Chapter III CORE APPROACH FOR THE DETERMINATION OF AVAs

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1. 7Overview of the core approach
2. 8General provisions for the calculations of AVAs under the core approach
3. 9Calculation of market price uncertainty AVA
4. 10Calculation of close-out costs AVA
5. 11Calculation of model risk AVA
6. 12Calculation of unearned credit spreads AVA
7. 13Calculation of investing and funding costs AVA
8. 14Calculation of concentrated positions AVA
9. 15Calculation of future administrative costs AVA
10. 16Calculation of early termination AVA
11. 17Calculation of operational risk AVA