LoadSupervisoryCVAData {xVA}

Supervisory Data Loading

Description

Loads the supervisory data (factors, correlation and option volatility) for each Asset Class and SubClass

Usage

LoadSupervisoryCVAData()

Value

A list with the required data

Author(s)

Tasos Grivas <[e-mail]>

References

MAR50 - Credit Value Adjustment Framework https://www.bis.org/basel_framework/chapter/MAR/50.htm?inforce=20230101&published=20200708