An assembly includes a heat exchanger, a bypass conduit defining a path for passage for the exhaust gases and bypassing the heat exchanger, and a valve adjusting the amounts of exhaust gases circulating through the heat exchanger and through the bypass conduit respectively. The valve has a driving shaft, and the assembly further comprises a fluid box that is in fluid communication with a heat transfer fluid circulation side of the heat exchanger and arranged around the driving shaft to cool the driving shaft.