Guide
The CVA, counterparty risk and FRTB calendar, 2026 to 2028
For heads of capital and risk planning the next two years: every date that changes a derivatives bank's capital or counterparty-risk obligations, by jurisdiction, with what each one demands of the engine.
Guide, 6 pages, PDF. Sent on request, to a company email.
What it covers
- CRR3 has had the CVA framework live in the EU since January 2025; CVA risk-weighted assets rose 73% at 18 European banks in the first quarter of 2025
- The UK applies Basel 3.1 from 1 January 2027, with FRTB internal models a year later; the US has re-proposed with no date
- Every date on the calendar is a compute requirement: both CVA approaches on the whole book, sensitivities, expected shortfall and attribution on demand
