RBI issues Directions on 'Credit Valuation Adjustment (CVA) Framework’

Reserve Bank of India Version 1 original current

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The Reserve Bank of India had issued draft Directions on the ‘Credit Valuation Adjustment (CVA) Framework’ on August 7, 2026, inviting feedback from stakeholders until August 28, 2026. 2. The draft Directions proposed modifications to the instructions on capital charge for CVA risk for commercial banks. …

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October 07, 2026 12:37
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