Regulatory Alerts2026-05-21
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Decision on the approval of the Regulation on the treatment of Credit Valuation Adjustment risk for banks
The National Bank of Moldova issued Decision No 119 to approve a new Regulation establishing the methodology for calculating own funds requirements to cover Credit Valuation Adjustment risk for banks. This Regulation partially transposes relevant provisions of EU Regulations 575/2013 and 648/2012, defining CVA risk and outlining the Standardised, Basic, and Simplified approaches for capital calculation. The Decision enters into force on 1 January 2027, with specific paragraphs deferred until Moldova's EU accession.
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