RBI invites public comments on revised CVA framework
RBI has released draft directions for a revised Credit Valuation Adjustment (CVA) framework, replacing the 2011 guidelines and aligning with the final Basel III standards. Banks may adopt the basic approach (BA-CVA)…
Ashin Xavier: interesting
IO Repro: Repro test v4 after fix 2 Oct. Safe to trash.
IO Repro: Repro test v3 after fix 2 Oct. Safe to trash.
IO Repro: Repro test after fix 2 Oct. Safe to trash.