EBA - European Banking Authority
EBA - European Banking Authority
04/28/2026 | Press release | Distributed by Public on 04/28/2026 02:18
The EBA updates list of correlated currencies
- Press Release
- 28 April 2026
The European Banking Authority (EBA) published today the 2026 update of the list of closely correlated currencies, which is used for the calculation of capital requirements for foreign exchange risk under the standardised approach. The update has been carried out in line with the methodology and procedure set out in the applicable Implementing Technical Standards (ITS). The revised list has been submitted to the European Commission for endorsement.
Background and legal basis
Article 354 of Regulation (EU) No 575/2013 (Capital Requirements Regulation - CRR) mandates the EBA to develop implementing technical standards specifying closely correlated currencies for the purposes of calculating capital requirements for foreign-exchange risk under the standardised approach.
Documents
Updated ITS on closely correlated currencies
(180.12 KB - PDF)
Annex to the implementing technical standards
(135.46 KB - PDF)
Related content
Draft Implementing Technical Standards Final and translated into the EU official languages
Implementing Technical Standards on closely correlated currencies
Topic
Market, counterparty and CVA risk
Press contacts
Franca Rosa Congiu
- [email protected]
- +33 1 86 52 7052
- Follow @EBA_News
EBA - European Banking Authority published this content on April 28, 2026, and is solely responsible for the information contained herein. Distributed via Public Technologies (PUBT), unedited and unaltered, on April 28, 2026 at 08:18 UTC. If you believe the information included in the content is inaccurate or outdated and requires editing or removal, please contact us at [email protected]