On 8 May 2025, there was published in the Official Journal of the EU, Commission Delegated Regulation (EU) 2025/878 of 3 February 2025 amending the regulatory technical standards laid down in Delegated Regulation (EU) 2022/2059, Delegated Regulation (EU) 2022/2060 and Delegated Regulation (EU) 2023/1577 as regards the technical details of back-testing and profit and loss attribution requirements, the criteria for assessing the modellability of risk factors, and the treatment of foreign-exchange risk and commodity risk in the non-trading book.
Background
Our earlier blog on the Commission Delegated Regulation is here.
Next steps
The Commission Delegated Regulation enters into force on the twentieth day following its publication in the Official Journal of the EU (28 May 2025).