EBU Single Rulebook Q&A 3 December 2013 2013_616 Calculation of EADi(total) for CVA purposes under the standardised method
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European Union · · · 03-12-2013
How should an institution using Mark-to-market Method for calculating the exposure value for CCR purposes calculate an EADi(total) when calculating the own funds requirements for CVA risk under standardised method? How should collateral be taken into account?
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