Approval procedure for using self-calculated delta factors

Topic area:
Status: 10.06.2016 |
Archived
Key words:
Market risk
Initiative
Official name
Genehmigungsverfahren bei Verwendung selbst berechneter Delta-Faktoren für die Ermittlung der Eigenmittelanforderung für das Positionsrisiko, Fremdwährungsrisiko und Warenpositionsrisiko nach Teil 3, Titel IV, Kapitel 2 bis 4 der Verordnung (EU) Nr. 575/2013
Type
Circular Letter
Level 3 / Other
Initiator
BaFin
Submitted
Doc. code
BA 55-FR 1903-2013/0002
Summary
Status
Status

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Current version
Final version
12.12.2014
Next step
Entry into force and application
Entry into force

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Application date

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Scope
Relevant for

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Associated initiatives
Level 1
CRR (binding, Main version, EU)
Level 2
–
Level 3 / Other
–

Source: BaFin, BA 55-FR 1903-2013/0002, 2014