(b)

paragraph 3 is amended as follows: in the first subparagraph, point (a) is replaced by the following: ; in accordance with international regulatory developments, the formulae that institutions shall use to calculate the supervisory delta of call and put options mapped to the interest rate risk or commodity risk category compatible with market conditions in which interest rates or commodity prices may be negative and the supervisory volatility that is suitable for those formulae;’ the second subparagraph is replaced by the following: ‘EBA shall submit those draft regulatory technical standards to the Commission by 10 July 2025.’ ;

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Source: EUR-Lex CELLAR · retrieved 2026-09-04 · Text as adopted (Official Journal); later amendments are not incorporated in this text.