Commission Delegated Regulation (EU) 2024/856 of 1 December 2023 supplementing Di... (32024R0856)
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Commission Delegated Regulation (EU) 2024/856 of 1 December 2023 supplementing Directive 2013/36/EU of the European Parliament and of the Council with regard to regulatory technical standards specifying the supervisory shock scenarios, the common modelling and parametric assumptions and what constitutes a large decline
- COMMISSION DELEGATED REGULATION (EU) 2024/856
- of 1 December 2023
- supplementing Directive 2013/36/EU of the European Parliament and of the Council with regard to regulatory technical standards specifying the supervisory shock scenarios, the common modelling and parametric assumptions and what constitutes a large decline
- (Text with EEA relevance)
- Article 1
- Supervisory shock scenarios
- Article 2
- Specification of supervisory shock scenarios
- Article 3
- Changes in the institution’s economic value of equity
- Article 4
- Changes in the institution’s net interest income
- Article 5
- Large decline
- Article 6
- Entry into force
- ANNEX
- Part A: Interest rate shocks
- Part B: Calibration of interest rate shocks for currencies not referred to in Part A
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