EBA updates list of correlated currencies

10 April 2018

The list is part of the implementing technical standards that were drafted for the purposes of calculating the capital requirements for foreign-exchange risk according to the standardised rules.

The European Banking Authority (EBA) updated the list of closely correlated currencies that was originally published in December 2013 and updated in October 2016. 

The list was updated according to the procedure and methodology laid down in the ITS and submitted to the European Commission for endorsement.

Press release

Updated ITS

Updated list

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