Credit Valuation Adjustment risk - targeted revisions

Summary of document history Previous versionPreviousconsultationThis versionSubsequentconsultationSubsequentversionThis versionBCBS | Consultative | 28 November 2019 | Status: ClosedPDF full text (494kb) | 37 pagesTopics: Market riskImprovements to the capital framework to better capture CVA risk is one of the key elements of the Basel Committee's overall efforts to reform global regulatory…

• Use cases, geography and tags
• Organizations that created, adopted or are mentioned
• Ecosystem position
• Link to the original asset
• Comments and reactions