EBU Single Rulebook Q&A 13 December 2013 2013_648 Instructions regarding unmatched positions, Foreign Exchange Risk

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European Union · · · 30-04-2014

It doesn't seem logical that unmatched positions should be added to column 040 or 050 (net positions) according to the instructions to template C 22.00. We believe that this is not correct but instead the unmatched positions should be added to column 060 or 070 (positions subject to capital charge). Is it correctly interpreted that unmatched positions should be added to column 060 or 070 instead?

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