Regulatory Technical Standards on CVA risk of securities financing transactions

  • Status: Final draft RTS/ITS adopted by the EBA and submitted to the European Commission

The Regulatory Technical Standards on credit valuation adjustment (CVA) risk of securities financing transactions specify the conditions and the criteria to assess whether the CVA risk exposures arising from fair-valued securities financing transactions are material, as well as the frequency of that assessment. 

Summary of document history

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Draft Regulatory Technical Standards on credit valuation adjustment risk of securities financing transactions

  • Status: Not yet applicable
  • Application date:
  • Compliance deadline:
Documents
Final report on draft RTS on credit valuation adjustment risk of securities financing transactions

(568.77 KB - PDF)

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