=U_euWFbcjpI CVA and DVA part 1: https://youtu.be/VbUELif4u4s #CVA #DVA #CounterpartyRisk #CreditRisk #Finance #RiskManagement #Derivatives #ValuationAdjustments #QuantFinance #XVA