The European Banking Authority (EBA) published the 2026 update of the list of closely correlated currencies used for foreign exchange risk capital requirements, submitted for European Commission endorsement.
The European Banking Authority (EBA) has published the 2026 update of the list of closely correlated currencies. This list is used for calculating capital requirements for foreign exchange risk under the standardised approach.
The update was carried out following the methodology and procedures outlined in the applicable Implementing Technical Standards (ITS). The revised list has been submitted to the European Commission for endorsement.
