Bank of China’s CVA exposures soar ahead of peers
Bank of China’s credit valuation adjustment (CVA) exposures doubled to 66 billion yuan ($9.7 billion) in the second quarter of 2026, accounting for most of a record quarterly increase across China’s major banks.
BoC’s CVA risk-weighted assets (RWAs) jumped 99%, or 32.8 billion yuan, reaching an all-time high since China’s revised capital rules took effect in 2024.
The increase pushed aggregate CVA
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