Sets the minimum standards for the credit valuation adjustment risk capital charge: the approaches available (reduced and full basic approach, the standardised approach), the general criteria and regulatory CVA calculations for SA-CVA with its risk factors, sensitivities, delta and vega risk weights and correlations, and the CVA treatment of Group 1 and Group 2 cryptoasset exposures. Classification: a statutory guideline issued by the Monetary Authority under the Banking Ordinance §7(3); version V.2, 19.12.2025; applies to locally incorporated AIs.
The graph holds this control, the 0 it maps to, and the evidence behind each claim, over MCP and REST.