Credit Valuation Adjustment risk (CVA) - targeted revisions
Initiative
Official name
Targeted revisions to the credit valuation adjustment risk framework
Type
Standards
Level 3 / Other
Initiator
BIS
Submitted
28.11.2019
Doc. code
BCBS #507
Summary
Status
Status
Get a subscription to have access to the whole content.
Current version
Final version
Next step
Entry into force and application
Entry into force
Get a subscription to have access to the whole content.
Application date
Get a subscription to have access to the whole content.
Scope
Relevant for
Get a subscription to have access to the whole content.
Associated initiatives
Level 1
–
Level 2
–
Level 3 / Other
Finalising Basel III
(non-binding, INT)
Consolidated Basel Framework
(non-binding, INT)
Source: BIS, BCBS #507, 2020