Wrong way risk (WWR) phenomena in counterparty credit risk value adjustment (CVA) and capital is well understood. It arises from level correlation or cointegration of counterparty default and exposure. There is very limited trading available in CVA space and therefore different banks take quite different assumptions for computing CVA. It is well known that using historical daily correlation of changes between market variables and counterparty hazard rate is not sufficient to produce significant correlation of levels of defaults and exposure. Since WWR comes from correlation of levels and non daily changes of market variables WWR may be easily underestimated. Under risk neutral measure it is generally difficult to correlate levels of market variables through common drifts, which generally do not exist. On the other hand simple way to create level correlation under risk neutral measure would be by global synchronized jump of all market variables. We argue in this note that such jump is already available and is prescribed in CCAR stress testing, so using those jumps will produce WWR exposure comparable between different banks and would reflects regulators consistent WWR in CVA.