Regulatory Technical Standards on CVA risk of securities financing transactions

  • Status: Under consultation

The Regulatory Technical Standards on credit valuation adjustment (CVA) risk of securities financing transactions specify the conditions and the criteria to assess whether the CVA risk exposures arising from fair-valued securities financing transactions are material, as well as the frequency of that assessment. 

Summary of document history

Previous versions Current version Ongoing versions

Consultation on Regulatory Technical Standards on CVA risk of securities financing transactions

  • Status: Open
  • Deadline: 8 OCTOBER 2024
Documents
Consultation Paper on draft RTS on CVA risk of SFTs

(433.92 KB - PDF)

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Responses

Responses to the consultations can be sent to the EBA.

All contributions received will be published after the consultation closes, unless requested otherwise.

Deadline for submitting responses: 08/10/2024 at 23:59

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Public hearings

Public hearing on Regulatory Technical Standards on CVA risk of securities financing transactions

Deadline for registration: 30 August 2024 at 16:00

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Press contacts

Franca Rosa Congiu