On 28 January 2025, the European Commission adopted a Commission Delegated Regulation amending the regulatory technical standards laid down in Delegated Regulation (EU) 2021/931 as regards the specification of the formula for calculating the supervisory delta of call and put options mapped to the commodity risk category for the purposes of Article 279a(3) of the Capital Requirements Regulation in the standardised approach for counterparty credit risk. The formula, which is compatible with negative commodity prices, uses a lambda (λ) shift to move the prices into positive territory. The draft technical standards provide the methodology for computing the λ shift, and the parameters that are to be used in the supervisory delta formula.