vol_adj_fx

The vol_adj_fx attribute is the supervisory volatility adjustment applied for currency mismatch between the collateral and the protected exposure and is a numeric field.

Under the financial collateral comprehensive method, CRR Article 223(1), second and third subparagraphs requires a currency-volatility adjustment for a mismatch between collateral and exposure currencies, or the settlement currency for the specified netted OTC derivatives. FIRE stores this collateral-valuation input directly.

Read the EUR-Lex consolidated text (1 January 2026) or the corresponding EBA Single Rulebook entry.