EBU Single Rulebook Q&A 23 June 2022 2022_6495 Exclusion of intragroup transactions with entities in third country from the CVA risk charge

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European Union · · · 30-09-2022

May a transaction towards an entity of the group be excluded from the CVA own funds requirements under Article 382(4)(b) CRR, when such entity is established in a third country, and for that third country, an equivalence decision under Article 13(2) of Regulation (EU) No 648/2012 has been adopted by the Commission only in relation to certain part of respective requirements?

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