EACT Response to BCBS consultative document on Review of the Credit Valuation Adjustment Risk Framework

The EACT has responded to a consultation by the Basel Committee on Banking Supervision (BCBS) on the Review of the Credit Valuation Adjustment (CVA) risk framework. We argue that the BCBS should adopt a similar approach to that currently in place in the EU, whereby non-financial counterparties' hedging transactions are exempted from the calculation of CVA risk capital charges.

View Document

Subscribe to the EACT Newsletter

News


EACT LMA Webinar: Libor Transition & Reference Rate Reform 2020

Photo from EACT LMA Webinar: Libor Transition & Reference Rate Reform 2020

View a recording of the recent webinar hosted by EACT and Loan Market Association (LMA).

View More

EACT Supports Cross-Industry Request for Extension of the Third Country Benchmarks Transition Period

The signatories of this paper believe it is critically important that the transition period for third country benchmarks under the Benchmarks Regulation (BMR) should be extended beyond the end of 2021 to end-2025.

View More

GLEIF-EACT Webinar: Accelerating Digitisation of Treasury with the LEI

Photo from GLEIF-EACT Webinar: Accelerating Digitisation of Treasury with the LEI

View a recording of the recent webinar hosted by EACT and Global Legal Entity Identifier Foundation - GLEIF.

View More

EACT responds to European Commission consultation on an EU Green Bond Standard

The European Association of Corporate Treasurers (EACT) has published its response to the European Commission’s (EC) consultation on the creation of an EU Green Bond Standard (EU GBS).

View More

EACT Newsletter - September 2020

Photo from EACT Newsletter - September 2020

The latest issue looks at central bank digital currencies (CBDCs), communication in a digital world, and information regarding the new 2020 - 2021 Journeys to Treasury report.

View More