+23. In order for a position in a foreign currency to be considered eligible to be exempted, the …
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23. In order for a position in a foreign currency to be considered eligible to be exempted, the …
In order for a position in a foreign currency to be considered eligible to be exempted, the numerator of the ratio hedged by that position should increase where the relevant foreign currency appreciates with respect to the reporting currency.
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
- EBA - Published by the European Banking Authority at https://www.eba.europa.eu/
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