Commission Delegated Regulation (EU) 2022/2058 of 28 February 2022 supplementing ... (32022R2058)
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Commission Delegated Regulation (EU) 2022/2058 of 28 February 2022 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards on liquidity horizons for the alternative internal model approach, as referred to in Article 325bd(7) (Text with EEA relevance)
- COMMISSION DELEGATED REGULATION (EU) 2022/2058
- of 28 February 2022
- supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards on liquidity horizons for the alternative internal model approach, as referred to in Article 325bd(7)
- (Text with EEA relevance)
- Article 1
- General methodology
- Article 2
- Specific methodology for homogenous index instruments
- Article 3
- Specific methodology for inflation, mono-currency and cross-currency basis risk factors
- Article 4
- Specific methodology for repo and dividend risk factors
- Article 5
- Most liquid currencies sub-category
- Article 6
- Most liquid currency pairs sub-category
- Article 7
- Definition of small and large market capitalisation
- Article 8
- Entry into force
- ANNEX I
- List of most liquid currencies referred to in Article 5
- ANNEX II
- List of currency pairs referred to in Article 6
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