This document is an excerpt from the EUR-Lex website
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 )
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 )
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 = 
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.’.