art_1__point_2__table

Commission Delegated Regulation (EU) 2021/424 of 17 December 2019 amending Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to the alternative standardised approach for market risk (Text with EEA relevance) · European Union

i | = | the index that denotes all the positions of instruments referred to in paragraph 1 and including risk factor k; xk | = | the current value of risk factor k; Vi (xk ) | = | the value of instrument i as estimated by the pricing model of the institution based on the current value of risk factor k; | = | the value of instrument i as estimated by the pricing model of the institution based on an upward shift of the value of risk factor k; | = | the value of instrument i as estimated by the pricing model of the institution based on a downward shift of the value of risk factor k; | = | the risk weight applicable to risk factor k determined in accordance with Section 6; sik | = | the delta sensitivity of instrument i with respect to risk factor k, calculated in accordance with Article 325r.

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Source: EUR-Lex (Cellar) · retrieved 2026-10-18 · Text as adopted (Official Journal); later amendments are not incorporated in this text.