Regulatory Alerts2026-05-21
Decision on the Approval of the Regulation on Credit Valuation Adjustment Risk for Banks, No 119
The National Bank of Moldova has approved Regulation No 119, which establishes standardized capital requirements and risk measurement frameworks for Credit Valuation Adjustment (CVA) exposure across domestic banks. The regulation mandates that financial institutions calculate and hold adequate capital buffers against CVA risk, applying specific calculation methods to derivatives portfolios. It enters into force on 1 January 2027, with targeted exceptions for certain legacy contracts and smaller institutions.
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