StanChart CVA charge jumps 161% in Q3

Standard Chartered's credit valuation adjustment (CVA) capital requirement more than doubled in the third quarter.

The UK bank’s CVA charge increased to £77 million ($99 million) at end-September from £29 million three months prior. It’s the highest level the charge has been at since end-2016. 

As a result of the sudden spike, CVA now accounts for 8% of the bank’s total counterparty credit risk capital charge of £907 million, up from 3% in the second quarter. 

No similar surge occurred at

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

If you already have an account, please sign in here.

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