EBU Single Rulebook Q&A 1 November 2013 2013_471 Calculation of own funds requirements for CVA risk on a consolidated basis
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European Union · · · 21-02-2014
How shall the own funds requirement for CVA risk be calculated for consolidated group of institutions? We see two possibilities to do so: 1. Sum of individual own funds requirements of all single institutions within the consolidated group; 2.
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