Article 2 | Delegated Regulation 528/2014 | judict

Updated 21/11/2024

Metadata

In force

Version from: 02/06/2016

Amendments (1)

Related documents

BaFin (DE) (0)

Central Bank of Ireland (IE) (0)

ESMA (0)

EIOPA (0)

EBA (0)

European Central Bank (0)

DG FISMA (0)

Search within this legal act

CRR Tool Delegated Regulation 528/2014

Article 2

Article 2

Article 2

Only institutions that exclusively purchase options and warrants may use the simplified approach.

Table of contents

Recitals Article 1 - Determination of the Own funds requirements for the non-delta risk of options and warrants Q&A Article 2 Article 3 - Determination of own funds requirements according to the simplified approach Q&A Article 4 - Overview of determination of own funds requirements according to the Delta-plus approach Q&A Article 5 - Determination of the Own funds requirements for gamma risk according to the Delta-plus approach Q&A Article 6 - Determination of the Own funds requirements for vega risk according to the Delta-plus approach Article 7 - Conditions of application of the scenario approach Article 8 - Definition of the scenario matrix according to the scenario approach Article 9 - Determination of the own funds requirements according to the scenario approach Q&A Article 10 - Entry into force ANNEX I ANNEX II