FX_Special_Crosses
Reference for the FX_Special_Crosses configuration file, which identifies the currency pairs from MAR21.88 that qualify for a reduced FX delta risk weight when one leg of the pair is the reporting currency.
Reference for the FX_Special_Crosses configuration file, which identifies the currency pairs from MAR21.88 that qualify for a reduced FX delta risk weight when one leg of the pair is the reporting currency.