2025/2543(DEA)ECON

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

Commission Delegated Regulation 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

Last activity: 12 Feb 2025

1 entry · record as of 12 Oct 2026

Where it stands

Latest: Referred to committee, 12 Feb 2025.

12 Feb 2025
- Referred to committee

Summary

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The Commission has proposed targeted amendments to EU prudential trading-book rules. The draft delegated regulation refines back-testing and profit-and-loss attribution, criteria for assessing risk-factor modellability, and treatment of foreign-exchange and commodity risk in the non-trading book. It amends Delegated Regulations (EU) 2022/2059, 2022/2060 and 2023/1577.

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Sources: EP Legislative Observatory. Record as of 12 Oct 2026. Something wrong on this page? Report an error.

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