Authorisation procedure for self-calculated delta-factors

Topic area:
Key words:
Market risk
Initiative
Official name
Genehmigungsverfahren für selbst berechnete Delta-Faktoren
Type
Circular Letter
Level 3 / Other
Initiator
BaFin
Submitted
12.12.2014
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
Associated initiatives
Level 1
Level 2
Level 3 / Other

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