Asia dealers question applicability of CVA to region’s markets

Questionable values

question

Credit valuation adjustment (CVA) has moved from an obscure corner of the accounting standards book to a prominent position in the Basel III accord, mirroring the increased focus on counterparty credit risk in the banking sector following Lehman’s collapse in 2008. CVA has proved a key issue of debate in the European Union’s Capital Requirements Directive (CRD IV – the vehicle for implementing Basel III into the trade bloc’s laws) but – so far – this attention has not been matched in Asia.

Howev

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