EBU Single Rulebook Q&A 28 October 2014 2014_1579 Aggregate Liabilities

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European Union · · · 20-02-2015

Where wholesale funding issuance is undertaken in a currency which is different to the base reporting currency of the institution, and on issuance is swapped back for the duration of the liability (therefore leaving the institution with no currency risk on the transaction), does this issuance count towards the aggregate liabilities cap for single currency reporting?

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