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Commission Delegated Regulation (EU) 2021/931

Preamble
Recitals 13
Chapter 1 - Method for identifying transactions with only one material risk driver, transactions with more than one material risk driver and for identifying the most material of those risk drivers (Article 1-4) 4
Chapter 2 - Formula to be used to calculate the supervisory delta of call and put options mapped to the interest rate risk category and supervisory volatility suitable for that formula and method for determining whether a transaction is a long or short position in the primary risk driver or in the most material risk driver in a given risk category (Article 5-7) 3
Amending acts 1
- Commission Delegated Regulation (EU) 2025/855from 25/05/2025

Article 3 - Method for identifying transactions with more than one material risk driver

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Article 3

Method for identifying transactions with more than one material risk driver

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For the purposes of Article 277(3) of Regulation (EU) No 575/2013, institutions shall identify all transactions other than those referred to in Article 2 as transactions with more than one material risk driver.

Official text · consolidated version 25/05/2025 (in force) Open full page ↗