All posts tagged "SA-CVA"
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314Capital RegulationHKMA Consults on Implementation of Revised CVA Risk Framework
The revised CVA risk capital framework is likely to have significant impacts on banks, particularly for those with material CVA risk exposures, the HKMA says.
December 17, 2020 -
773Capital RegulationBCBS Finalises Targeted Revisions to CVA Risk Framework
Completion of the final adjustments to the CVA framework represents the conclusion of outstanding policy work related to the Basel III framework.
July 8, 2020 -
802Capital Regulation
BCBS Proposes Revisions to Basel III CVA Risk Framework
The proposed revisions aim to align the CVA framework with the final market risk framework, and to adjust the scope of portfolios subject to CVA risk capital requirements.
November 29, 2019
