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EBA-CP-2015-14 (CP on RTS on CVA exemption).pdf
EBA-CP-2015-14 (CP on RTS on CVA exemption)
EBA consults on technical standards on exemption of non-financial counterparties (NFCs) from CVA risk charge
The European Banking Authority (EBA) launched today a consultation on Regulatory Technical Standards (RTS) on the procedures for excluding transactions with non-financial counterparties (NFCs) established in a third country from the own funds requirement for credit valuation adjustment (CVA) risk. The proposed RTS align the treatment of NFCs established in a third country with the treatment of EU NFCs. The consultation runs until 5 November 2015.