Legiswrite - Draft amending ITS on updated list of closely correlated currencies.pdf
Updated ITS on closely correlated currencies
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Annex - ITS on closely correlated currencies 2023.pdf
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EBA-Op-2023-05 Opinion of the EBA on measures in accordance with Article 458 of Regulation EU No 5752013.pdf
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EBA updates list of correlated currencies
The European Banking Authority (EBA) published today the 2023 update of the list of closely correlated currencies, originally published in December 2013. The list is part of the implementing technical standards (ITS) that were drafted for 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 and submitted to the European Commission for endorsement.
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