EBU Single Rulebook Q&A 13 December 2024 2024_7276 Intragroup transactions in calculation of net positions and own funds requirements for FX risk

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European Union · · · 11-04-2025

i)When calculating the entity level positions and own funds requirements under Article 325b(4), are intragroup transactions allowed to be included ?ii)Same question for Article 352(2) determination of consolidated structural position i) Article 325b CRRArticle 325b(4) CRR refers to the calculation of an own funds requirement at entity (institution or undertaking) level and then adding the amounts

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