On 1 August 2023, there was published in the Official Journal of the European Union (OJ), Commission Delegated Regulation (EU) 2023/1557 of 20 April 2023 supplementing the Capital Requirements Regulation 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 purpose of the regulatory back-testing requirements and the profit and loss attribution requirement under the alternative internal model approach.

The Delegated Regulation enters into force on the twentieth day following its publication in the OJ.