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
These draft RTS aim at defining a range of methods to reflect, in the own funds requirements, all the risks, other than delta risk, in a manner proportionate to the scale and complexity of institutions’ activities in options and warrants.
Summary of document history
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