2021-03-15

Added · Updated

Commission Implementing Regulation (EU) 2021/453 on specific reporting requirements for market risk

The European Commission adopts implementing technical standards requiring institutions to report specific market risk information to competent authorities on a quarterly basis. Institutions must submit data on trading book thresholds and alternative standardised approach results using designated templates by 12 May, 11 August, 11 November, and 11 February. The regulation specifies data exchange formats, precision requirements, and mandates identification via Legal Entity Identifiers. These rules apply from 5 October 2021.

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