archived

Application of own credit risk adjustments to derivatives (BCBS 214)

A deterioration in a bank's own creditworthiness can lead to an increase in the bank's common equity as a result of a reduction in the value of its liabilities.

Topics

Continue reading with a PwC Plus-Subscription

  • verified Information source
  • daily updates
  • completely searchable articles (with refiner)
  • tailored alert
To the top