Key facts
- Bank of China's CVA exposures doubled to 66 billion yuan ($9.7 billion) in Q2 2026.
- BoC's CVA risk-weighted assets (RWAs) increased by 99%, or 32.8 billion yuan.
- The increase represents an all-time high for CVA RWAs since China's revised capital rules were implemented in 2024.
Bank of China's credit valuation adjustment (CVA) exposures doubled to 66 billion yuan ($9.7 billion) in the second quarter of 2026. This significant increase accounted for the majority of a record quarterly rise in CVA risk-weighted assets (RWAs) across China's major banks. The bank's CVA RWAs jumped by 99%, or 32.8 billion yuan, reaching an all-time high since China implemented its revised capital rules in 2024.