Regulatory Technical Standards on non-delta risk of options in the standardised market risk approach

  • Status: Adopted and published in the Official Journal of the EU

Summary of document history

Previous versions Current version Ongoing versions

Consultation on draft Regulatory Technical Standards (RTS) on non-delta risk of options in the standardised market risk approach

  • Status: Closed
  • Deadline: 31 AUGUST 2013
Documents
Wolters Kluwer.pdf

(155.56 KB - PDF) Last update 26 February 2014

AFME.pdf

(477.45 KB - PDF) Last update 26 February 2014

German Banking Industry Committee (GBIC).pdf

(80.96 KB - PDF) Last update 26 February 2014

Barclays.pdf

(889.59 KB - PDF) Last update 26 February 2014

Federation Bancaire Francaise (FBF).pdf

(31.17 KB - PDF) Last update 19 September 2013

Standard Chartered Bank.pdf

(29.71 KB - PDF) Last update 26 February 2014

Consultation Paper

(528.02 KB - PDF) Last update 26 February 2014

Public hearings

Public hearing on CP on draft RTS on Market Risk

Registration form

(139.8 KB - Word Document) Last update 20 February 2014

Press contacts

Franca Rosa Congiu