+CHAPTER III CORE APPROACH FOR THE DETERMINATION OF AVAs
---+Article 7 Overview of the core approach
------+Article 7 1.
------+Article 7 2.
---+Article 8 General provisions for the calculations of AVAs under the core approach
------+Article 8 1.
------+Article 8 2.
------+Article 8 3.
------+Article 8 4.
---+Article 9 Calculation of market price uncertainty AVA
------+Article 9 1.
------+Article 9 2.
------+Article 9 3.
------+Article 9 4.
------+Article 9 5.
------+Article 9 6.
---+Article 10 Calculation of close-out costs AVA
------+Article 10 1.
------+Article 10 2.
------+Article 10 3.
------+Article 10 4.
------+Article 10 5.
------+Article 10 6.
------+Article 10 7.
---+Article 11 Calculation of model risk AVA
------+Article 11 1.
------+Article 11 2.
------+Article 11 3.
------+Article 11 4.
------+Article 11 5.
------+Article 11 6.
------+Article 11 7.
---+Article 12 Calculation of unearned credit spreads AVA
------+Article 12 1.
------+Article 12 2.
---+Article 13 Calculation of investing and funding costs AVA
------+Article 13 1.
------+Article 13 2.
---+Article 14 Calculation of concentrated positions AVA
------+Article 14 1.
------+Article 14 2.
------+Article 14 3.
---+Article 15 Calculation of future administrative costs AVA
------+Article 15 1.
------+Article 15 2.
------+Article 15 3.
------+Article 15 4.
---+Article 16 Calculation of early termination AVA
---+Article 17 Calculation of operational risk AVA
------+Article 17 1.
------+Article 17 2.
------+Article 17 3.

CHAPTER III CORE APPROACH FOR THE DETERMINATION OF AVAs

CHAPTER III CORE APPROACH FOR THE DETERMINATION OF AVAs

1. Přehled

,
Article 7 Overview of the core approach
Article 8 General provisions for the calculations of AVAs under the core approach
Article 9 Calculation of market price uncertainty AVA
Article 10 Calculation of close-out costs AVA
Article 11 Calculation of model risk AVA
Article 12 Calculation of unearned credit spreads AVA
Article 13 Calculation of investing and funding costs AVA
Article 14 Calculation of concentrated positions AVA
Article 15 Calculation of future administrative costs AVA
Article 16 Calculation of early termination AVA

Article 16

Calculation of early termination AVA

Institutions shall estimate an early termination AVA considering the potential losses arising from non-contractual early terminations of client trades. The early termination AVA shall be calculated taking into account the percentage of client trades that have historically terminated early and the losses that arise in those cases.
Article 17 Calculation of operational risk AVA

1.1 Odkazy

1.2 Identifikované požadavky

1.3 Související standardy

2. Identifikované požadavky

Požadavky

3. Související standardy

Standardy