RTS on the calculation of the stress scenario risk measure under the FRTB
Initiative
Official name
COMMISSION DELEGATED REGULATION (EU) 2024/397 of 20 October 2023 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards on the calculation of the stress scenario risk measure
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
04.06.2020
Doc. code
2024/397
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
CRR
(binding, Main version, EU)
Level 2
–
Level 3 / Other
Revised market risk and counterparty credit risk frameworks
(non-binding, EU)
Source: EBA, 2024/397, 2023