Regulators would have a greater degree of confidence in the consistency and accuracy of the risk data being collected if they used an established industry standard in their reporting requirements.
May 22, 2021The 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, 2020Completion of the final adjustments to the CVA framework represents the conclusion of outstanding policy work related to the Basel III framework.
July 8, 2020The 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