| 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 |
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’.