RTS for non-delta risk of options in the standardised market risk approach

Topic area:
Status: 09.01.2015 |
Archived
Key words:
Market risk, Supplement
Initiative
Official name
COMMISSION DELEGATED REGULATION (EU) No 528/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for non-delta risk of options in the standardised market risk approach
Type
Delegated Regulation
Level 2
Initiator
EBA
Submitted
22.05.2013
Doc. code
528/2014
Summary
Status
Status

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Current version
Final version
12.03.2014
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
Corrections to the adopted technical standards on non-delta risk options and on identified staff (binding, Amendment, EU)
Level 3 / Other
–

Source: EBA, 528/2014, 2014