I am working on CVA (credit valuation adjustments). The Basel committee released consultative document reviewing the CVA Risk Framework 'Review of the Credit Valuation Adjustment Risk Framework (2015)'. It describes the new FRTB-CVA and BA-CVA approaches.

The paper 'Model foundations of the Basel III standardised CVA charge' by Pykhtin (2012) describes the model foundations of the current standardised approach.

Is there a similar paper as Pykhtin (2012) describing the model foundations of the Basic CVA approach (BA-CVA)?


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