CVA capital charges more than double at BPCE post-Basel III

- By Joshua Walker
- 02 Jun 2025

Groupe BPCE’s risk-weighted assets (RWAs) stemming from credit valuation adjustments (CVAs) spiked to €4.4 billion ($4.9 billion) in the first quarter, following the implementation of the final Basel III rules at the start of the year.

The figure more than doubled from €1.7 billion three months earlier, and marked the bank’s highest CVA reading since Q4 2016.

The increase eclipsed those seen at

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