Article 381 CRR — Meaning of Credit Valuation Adjustment

Article 381 — Meaning of Credit Valuation Adjustment

CRR

REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) · European Union

For the purposes of this Title and Chapter 6 of Title II, ‧Credit Valuation Adjustment‧ or ‧CVA‧ means an adjustment to the mid-market valuation of the portfolio of transactions with a counterparty. That adjustment reflects the current market value of the credit risk of the counterparty to the institution, but does not reflect the current market value of the credit risk of the institution to the counterparty.

Cited at article level by

DIRECTIVE (EU) 2024/1619 OF THE EUROPEAN PARLIAMENT AND OF THE… (EU) — sign in to see which provisions, and what they say.

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Source: EUR-Lex CELLAR · retrieved 2026-09-04