The CVA Capital Charge under Basel III's Standardized Approach

November 7, 2014

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.

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The CVA Capital Charge under Basel III's Standardized Approach