EBA publishes final draft technical standards on exclusion from CVA of non-EU non-financial counterparties

February 09, 2017

The European Banking Authority (EBA) published today its final draft Regulatory Technical Standards (RTS) specifying the procedures for excluding transactions with non-financial counterparties (NFCs) established in a third country from the capital requirement for credit valuation adjustment (CVA) risk. The proposed RTS aim at harmonising the treatment of NFCs established in a third country across EU Member States.

The original press release and associated material can be found on the EBA website here.