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 Text with EEA relevance

Corrected by

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 = × 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.".