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Document 32014R0528R(01)

Corrigendum to 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 regulatory technical standards for non-delta risk of options in the standardised market risk approach ( OJ L 148, 20.5.2014 )

OJ L 265, 5.9.2014, p. 32–32 (BG, ES, CS, DA, DE, ET, EL, EN, FR, HR, IT, LV, LT, HU, MT, NL, PL, PT, RO, SK, SL, FI, SV)

ELI: http://data.europa.eu/eli/reg_del/2014/528/corrigendum/2014-09-05/oj

5.9.2014   

EN

Official Journal of the European Union

L 265/32

Corrigendum to 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 regulatory technical standards for non-delta risk of options in the standardised market risk approach

( Official Journal of the European Union L 148 of 20 May 2014 )

On page 31, Article 3(1)(b)(i):

for:

‘… according to of Part Three, …’,

read:

‘… according to Part Three, …’;

on page 33, Article 7, second paragraph:

for:

‘For the purposes of point (c), …’,

read:

‘For the purposes of point (b), …’;

on page 35, Annex I:

for:

‘Gamma impact = ^ × Gamma × VU2 ’,

read:

‘Gamma impact =

Formula
× Gamma × VU2 ’;

on page 35, Annex II, point (a):

for:

‘… relevant scenario determined in step (c) of Article 8.2;’,

read:

‘… relevant scenario determined in step (c) of Article 9;’;

on page 35, Annex II, point (b)(ii):

for:

‘… relevant scenario determined in step (c) of Article 8.2.’,

read:

‘… relevant scenario determined in step (c) of Article 9.’.

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