CHAPTER I - GENERAL PROVISIONS (Article 1-3)Article 1 - Methodology for calculating Additional Valuation Adjustments (AVAs)Article 2 - DefinitionsArticle 3 - Sources of market data
CHAPTER II - SIMPLIFIED APPROACH FOR THE DETERMINATION OF AVAs (Article 4-6)Article 4 - Conditions for use of the simplified approach Q&AArticle 5 - Determination of AVAs under the simplified approach Article 6 - Determination of total AVAs calculated under the simplified approach
CHAPTER III - CORE APPROACH FOR THE DETERMINATION OF AVAs (Article 7-17)Article 7 - Overview of the core approach Article 8 - General provisions for the calculations of AVAs under the core approach Q&AArticle 9 - Calculation of market price uncertainty AVA Q&AArticle 10 - Calculation of close-out costs AVA Q&AArticle 11 - Calculation of model risk AVAArticle 12 - Calculation of unearned credit spreads AVAArticle 13 - Calculation of investing and funding costs AVAArticle 14 - Calculation of concentrated positions AVAArticle 15 - Calculation of future administrative costs AVAArticle 16 - Calculation of early termination AVAArticle 17 - Calculation of operational risk AVA Q&A
CHAPTER IV - DOCUMENTATION, SYSTEMS AND CONTROLS (Article 18-19)Article 18 - Documentation requirementsArticle 19 - Systems and controls requirements