Document 25 February 2015 EBA Report on CVA.pdf EBA Report on CVA Download document View press release
Document 25 February 2015 EBA-Op-2015-02 (EBA Opinion on CVA risk).pdf EBA-Op-2015-02 (EBA Opinion on CVA risk) Download document View press release
Regulatory activity Adopted and published in the Official Journal of the EU Regulatory Technical Standards on non-delta risk of options in the standardised market risk approach