Gerard Frewen, XVA Product Manager at Bloomberg, was interviewed by Alison Fletcher, a corporate treasury market specialist at Bloomberg LP, on increased interest in different valuation adjustments ...

The Basel Committee on Banking Supervision has published final revisions to the credit valuation adjustment risk framework under the Basel III standards. The updated international standard sets out ...

So, here we go again – it’s the return of credit valuation adjustments (CVAs) and debit valuation adjustments (DVAs). In October and November, Euromoney pointed out how Wall Street’s largest ...

The European Banking Authority (EBA) this week published its final draft Regulatory Technical Standards (RTS) to establish criteria for assessing the materiality of Credit Valuation Adjustment (CVA) ...

The Basel Committee on Banking Supervision has published a consultation paper seeking feedback on its final amendments to the credit valuation adjustment risk framework set out under the Basel III ...