Implementing Technical Standards on closely correlated currencies

  • Status: Final and translated into the EU official languages

These Implementing Technical Standards provide a list of relevant closely correlated currencies. Currencies are considered to be closely correlated if they meet the specific criteria set out in Article 354 of the Capital Requirements Regulation (CRR). Positions in currency pairs that are deemed to be closely correlated are subject to lower capital requirements.

Links

Summary of document history

Draft ITS on closely correlated currencies - updated Annex 1

  • Status:
  • Application date:
  • Compliance deadline:
Documents
ITS Annex 1 updated

(68.7 KB - PDF) Last update 11 October 2016

Press contacts

Franca Rosa Congiu