Menu

The CVA Capital Charge under Basel III's Standardized Approach

Why has counterparty credit risk (CCR)become so important, and what steps must financial institutions take to meet new regulatory requirements for measuring the market value of CCR - also known as the credit valuation adjustment? Chappuis Halder & Cie's Ziad Fares and Benoit Genest offer some answers.

December 3, 2021

BylawsCode of ConductPrivacy NoticeTerms of Use © 2021 Global Association of Risk Professionals