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Large US banks pile up CVA charges amid tariff shock - Risk.net
Source: Buzz FX / 25 Aug 2025 21:00:50 America/Los_Angeles
Capital requirements for credit valuation adjustment (CVA) surged 14.1% at top US dealers in the second quarter, with JP Morgan and Goldman Sachs leading the pack.
CVA risk-weighted assets (RWAs) across the country’s eight global systemical
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