Approval to use SA

BA SA

Download sample file: sa-cva-approval.csv

The file indicates availability of regulatory approval to use SA approach. It defines the choice of approach for the official CVA risk capital measure.

If the file is missing, CVA Capital Charge assumes SaCvaApproval is ‘N’.

Field Key Null FieldType Description Example
AsOfDate Y N Date, ‘YYYY-MM-DD’ Risk value date 2018-09-28
SaCvaApproval N Y String, ‘Y’ or ‘N’ Indicates whether supervisory approval for SA-CVA exists for a date Y

See also