In a training session for new junior risk analysts, a senior risk manager at Bank Gamma explains the concept and calculation of Bilateral Credit Valuation Adjustment (BCVA). The risk manager uses a hypothetical scenario where Bank Gamma and Bank Phi are the only counterparties involved and provides the following specific details regarding Bank Gamma:

The expected positive exposure (EPE) to Bank Phi, discounted, amounts to CNY 60 million. The expected negative exposure (ENE) to Bank Phi, discounted, is CNY 45 million.

Additional essential information about both banks is given as follows:

Parameter	Bank Gamma	Bank Phi
Annual probability of default	2.5%	1.8%
Recovery rate	82%	92%

Considering the perspective of Bank Gamma, what would be the calculation for the BCVA?