CVA capital charges more than double at BPCE post-Basel III
French bank leads European trend of elevated capital requirements under new rules
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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