EBU Single Rulebook Q&A 15 May 2025 2025_7456 C 25.01 - CREDIT VALUATION ADJUSTMENT RISK (CVA) - Template Dimensions - Row 0130 / Column 0050
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European Union · · · 27-06-2025
C 25.01 Data point intersecting Row 0130 (“Total non-centrally cleared SFTs that are fair-valued for accounting purposes, excluding exempted transactions” and Column 0050 (“Simplified treatment for derivative positions of CIU”) – we do not believe that the template dimensions are correct whereby SFTs are subset of derivatives. The cells referenced in this regard do not make sense.
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