News & Press
The EBA publishes its final draft technical standards on criteria to assess the materiality of CVA risk exposures arising from securities financing transactions
Press Release
The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) to specify the conditions and the criteria to assess whether the credit valuation adjustment (CVA) risk exposures arising from fair-valued securities financing transactions are material, as well as the frequency of that assessment.