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New version applies from 30/06/2021.
21 provisions change.
Later versions: 25/05/2025.
Commission Delegated Regulation (EU) 2021/931
30/06/2021 → 25/05/2025: 0 inserted · 0 removed · 5 amended · 0 moved · 0 renamed · 16 unchanged
Position-only shifts inside the same heading are not changes. Amended = the printed text changed.
Preamble
Preamble · 1 unchanged
Recitals
Recitals · 13 unchanged
Recital 1 · Recital 2 · Recital 3 · Recital 4 · Recital 5 · Recital 6 · Recital 7 · Recital 8 · Recital 9 · Recital 10 · Recital 11 · Recital 12 · Recital 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
- amended Article 1 - Method for identifying the risk drivers of a derivative transaction Chapter 1
- amended Article 2 - Method for identifying transactions with only one material risk driver Chapter 1
- amended Article 4 - Method for identifying the material risk drivers and the most material of those risk drivers Chapter 1
Chapter 1 · 1 unchanged
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
- amended Article 5 - Formula to calculate the supervisory delta of call and put options mapped to the interest rate risk category and supervisory volatility suitable for such formula Chapter 2
- amended Article 6 - Methods 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 Chapter 2