Bafin weighing CVA charge despite European exemptions

Supervisors ‘should accept the legislation that the council and the parliament in their wisdom have decided upon’, warns MEP


Germany's bank supervisor is considering rolling back a Basel III capital exemption handed to European Union (EU) banks, angering politicians and corporate lobbyists who fought for the carve-out for more than a year. Other regulators, including the UK's Prudential Regulation Authority (PRA), are expected to weigh the same move.

The exemptions in Europe's Basel III legislation mean banks do not have to apply the credit valuation adjustment (CVA) charge for derivatives counterparty risk to trades

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here