Delegated Regulation (EU) 2022/2060 is amended as follows:
((1))
in Article 2, paragraph 4 is deleted;
((2))
in Article 7(1), the following subparagraph is added:
‘Where an institution’s sources of verifiable price information referred to in point (b) of the first subparagraph include third-party vendors, the institution shall document in addition for each third-party vendor the number of risk factors that have been classified as modellable on the basis of the verifiable prices provided by that third party vendor, and a materiality assessment of those risk factors.’.