EBU Single Rulebook Q&A 10 July 2014 2014_1356 Maturity-based calculation of general risk

Are the FX Forward, FX Swap and CIRS to be taken into consideration when computing the General Risk using the maturity-based method? According to the CRR, Annex II the FX Forward, FX Swaps and CIRS are considered as Foreign-exchange contracts and taken into consideration when computing the overall net foreign-exchange position. According to EU Regulation no.680/2014, Annex V - FINREP Art.10.