EBU Single Rulebook Q&A 8 March 2018 2018_3754 Column 100 of the C 25.00 - CVA RISK template

Should OTC derivatives counterparties that have Zero EAD and hence Zero CVA charge be included in the count of counterparties required to be reported in template C 25.00, column 100. Column 100 of the C 25.00 - CVA RISK template required the number of counterparties to be reported. The situation arises whereby some OTC derivatives counterparties have Zero EAD and therefore have no CVA charge.