RTS on FX and Commodity risk in the non-trading book
Initiative
Official name
Commission Delegated Regulation (EU) 2023/1577 of 20 April 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 own funds requirements for market risk for non-trading book positions subject to foreign exchange risk or commodity risk and the treatment of those positions for the purposes of the regulatory back-testing requirements and the profit and loss attribution requirement under the alternative internal model approach
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
13.01.2020
Doc. code
2023/1577
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
Amendment of RTS on FRTB regarding CRR3
(binding, Amendment, EU)
Level 3 / Other
–
Source: EBA, 2023/1577, 2023