August 29 2013

Comments Draft Guidelines on capital measures for foreign currency lending to unhedged borrowers in the SREP

As part of a company’s credit assessment, in the field of corporate finance, foreign currency risks have to be identified and evaluated in the same way as other material risks. This does not present a new requirement. Instead, it has always been part and parcel of a bank’s risk analysis process. Based on the foregoing, we advocate in favour of a solution where the “foreign currency risk“ shall not be incorporated under Pillar II as a separate risk type.

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