Liquidity horizons for the IMA for market risk
Initiative
Official name
Commission Delegated Regulation (EU) 2022/2058 of 28 February 2022 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards on liquidity horizons for the alternative internal model approach, as referred to in Article 325bd(7)
Type
Delegated Regulation
Level 2
Initiator
EU
Submitted
27.06.2019
Doc. code
2022/2058
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)
Back-testing requirements and Profit and Loss attribution requirements
(binding, Supplement, 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, 2022/2058, 2022