ISDA/AFME response to the EBA on non-delta risk of options in the standardised market risk approach under Articles 318(3), 341(6) and 347(4) of the draft Capital Requirements Regulation (CRR) (EBA/CP/2013/16)

On August 31, ISDA & AFME submitted a joint response to the EBA on the Draft Regulatory Technical Standards on non-delta risk of options in the standardised market risk approach under Articles 318(3), 341(6) and 347(4) of the draft Capital Requirements Regulation (CRR) (EBA/CP/2013/16)

Documents (1) for ISDA/AFME response to the EBA on non-delta risk of options in the standardised market risk approach under Articles 318(3), 341(6) and 347(4) of the draft Capital Requirements Regulation (CRR) (EBA/CP/2013/16)