EBU Single Rulebook Q&A 9 May 2014 2014_1171 Calculation of foreign exchange position for non-FX derivatives denominated in foreign currency
Also known as
European Union · · · 12-09-2014
Should non-FX derivatives denominated in foreign currency be treated as cash position or net forward position? Should it be treated in market value (as showed in balance sheet) or like FX swaps in principal amount (as showed in off-balance sheet)?
Read the full text
This document is published by eba.europa.eu.
Moonlit adds the citation network, article-level links and cross-references, which are available to search for free.
Sign in to Moonlit