Policy advice on the Basel III reforms: credit valuation adjustment and market risk

Topic area:
Status: 17.12.2019 |
Archiviert
Key words:
Counterparty credit risks, Market risk
Initiative
Official name
POLICY ADVICE ON THE BASEL III REFORMS ON CREDIT VALUATION ADJUSTMENT (CVA) AND MARKET RISK
Type
Report
Level 3 / Other
Initiator
EBA
Submitted
Doc. code
EBA-Op-2019-15
Summary
Status
Status

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Current version
Final version
04.12.2019
Next step
Entry into force and application
Entry into force

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Application date

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Scope
Relevant for

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Associated initiatives
Level 1
–
Level 2
–
Level 3 / Other
Updated impact study Basel III reforms including Covid-19 (non-binding, EU)

Source: EBA, EBA-Op-2019-15, 2019