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Basel III counterparty credit risk - Frequently asked questions
Credit Valuation Adjustment (CVA) risk capital charge. . questions related to the 16 December 2010 publication of the Basel III regulatory frameworks for capital .
http://www.bis.org/publ/bcbs209.pdf


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CREDIT VALUATION ADJUSTMENT - LUP - Lunds universitet
Credit valuation Adjustment Risk Capital Charge under Basel lll. SAMMANFATTNING. This study . 7.2 Counterparty Credit Risk under Basel III . . . . . . . . . . . . 28 .
http://lup.lub.lu.se/luur/download?func=downloadFile&recordOId=2856020&fileOId=2856025


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Basel III and European banking - McKinsey & Company
Basel III will have significant impact on the European banking sector. As the . Second, the newly introduced credit valuation adjustments (CVAs) under CRD .
http://www.mckinsey.com/~/media/mckinsey/dotcom/client_service/Risk/Working%20papers/26_Basel_III_and_European_banking.ashx


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