EBA publishes results of its 2016 CVA risk monitoring exercise

  • archived
  • 1 minute reading time

EBA published a report today on its 2016 CVA risk monitoring exercise, which assesses the impact on own funds requirements of the reintegration of the transactions currently exempted from the scope of the CVA risk charge.

Continue reading with a PwC Plus-Subscription

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