Document reference

Regulatory technical standards specifying the method for identifying derivative transactions with one or more than one material risk driver for the purposes of Article 277(5), the formula for calculating the supervisory delta of call and put options mapped to the interest rate risk category and the method for determining whether a transaction is a long or short position in the primary risk driver or in the most material risk driver in the given risk category for the purposes of Article 279a(3)(a) and (b) in the standardised approach for counterparty credit risk  
Basic information  


DEA - Delegated acts procedure

Supplementing 2011/0202(COD)

2.50.03 Securities and financial markets, stock exchange, CIUTS, investments
2.50.04 Banks and credit
2.50.05 Insurance, pension funds
2.50.08 Financial services, financial reporting and auditing
2.50.10 Financial supervision


Procedure completed - delegated act enters into force


Key players  
Key events  
Non-legislative basic document published
Initial period for examining delegated act 3 month(s)
Committee referral announced in Parliament
Delegated act not objected by Parliament
Technical information  
Procedure reference
Procedure type
DEA - Delegated acts procedure
Procedure subtype
Examination of delegated act
Stage reached in procedure
Procedure completed - delegated act enters into force
Committee dossier
Documentation gateway