Institutions must calculate own funds requirements for credit valuation adjustment risk on all derivative transactions in scope (and fair-valued securities financing transactions where material), excluding the exempted transactions, using the standardised approach where the competent authority has permitted it, the basic approach, or the simplified approach where they meet its conditions, combining the standardised and basic approaches only as permitted, and recognising only the eligible CVA hedges of Article 386.
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.