+Article 445a 1.
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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. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
- EULAW -
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