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the following article is inserted: ‘Article 445a Disclosure of CVA risk 1. Institutions subject to the own funds requirements for CVA risk shall disclose the following information: 2. Institutions using the standardised approach set out in Article 383 for calculating the own funds requirements for CVA risk shall disclose, in addition to the information referred to in paragraph 1 of this Article, the following information: 3. Institutions using the basic approach set out in Article 384 for calculating the own funds requirements for CVA risk shall disclose, in addition to the information referred to in paragraph 1 of this Article, the following information: ; an overview of their processes to identify, measure, hedge and monitor their CVA risk; whether institutions meet all of the conditions set out in Article 273a(2); where those conditions are met, whether institutions have chosen to calculate the own funds requirements for CVA risk using the simplified approach set out in Article 385; where institutions have chosen to calculate the own funds requirements for CVA risk using the simplified approach, the own funds requirements for CVA risk in accordance with that approach; the total number of counterparties for which the standardised approach is used, with a breakdown by counterparty types. the structure and the organisation of their internal CVA risk management function and governance; their total own funds requirements for CVA risk under the standardised approach with a breakdown by risk class; an overview of the eligible hedges used in that calculation, with a breakdown by type of instruments set out in Article 386(2). their total own funds requirements for CVA risk under the basic approach, and the components BACVAtotal and BACVAcsr-hedged ; an overview of the eligible hedges used in that calculation, with a breakdown by type of instruments set out in Article 386(3).’

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Source: EUR-Lex CELLAR · retrieved 2026-09-04 · Text as adopted (Official Journal); later amendments are not incorporated in this text.