Blog article
See all stories »

CRR-EBA consults on credit valuation adjustment risk

The European Banking Authority (EBA) has published a consultation paper on
draft regulatory technical standards (RTS) for credit valuation adjustment risk
(CVA) to specify how a proxy spread should be determined for the calculation of
own funds requirements and to provide additional details on a limited number of
smaller portfolios.

The draft RTS set out in Article 6 the requirements of the institutions to
calculate and report on their transaction level adherence to the CVA limits to
their competent authority.

Comments are requested by 25 September 2013. A public hearing on the RTS will be held on 27 July.

 Related Link:


Comments: (0)

Blog group founder

Member since




More from member

This post is from a series of posts in the group:

Financial Services Regulation

This network is for financial professionals interested in staying up to date on financial services regulation happening anywhere in the world. CFOs, bankers, fund managers, treasurers welcome.

See all

Now hiring