13.

Commission Directive 2009/83/EC of 27 July 2009 amending certain Annexes to Directive 2006/48/EC of the European Parliament and of the Council as regards technical provisions concerning risk management (Text with EEA relevance ) · European Union

in Annex XII, Part 2, point 10 the following points (d) and (e) are added: ‘(d) the highest, the lowest and the mean of the daily value-at-risk measures over the reporting period and the value-at-risk measure as per the end of the period; (e) a comparison of the daily end-of-day value-at-risk measures to the one-day changes of the portfolio’s value by the end of the subsequent business day together with an analysis of any important overshootings during the reporting period.’;

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Source: EUR-Lex (Cellar) · retrieved 2026-10-21 · Text as adopted (Official Journal); later amendments are not incorporated in this text.