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Regulation (EU) No 575/2013 Article 381

Regulation (EU) No 575/2013 Article 381

Meaning of Credit Valuation Adjustment

Article 381

For the purposes of this Title and Chapter 6 of Title II, ‧Credit Valuation Adjustment‧ or ‧CVA‧ means an adjustment to the mid-market valuation of the portfolio of transactions with a counterparty. That adjustment reflects the current market value of the credit risk of the counterparty to the institution, but does not reflect the current market value of the credit risk of the institution to the counterparty.

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Other provisions in Regulation (EU) No 575/2013

Compiled from an official source version. Later amendments or repeals may not be reflected; the official text prevails. · Read the official text ↗ · Data as of 2026-07-04

CitationArticle 381 of Regulation (EU) No 575/2013 (LawPlayer, data as of 2026-07-04)

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