Guidelines on the treatment of CVA risk under SREP

  • Status: Under development

The Guidelines are based on a policy recommendation contained in the EBA’s CVA report and aim to provide a common European approach to assessing CVA risk under SREP.  Additionally, these Guidelines will provide a common European approach to the assessment of capital adequacy of own funds and the determination of potential additional own funds requirements for CVA risk.

Documents

Summary of document history

Previous versions Current version Ongoing versions

Consultation on Guidelines on the treatment of CVA risk under SREP

  • Status: Closed
  • Deadline: 12 FEBRUARY 2016
Documents
BSG response to Consultation Paper (EBA-CP-2015-21)- 12 February 2016

(241.13 KB - PDF) Last update 16 February 2016

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Consultation Paper

(460.92 KB - PDF) Last update 12 November 2015

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Responses

The form is now closed.

Received responses to the EBA

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Public hearings

Public hearing on Guidelines on the treatment of CVA risk under SREP

Presentation

(1.62 MB - PDF) Last update 27 January 2016

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Press contacts

Franca Rosa Congiu