CVA: Revision history

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23 January 2024

24 June 2022

16 February 2022

8 April 2021

16 September 2016

18 August 2016

13 May 2016

1 September 2015

  • curprev 12:1012:10, 1 September 2015imported>Doug Williamson 764 bytes +302 Expand for Basel III definition. Source BCBS Basel III counterparty credit risk FAQs July 2012: http://www.bis.org/publ/bcbs228.pdf

11 May 2015

7 April 2014

5 April 2014

  • curprev 12:3612:36, 5 April 2014imported>Doug Williamsonm 453 bytes +1 Spacing.
  • curprev 12:3412:34, 5 April 2014imported>Doug Williamsonm 452 bytes +1 To note Credit value adjustment source: The Treasurer, April 2014, p35.
  • curprev 12:3012:30, 5 April 2014imported>Doug Williamson 451 bytes +148 Add link to The Treasurer, Technical Briefing December 2013
  • curprev 10:3710:37, 5 April 2014imported>Doug Williamson 303 bytes +164 Expand the page for Credit Valuation Adjustment. Source: The Treasurer, Technical Briefing, December 2013.

8 October 2013

2 August 2013

23 October 2012