445a. cikk A CVA-kockázat nyilvánosságra hozatala

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

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;

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

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

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

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

their total own funds requirements for CVA risk under the basic approach, and the components BACVAtotal and BACVAcsr-hedged ;

an overview of the eligible hedges used in that calculation, with a breakdown by type of instruments set out in Article 386(3).