The EBA launched a consultation on draft RTS to specify the conditions and the criteria to assess whether the credit valuation adjustment (CVA) risk exposures arising from fair-valued securities financing transactions are material, as well as the frequency of that assessment.

Dateityp: www
Kategorien: 2.1. Kredit- und Finanz­dienstleistungsinstitute
Schlagwörter: CRD / CRR
Quelle: EBA