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

(433.92 KB - PDF)

Download

Responses

The form is now closed.

Public hearings

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

Public hearing presentation

(711.13 KB - PDF)

Download

Press contacts

Franca Rosa Congiu