Updated 22/11/2024
In force since 21/08/2023

Initial Legal Act
References (7)
14/12/2023
EBA/CP/2023/41
Consultation published
01/08/2023
Delegated Regulation 2023/1577 published in OJ
03/12/2020
EBA/RTS/2020/09
Final Draft published
13/01/2020
EBA/CP/2020/01
Consultation published
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Delegated Regulation 2023/1577

Commission Delegated Regulation (EU) 2023/1577 of 20 April 2023 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards on the calculation of the own funds requirements for market risk for non-trading book positions subject to foreign exchange risk or commodity risk and the treatment of those positions for the purposes of the regulatory back-testing requirements and the profit and loss attribution requirement under the alternative internal model approach (Text with EEA relevance)

RecitalsArticle 1 - Calculation of the own funds requirements for market risk for non-trading book positions subject to foreign exchange risk in accordance with the alternative standardised approachArticle 2 - Calculation of the own funds requirements for market risk for non-trading book positions subject to commodity risk in accordance with the alternative standardised approachArticle 3 - Calculation of the own funds requirements for market risk for non-trading book positions subject to foreign exchange risk in accordance with the alternative internal model approachArticle 4 - Calculation of the own funds requirements for market risk for non-trading book positions subject to commodity risk or both to commodity and foreign exchange risk in accordance with the alternative internal model approachArticle 5 - Computation of the hypothetical and actual changes in the value of the portfolio related to non-trading book positions subject to foreign exchange risk or commodity risk or both to commodity and foreign exchange risk in accordance with Article 325bf and Article 325bg of Regulation (EU) No 575/2013Article 6 - Entry into force