EBA updates list of closely correlated currencies

  • News
  • 13 May 2015

The EBA updated today the list of closely correlated currencies that was published in December 2013 as part of the implementing technical standards (ITS) that were drafted for the purposes of calculating the capital requirements for foreign-exchange risk according to the standardised rules. The list was updated according to the procedure and methodology laid down in the ITS.

Documents

ITS Annex 1 updated

(68.7 KB - PDF) Last update 11 October 2016

Press contacts

Franca Rosa Congiu