Tuple: |
ApproachForCalculatingCVA |
Concept Guidance: |
The calculation approach used in determining the credit value adjustment (CVA) risk capital charge.The valid enumerated values are:Simplified approach = The information reported is for capital adequacy purposes and has been determined under the simplified approach to calculating capital adequacy, in accordance with relevant prudential standardsStandardised formula = The information reported is for capital adequacy purposes and has been determined under the standardised approach to calculating capital adequacy, in accordance with relevant prudential standards.
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