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EBA Report on Counterparty Credit Risk (IMM and CVA) benchmarking exercise and on the results from the 2014 LDP exerciseEBA reports on the consistency of RWAs across large EU institutions for large corporate, sovereign and institutions IRB portfolios, low default portfolios - LDP), as well as for the calculation of counterparty credit risk (CCR) exposures under the Internal Model Method (IMM) and the credit value adjustments (CVA) according to the advanced approach (ACVA).
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