Will EU customers or suppliers treat payments to my Anguilla company differently?

They may. EU member states apply defensive measures to transactions with listed jurisdictions, such as refusing tax deductions for payments, applying extra withholding tax or stricter controlled-company rules. If your customers are EU businesses, they may ask questions or refuse to pay an Anguilla entity, so check this before you choose the jurisdiction.

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Source: EU list of non-cooperative jurisdictions for tax purposes, Council of the European Union