United Kingdom (and EU regulation)

Five delegated Regulations on CRR RTS published in the OJ

By Simon Lovegrove (UK) on May 21, 2014 Posted in Capital adequacy, United Kingdom

The following European Commission delegated Regulations, which supplement the Capital Requirements Regulation with regard to certain regulatory technical standards (RTS), were published in volume 57 of the Official Journal of the European Union:

Commission Delegated Regulation (EU) No 523/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to RTS for determining what constitutes the close correspondence between the value of an institution’s covered bonds and the value of the institution’s assets;
Commission Delegated Regulation (EU) No 525/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to RTS for the definition of market;
Commission Delegated Regulation (EU) No 526/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to RTS for determining proxy spread and limited smaller portfolios for credit valuation adjustment risk;
Commission Delegated Regulation (EU) No 528/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to RTS for non-delta risk of options in the standardised market risk approach; and
Commission Delegated Regulation (EU) No 529/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to RTS for assessing the materiality of extensions and changes of the internal ratings based approach and the advanced measurement approach.

View Official Journal – volume 57, 20 May 2014