US CVA charges over seven times higher than EU

- Louie Woodall
- 01 Jun 2018

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The median credit valuation adjustment (CVA) capital charge for US global systemically important banks (G-Sibs) was 7.7 times larger than for European banks at end-2017, reflecting different implementations of Basel capital rules between the two jurisdictions.

The median capital charges for the US and European Union G-Sibs were $2.1 billion and $275 million, respectively.

Aggregate CVA charges for the eight US G-Sibs were $16.3 billion, compared to just $3.7 billion for the 12 EU G-Sibs at

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