+Article 445a 2.

Article 445a 2.

Institutions using the standardised approach set out in Article 383 for calculating the own funds requirements for CVA risk shall disclose, in addition to the information referred to in paragraph 1 of this Article, the following information:

(a) 

the structure and the organisation of their internal CVA risk management function and governance;

(b) 

their total own funds requirements for CVA risk under the standardised approach with a breakdown by risk class;

(c) 

an overview of the eligible hedges used in that calculation, with a breakdown by type of instruments set out in Article 386(2).

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards