Q.5517 Global Finance Bank (GFB) is navigating the complexities of the Basel III regulatory framework, specifically focusing on the impact of counterparty credit risk on its derivative portfolio. The bank's risk management team is engaged in a detailed analysis of a large and diverse portfolio of interest rate swaps, foreign exchange derivatives, and credit default swaps. A key aspect of their analysis involves understanding the implications of counterparty credit risk under various stress scenarios and how this risk affects the bank's capital requirements. The team needs to account for the additional capital charge that GFB must allocate due to the increased credit risk in its derivative exposures under stressed market conditions. In this context, which xVA component must GFB include in its derivative valuation models to appropriately reflect the cost associated with the increased capital requirements due to heightened counterparty credit risk under stress scenarios?