BOT Consults on RWA Calculations for CVA and Counterparty Credit Risks
BOT is consulting on the draft rules for calculating credit risk-weighted assets for credit valuation adjustment (CVA) risk. Also published were the draft rules for calculating counterparty credit risk-weighted assets for derivative transactions. The comment period on the consultations ends on September 16, 2019 and the rules shall come into effect from January 01, 2021.
Related Links (in Thai)
Comment Due Date: September 16, 2019
Effective Date: January 01, 2021
Keywords: Asia Pacific, Thailand, Banking, Counterparty Credit Risk, Derivatives, Credit Risk, CVA, Risk-Weighted Assets, RWA Calculation
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