Commission Delegated Regulation (EU) 2025/878 amending market risk regulatory technical standards

The European Commission amends Delegated Regulations (EU) 2022/2059, 2022/2060, and 2023/1577 to align technical standards with Regulation (EU) 2024/1623. Institutions must classify trading desks into green, yellow, orange, or red zones based on theoretical versus hypothetical portfolio value changes, and document third-party vendor data used for risk factor modellability assessments. Additionally, institutions are required to identify translation risk in foreign exchange exposures and document the assignment criteria for non-trading book positions subject to foreign exchange or commodity risk. This Regulation enters into force on the twentieth day following its publication in the Official Journal of the European Union.

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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