Talk:Credit valuation adjustment

Finance & Investment Mid‑importance

	This article is within the scope of WikiProject Finance & Investment, a collaborative effort to improve the coverage of articles related to Finance and Investment on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.
Mid	This article has been rated as Mid-importance on the project's importance scale.

Economics Low‑importance

	This article is within the scope of WikiProject Economics, a collaborative effort to improve the coverage of Economics on Wikipedia. If you would like to participate, please visit the project page, where you can join the discussion and see a list of open tasks.
Low	This article has been rated as Low-importance on the project's importance scale.

Request for more description of terms in the formula

It was not specified what Q or E(t) are. I appreciate that the article was referenced, but it is still important to define each of the terms in a displayed formula. According to the article, E(t) is the "exposure" to the counterparty at time t, and I'm not sure what that entails exactly. Although I'm not sure, I imagine that Q might be an equivalent martingale measure. The article mentions "risk neutral", but I'm not sure what that means either.Vinzklorthos (talk) 20:29, 27 January 2012 (UTC)

I've explained that E(t) is the exposure at time t, without further explanation. Colin Rowat (talk) 12:05, 27 September 2013 (UTC)