Supervisors need to understand XVAs – OCC official

Benhart confirms OCC examiners are looking at valuation adjustments

Office of the Comptroller of the Currency
OCC examiners are scrutinising changing derivatives valuation practices

Supervisors need a better grasp of changing derivatives valuation practices, a senior official from the US Office of the Comptroller of the Currency (OCC) has said.

"We definitely are th