+Article 445a 1.

Article 445a 1.

Institutions subject to the own funds requirements for CVA risk shall disclose the following information:

(a) 

an overview of their processes to identify, measure, hedge and monitor their CVA risk;

(b) 

whether institutions meet all of the conditions set out in Article 273a(2); where those conditions are met, whether institutions have chosen to calculate the own funds requirements for CVA risk using the simplified approach set out in Article 385; where institutions have chosen to calculate the own funds requirements for CVA risk using the simplified approach, the own funds requirements for CVA risk in accordance with that approach;

(c) 

the total number of counterparties for which the standardised approach is used, with a breakdown by counterparty types.

1. Übersicht

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1.1 Referenzen

1.2 Identifizierte Anforderungen

1.3 Zugehörige Standards

2. Identifizierte Anforderungen

Anforderungen

3. Zugehörige Standards

Standards