EBU Single Rulebook Q&A 11 February 2014 2014_837 Large exposures - major trading currencies in overnight transactions
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European Union · · · 22-08-2014
How are the major trading currencies to be determined under Article 400(2)(f) of the CRR? Clarification is needed on what is to be considered a major trading currency under Article 400(2)(f). In Article 400(2)(f) it's written that institutions may exempt all the exposures if these are overnight transactions and are not denominated in a major trading currency.
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