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Consultation Paper - European Banking Authority - Europa
the CRR relating to the calculation of own funds requirements for credit valuation adjustment („CVA?) risk. In particular it requires the EBA to further specify: .
http://www.eba.europa.eu/cebs/media/Publications/Consultation%20Papers/2012/CP09/EBA-CP-2012-09-CP-credit-valuation-risk.pdf


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Measuring counterparty credit risk - UPeTD - University of Pretoria
5.4 EAD AND ITS ROLE IN THE CALCULATION OF REGULATORY CAPITAL ...... .................................... 122. 5.4.1 . 135. 6.1.1. Credit Value Adjustment (CVA) .
http://upetd.up.ac.za/thesis/available/etd-10072009-194733/unrestricted/dissertation.pdf


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Capital (.pdf) - Institute of International Finance
maximum of 0.6% of credit risk-weighted assets . expected counterparty risk ( Credit Value Adjustments, . BCBS is reconsidering the Supervisory Formula .
http://www.iif.com/download.php?id=Zl4WczvhVzA=


http://investor.xlgroup.com/phoenix.zhtml?c=73041&p=irol-newsArticle&ID=1722775&highlight=


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