(4)Given that Article 330 of Regulation (EU) No 575/2013 concerning the treatment of fixed-to-floating interest-rate swaps applies only for interest rate risk purposes, it should not be taken into consideration for certain financial instruments such as swaptions.
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New version applies from 02/06/2016 — introduced by Commission Delegated Regulation (EU) 2016/861.
12 provisions change.
Recital 4 changes in this version: compare with the current text.