On 17 June 2024, there was published in the Official Journal of the EU (OJ), Commission Delegated Regulation (EU) 2024/1085 of 13 March 2024 supplementing the Capital Requirements Regulation with regard to regulatory technical standards (RTS) on the assessment methodology under which competent authorities verify an institution’s compliance with the requirements to use internal models for market risk. The Commission Delegated Regulation enters into force on the twentieth day following its publication in the OJ.

Our previous blog on the RTS can be found here.