Article 352
- Description
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Calculation of the overall net foreign exchange position
- Links
- Source
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- 2014_1171 Calculation of foreign exchange position for non-FX derivatives denominated in foreign currency
- 2016_2797 Treatment of negative accrued interests in the foreign exchange risk
- 2018_4167 Determination of own funds requirements for gold positions denominated in foreign currency
- Regulatory Technical Standards on residual risk add-on
Paragraph
AllLinks
- 2015_1795 De Minimis and weighting for foreign exchange risk
- 2015_2317 Exclusion of positions from the calculation of net open currency positions
- 2016_2571 Own funds requirements for non-continuous options which are perfectly matched
- 2017_3137 Clarification of the treatment of contracts for difference (CFD)
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