diff --git a/OREAnalytics/orea/app/inputparameters.hpp b/OREAnalytics/orea/app/inputparameters.hpp
index 66c3a8b090..24e3451121 100644
--- a/OREAnalytics/orea/app/inputparameters.hpp
+++ b/OREAnalytics/orea/app/inputparameters.hpp
@@ -731,7 +731,7 @@ class InputParameters : public QuantLib::ext::enable_shared_from_this<InputParam
     void setKvaTheirCvaRiskWeight(Real r) { parameters_.set("xva", "kvaTheirCvaRiskWeight", r); }
     void setfirstMporCollateralAdjustment(const bool constantInitialVm) { parameters_.set("xva", "firstMporCollateralAdjustment", constantInitialVm); }
     // credit simulation
-    void setCreditMigrationAnalytic(bool b) { parameters_.set("xva", "kvaTheirCvaRiskWeight", b); }
+    void setCreditMigrationAnalytic(bool b) { parameters_.set("xva", "creditMigration", b); }
     void setCreditMigrationDistributionGrid(const std::vector<Real>& grid) { parameters_.set("xva", "creditMigrationDistributionGrid", grid); }
     void setCreditSimulationParameters(const QuantLib::ext::shared_ptr<CreditSimulationParameters>& c) { parameters_.set("xva", "creditMigrationConfig", c); }
     void setCreditSimulationParametersFromBuffer(const std::string& xml ) { parameters_.set("xva", "creditMigrationConfig", xml); }
diff --git a/OREAnalytics/test/CMakeLists.txt b/OREAnalytics/test/CMakeLists.txt
index 354d3cf848..c886b6a889 100644
--- a/OREAnalytics/test/CMakeLists.txt
+++ b/OREAnalytics/test/CMakeLists.txt
@@ -4,6 +4,7 @@ set(OREAnalytics-Test_SRC aggregationscenariodata.cpp
 amcbermudanswaption.cpp
 cube.cpp
 historicalscenariogenerator.cpp
+inputparameters.cpp
 nettedexpsoure.cpp
 observationmode.cpp
 parsensitivityanalysis.cpp
diff --git a/OREAnalytics/test/inputparameters.cpp b/OREAnalytics/test/inputparameters.cpp
new file mode 100644
index 0000000000..a1c27c63ac
--- /dev/null
+++ b/OREAnalytics/test/inputparameters.cpp
@@ -0,0 +1,51 @@
+/*
+ Copyright (C) 2026 Quaternion Risk Management Ltd
+ All rights reserved.
+
+ This file is part of ORE, a free-software/open-source library
+ for transparent pricing and risk analysis - http://opensourcerisk.org
+
+ ORE is free software: you can redistribute it and/or modify it
+ under the terms of the Modified BSD License.  You should have received a
+ copy of the license along with this program.
+ The license is also available online at <http://opensourcerisk.org>
+
+ This program is distributed on the basis that it will form a useful
+ contribution to risk analytics and model standardisation, but WITHOUT
+ ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+ FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.
+*/
+
+#include <boost/test/unit_test.hpp>
+#include <test/oreatoplevelfixture.hpp>
+
+#include <orea/app/inputparameters.hpp>
+#include <ored/utilities/parsers.hpp>
+
+using namespace ore::analytics;
+using namespace ore::data;
+using namespace boost::unit_test_framework;
+
+BOOST_FIXTURE_TEST_SUITE(OREAnalyticsTestSuite, ore::test::OreaTopLevelFixture)
+
+BOOST_AUTO_TEST_SUITE(InputParametersTest)
+
+BOOST_AUTO_TEST_CASE(testCreditMigrationAnalyticSetter) {
+    BOOST_TEST_MESSAGE("Testing that setCreditMigrationAnalytic sets the creditMigration flag and nothing else");
+
+    auto inputs = QuantLib::ext::make_shared<InputParameters>();
+    inputs->setCreditMigrationAnalytic(true);
+
+    bool creditMigration = false;
+    BOOST_CHECK(inputs->loadParameter<bool>(creditMigration, "xva", "creditMigration", false, parseBool));
+    BOOST_CHECK(creditMigration);
+
+    QuantLib::Real riskWeight = 0.05;
+    BOOST_CHECK_NO_THROW(
+        inputs->loadParameter<QuantLib::Real>(riskWeight, "xva", "kvaTheirCvaRiskWeight", false, parseReal));
+    BOOST_CHECK_EQUAL(riskWeight, 0.05);
+}
+
+BOOST_AUTO_TEST_SUITE_END()
+
+BOOST_AUTO_TEST_SUITE_END()