EBA Updates List Of Correlated Currencies

Source: Mondo Visione 2020-07-13

The European Banking Authority (EBA) updated today the 2019 list of closely correlated currencies that was originally published in December 2013. The list is 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 and submitted to the European Commission for endorsement.

DOCUMENTS

Updated ITS on closely correlated currencies
Annex on closely correlated currencies

LINKS

Implementing Technical Standards (ITS) on closely correlated currencies

European Banking Authority (EBA)

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EBA Updates List Of Correlated Currencies

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