RegAlert2021-09-22
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Commission Delegated Regulation (EU) 2022/76 adjusting K-DTF coefficients during stressed market conditions
The European Commission adopts regulatory technical standards specifying that investment firms must adjust the K-factor 'daily trading flow' (K-DTF) coefficients when stressed market conditions make requirements overly restrictive. Article 1 mandates the application of a specific formula to calculate adjusted coefficients for cash trades and derivatives by excluding trading volumes occurring during identified stressed periods. Article 2 defines these periods based on parameters from Delegated Regulation (EU) 2017/578 as identified by trading venues. The regulation entered into force on the twentieth day following its publication in the Official Journal of the European Union.
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This document amends: Regulation (EU) No 806/2014 of the European Parliament and of the Council of 15 July 2014 establishing uniform rules and a uniform procedure for the resolution of credit institutions and certain investment firms in the framework of a Single Resolution Mechanism and a Single Resolution Fund and amending Regulation (EU) No 1093/2010, Regulation (EU) No 600/2014 of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Regulation (EU) No 648/2012 Text with EEA relevance, Regulation (EU) No 1093/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Banking Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/78/EC
Source: European Commission — original document · Summary generated with machine assistance and reviewed before publication; the authoritative text is the regulator's original document. How RegAlert works
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