+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. Prezentare generală

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Titlu Reglementare

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

Cerințe
Sursă Cerință

3. Standarde asociate

Standarde
Sursă Cerință