EBA-Op-2013-04 (Final Opinion on CVA).pdf
Opinion of the European Banking Authority - Opinion on Credit Valuation Adjustment risk for the determination of a proxy spread (EBA/Op/2013/04)
Opinion of the European Banking Authority - Opinion on Credit Valuation Adjustment risk for the determination of a proxy spread (EBA/Op/2013/04)
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on the definition of market (EBA/RTS/2013/16)
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on credit valuation adjustment risk for the determination of a proxy spread and the
specification of a limited number of smaller portfolios (EBA/RTS/2013/17)
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on the definition of materiality thresholds for specific risk in the trading book (EBA/RTS/2013/14)
European Banking Authority Technical Standards - Final draft Implementing Technical Standards (ITS) on appropriately diversified indices (EBA/ITS/2013/10)
European Banking Authority Technical Standards - Final draft Implementing Technical Standards (ITS) on closely correlated currencies (EBA/ITS/2013/09)
European Banking Authority Technical Standards - Final draft Regulatory Technical Standards (RTS) on non-delta risk of options in the standardised market risk approach (EBA/RTS/2013/13 )