Back-testing requirements and Profit and Loss attribution requirements

Topic area:
Key words:
Market risk, Supplement
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
14.06.2022
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

Source: EU, 2022/2059, 2022