ACI

3I0-012 · Question #486

Under Basel III the Credit Value Adjustment will apply to:

The correct answer is D. bilaterally settled OTC derivatives trades. See the full explanation below for the reasoning.

Question

Under Basel III the Credit Value Adjustment will apply to:

Options

Abilaterally cleared ABS trades only
Bexchange traded derivatives only
Cderivatives cleared via a CCP
Dbilaterally settled OTC derivatives trades

How the community answered

(30 responses)

A
3% (1)
B
3% (1)
C
10% (3)
D
83% (25)

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