Your Poker wallet balance currency will be in the same currency as your main Betfair wallet balance. Therefore, there will be no currency conversion on transfers to and from your Poker wallet.
However, there are poker games offered in two currencies on the poker platform: in EUR and GBP. When you bring money to the poker table (buy-in), an exchange rate will be used to convert that amount into the table currency. This exchange rate is updated once per day. When you leave a poker table (stand-up) the exact same exchange rate will be used as when you bought-in and so there will not be any exchange rate difference.