EBU Single Rulebook Q&A 7 August 2020 2020_5419 Weighting of EVE gains of domestic currency by a factor of 50% when calculating the aggregate EVE change for each interest rate shock scenario

Also known as

European Union · · · 11-02-2022

When calculating the aggregate EVE change for each interest rate shock scenario, should EVE gains of the domestic currency (i.e. EUR in most cases) be weighted by a factor of 50% or should such gains be weighted by a factor of 100%? Institutions have to aggregate the EVE change for each interest rate shock scenario and translate it into domestic currency.

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.