◷
New version applies from 21/08/2023.
19 provisions change.
Later versions: 28/05/2025.
Commission Delegated Regulation (EU) 2023/1577
21/08/2023 → 28/05/2025: 0 inserted · 0 removed · 4 amended · 0 moved · 0 renamed · 15 unchanged
Position-only shifts inside the same heading are not changes. Amended = the printed text changed.
Preamble
Preamble · 1 unchanged
Recitals
Recitals · 12 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
Outside any heading
- amended Article 1 - Calculation of the own funds requirements for market risk for non-trading book positions subject to foreign exchange risk in accordance with the alternative standardised approach
- amended Article 3 - Calculation of the own funds requirements for market risk for non-trading book positions subject to foreign exchange risk in accordance with the alternative internal model approach
- amended Article 4 - Calculation of the own funds requirements for market risk for non-trading book positions subject to commodity risk or both to commodity and foreign exchange risk in accordance with the alternative internal model approach
- amended Article 5 - Computation of the hypothetical and actual changes in the value of the portfolio related to non-trading book positions subject to foreign exchange risk or commodity risk or both to commodity and foreign exchange risk in accordance with Article 325bf and Article 325bg of Regulation (EU) No 575/2013