Regulatory Alerts2022-06-22
Added · Updated
Explanatory notes on quarterly reporting requirements for structural FX positions under CRR Article 352(2)
Institutions granted a waiver under Article 352(2) of the Capital Requirements Regulation must report quarterly monitoring figures for structural foreign exchange positions using a specified Excel template. Reporting is due by the end of each quarter, with monthly data available upon supervisory request. The template requires detailed breakdowns of net open positions, maximum open limits, and capital ratio sensitivities, while excluding data already available from public sources or previous submissions.
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