Newsletter January 2014: EBA releases draft standards on CVA

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Regions / Europe

Simon Turmaine | January 15, 2014

LONDON – The European Banking Authority (EBA), mandated by the EU’s Capital Requirements Regulation to create technical standards on the internal formulas and inputs used by banks to calculate credit valuation adjustments, issued its final draft technical standards. CVA is used to calculate the counterparty credit exposure of banks on their outstanding derivative trades.

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Return of geopolitics
Headaches for global banks

EMIR REFIT
Potential to trigger unintended consequences

Newsletter January 2014: EBA releases draft standards on CVA

Global Risk Regulator’s articles are exclusively

available to full subscribers

Subscribe today to ensure you stay informed about the latest global regulations and standards.

Return of geopolitics Headaches for global banks

EMIR REFIT Potential to trigger unintended consequences

Newsletter January 2014: EBA releases draft standards on CVA

Global Risk Regulator’s articles are exclusively

available to full subscribers

Subscribe today to ensure you stay informed about the latest global regulations and standards.

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Return of geopolitics
Headaches for global banks

EMIR REFIT
Potential to trigger unintended consequences