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Commission Delegated Regulation (EU) 2024/857

Preamble
Recitals 15
Chapter I - GENERAL PROVISIONS (Article 1-4) 4
Chapter II - STANDARDISED METHODOLOGY FOR EVALUATING THE RISKS FOR THE ECONOMIC VALUE OF EQUITY OF AN INSTITUTION’S NON-TRADING BOOK ACTIVITIES (Article 5-13) 9
Chapter III - STANDARDISED METHODOLOGY FOR EVALUATING THE RISKS FOR THE NET INTEREST INCOME OF AN INSTITUTION’S NON-TRADING BOOK ACTIVITIES (Article 14-16) 3
Chapter IV - CALCULATION OF THE STANDARDISED ECONOMIC VALUE OF EQUITY RISK MEASURE (Article 17) 1
Chapter V - CALCULATION OF THE STANDARDISED NET INTEREST INCOME RISK MEASURE (Article 18-24) 7
Chapter VI - SIMPLIFIED STANDARDISED METHODOLOGY FOR THE CALCULATION OF THE ECONOMIC VALUE OF EQUITY AND THE NET INTEREST INCOME (Article 25-26) 2
Chapter VII - FINAL PROVISION (Article 27) 1
Annexes 1
- Annex 1
Amending acts 1
- Commission Delegated Regulation (EU) 2025/1275from 17/07/2025

Article 16 - Market value changes for automatic interest rate options held at fair value and maturing beyond the net interest income time horizon

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Article 16

Market value changes for automatic interest rate options held at fair value and maturing beyond the net interest income time horizon

Institutions shall calculate, in accordance with Article 13, the market value changes for automatic interest rate options held at fair value and maturing beyond the net interest income time horizon.

Official text · consolidated version 24/04/2024 (no longer in force) Open full page ↗