Commission Delegated Regulation (EU) 2022/2060

In force

This text since 28 May 2025law://eu/reg/2022/2060/art_5__para_2__pnt_d@2026-11-14

Contents

1. For each curve, surface or cube to which a risk factor bel…
2. For the purposes of paragraph 1, the standard pre-defined…
3. For the purposes of paragraph 2, a standard bucket may be…
4. For the purposes of paragraph 1, institutions may establis…
5. For the assessment of the modellability of risk factors of…

(d)the five buckets referred to in row iv of Table 1 of paragraph 3 for any risk factors with one or several moneyness dimensions, as expressed using the options’ delta (‘δ’);

Commission Delegated Regulation (EU) 2022/2060

Key facts

History · 1 version

Connections