CVA Capital Requirements
Published on:
October 22, 2012
Committee:
SIFMA provides comments to the Board of Governors of the Federal Reserve, the Federal Deposit Insurance Corporation (FDIC), and the Office of the Comptroller of the Currency (OCC) on the proposed CVA capital requirements, including the simple CVA approach and the advanced CVA approach under the Regulatory Capital Rules: Standardized Approach for Risk-weighted Assets; Market Discipline and Disclosure Requirements.