Chapter 2, Section 1, Article 6, Paragraph 2. · Commission Delegated Regulation (EU) 2022/2059

Contents

1. For the purposes of Article 325bg of Regulation (EU) No 57…1 change
2. For the purposes of paragraph 1, institutions may align th…

2.For the purposes of paragraph 1, institutions may align the point in time (snapshot time) for which they calculate the theoretical changes in the trading desk portfolio’s value with the snapshot time for which they calculate the hypothetical changes in that value.