Calculation of EADi(total) for CVA purposes under the standardised method
- Regulation
- Regulation (EU) No 575/2013 (CRR)
- Article
- 384, para. 1
- Topic
- Market risk
- Submitted by
- Credit institution
- Submitted
- 2013-12-03
- Answer provided by
- ESAs (EBA, ESMA, EIOPA)
Question
Background
Answer
Original source: European Banking Authority, Q&A ID 2013_616
This Q&A is published by European Banking Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.
Similar Q&As
CVA Standardised Method for Securities Financing Transactions (SFTs)
Answered 2017-06-30
EAD for over-collateralised securities financing transactions under the Financial Collateral Comprehensive Method
Answered 2021-11-26
In template C 34.02, the column Exposure Pre-CRM (column 150) aims to report EAD of all CCR exposures following articles 274 or 281 or 282 (according respective CCR method) and sub-sequent articles defining the effects of margin agreements or aims to report a new EAD value gross of all forms of collaterals and margins included in the margin agreement
Answered 2023-04-21
Types of collateral to be taken into account in the calculation of hypothetical capital by a CCP in accordance with Article 223(5) of CRR
Answered 2014-10-24
Calculation and Application of incurred CVA per Article 273(6)
Answered 2016-12-09
More Q&As on this topic
Application of Article 207(2) of the CRR to financial collateral under the counterparty credit risk framework
Answered 2026-05-29
SPV repack transactions
Answered 2026-05-29
Exclusion of back-to-back positions from RRAO
Answered 2025-10-31
Sources for external classification that is commonly used in the market for grouping issuers by sector, for the purpose of CRR Article 325ah.
Answered 2025-10-17
Multilateral development banks classification for the purpose of article 325ah
Answered 2025-06-27
📋 Track EU financial regulation continuously
Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.
14-day free trial. No credit card required.