Annunciato nuovo esercizio di monitoraggio EBA per il rischio di CVA

News

Giu 23 2017

L’Autorità bancaria europea (EBA) ha lanciato il nuovo esercizio di monitoraggio del rischio di CVA (Credit Valuation Adjustment). L’esercizio – che rientra tra i compiti dell’EBA per la valutazione dei requisiti patrimoniali a fronte del rischio di CVA, sarà basato sui dati di bilancio alla data del 31 dicembre 2016. Le istituzioni coinvolte, saranno tenute a fornire i risultati entro il 14 settembre 2017.

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