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Letter from Olivier Guersent on the CfA the purposes of revising the own fund requirements for credit, operational market & credit valuation adjustment risk 040518.pdf
Call for advice to the EBA for the purposes of revising the own fund requirements for credit, operational market & credit valuation adjustment risk 040518.pdf
Report on 2016 CVA risk monitoring exercise.pdf
Report on 2016 CVA risk monitoring exercise
EBA publishes results of its 2016 CVA risk monitoring exercise
The European Banking Authority (EBA) published today a Report on its 2016 CVA risk monitoring exercise, which assesses the impact on own funds requirements of the reintegration of the transactions currently exempted from the scope of the CVA risk charge. The results, in line with those of the previous monitoring exercise, continue to show the materiality of CVA risks that are currently not capitalised due to the CRR exemptions.