The European Banking Authority published its 2026 update to the list of closely correlated currencies used to calculate capital requirements for foreign exchange risk under the standardised approach. The revision was carried out using the methodology and procedure set out in the applicable implementing technical standards, which the EBA is mandated to develop under Article 354 of Regulation (EU) No 575/2013 (Capital Requirements Regulation). The publication includes the updated implementing technical standards and an annex. The revised list has been submitted to the European Commission for endorsement.
European Banking Authority 2026-04-28
European Banking Authority updates 2026 list of closely correlated currencies for standardised foreign exchange risk capital calculations
The European Banking Authority published its 2026 update to the list of closely correlated currencies used to calculate capital requirements for foreign exchange risk under the standardised approach, together with updated implementing technical standards and an annex. The revision follows the methodology set out in the implementing technical standards under Article 354 of Regulation (EU) No 575/2013 and has been submitted to the European Commission for endorsement.