Basel III International Banking Framework
Basel III Pillar 1: Credit, Market and Operational Risk (RWA)

Basel III International Banking Framework BASEL3-CVA-1: Credit Valuation Adjustment (CVA) Risk Capital

Hold capital for the risk of mark-to-market losses arising from changes in counterparty credit spreads (CVA risk), under the standardised or basic approach to CVA.

Maintained by Gerard BlokdykVerified against the published standard Control text last updated

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