What changes on 09/06/2014

The text in force from 23/09/2011 compared with the text from 09/06/2014.

Read the act as of 09/06/2014 · other versions: 02/06/2016

Outside any heading

• inserted Recital 1
• inserted Recital 2
• inserted Recital 3
• inserted Recital 4
• inserted Recital 5
• inserted Recital 6
• inserted Recital 7
• inserted Preamble
• inserted Article 1 - Determination of the Own funds requirements for the non-delta risk of options and warrants
• inserted Article 2 - Conditions for application of the simplified approach
• inserted Article 3 - Determination of own funds requirements according to the simplified approach
• inserted Article 4 - Overview of determination of own funds requirements according to the Delta-plus approach
• inserted Article 5 - Determination of the Own funds requirements for gamma risk according to the Delta-plus approach
• inserted Article 6 - Determination of the Own funds requirements for vega risk according to the Delta-plus approach
• inserted Article 7 - Conditions of application of the scenario approach
• inserted Article 8 - Definition of the scenario matrix according to the scenario approach
• inserted Article 9 - Determination of the own funds requirements according to the scenario approach
• inserted Article 10 - Entry into force
• inserted Annex I - Formula to be used for the purposes of Article 5(2)
• inserted Annex II - Formula to be used for the purposes of Article 9(d)