Back-testing requirements and Profit and Loss attribution requirements
Initiative
Official name
Commission Delegated Regulation (EU) 2022/2059 of 14 June 2022 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards specifying the technical details of back-testing and profit and loss attribution requirements under Articles 325bf and 325bg of Regulation (EU) No 575/2013
Type
Delegated Regulation
Level 2
Initiator
EU
Submitted
27.06.2019
Doc. code
2022/2059
Summary
Status
Status
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Current version
Final version
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
Revision of the CRR (CRR2) - General Part
(binding, Amendment, EU)
Level 2
Criteria for assessing the modellability of risk factors under the IMA for market risk
(binding, Supplement, EU)
Liquidity horizons for the IMA for market risk
(binding, Supplement, EU)
Amendment of RTS on FRTB regarding CRR3
(binding, Amendment, EU)
Level 3 / Other
Revisions to the minimum capital requirements for market risk
(non-binding, INT)
Revised market risk and counterparty credit risk frameworks
(non-binding, EU)
Source: EU, 2022/2059, 2022