EBU Single Rulebook Q&A 19 July 2018 2018_4142 Closely correlated currencies

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European Union · · · 08-05-2020

How to manage the closely correlated currencies according to Article 354(1) CRR under the standardised approach? Assume that the institution has EUR (long) and BGN (short) positions. The local and reporting currency is HUF.

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