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IV. Review Requirements

C 52/2017 STA Effective from 1/12/2022

19.Bank calculations for CVA risk under these Standard and associated bank processes must be subject to appropriate levels of independent review and challenge. Reviews must cover material aspects of the calculations under these Standards, including but not limited to determination of eligible hedges, determination of maturities and amounts, mapping of counterparties to risk weights based on credit rating, and the CVA capital calculation.