## BIS

- 2020

https://www.bis.org/bcbs/publ/d488.pdf

- 2015 https://www.bis.org/bcbs/publ/d325.pdf

## reviews

- [The Effects of FRTB in the CVA Risk Framework](https://www.iasonltd.com/doc/rps/2018/2018_The%20Effect%20of%20the%20FRTB%20in%20the%20CVA%20Risk%20Framework_.pdf)

Another important point that distinguish the SA-CVA proposal to the FRTB-SBM is the fact that
banks need to meet three main eligibility criteria in order to be authorised to apply it, even if it is a
standardised method:
1. The ability to calculate CVA sensitivities;
2. A robust methodology to approximate the credit spread for illiquid counterparties 2;
3. **The existence of a dedicated CVA risk management function**

## vendors

https://www.xcelerit.com/resources/financial-regulation-and-impact-on-computational-complexity/

https://www.gridgain.com/resources/papers/frtb-and-xva-addressing-real-time-regulatory-and-business-needs-in-memory