# Commission Delegated Regulation (EU) No 529/2014 of 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for assessing the materiality of extensions and changes of the Internal Ratings Based Approach and the Advanced Measurement Approach (Text with EEA relevance), Division 3

Extent: E+W+S+N.I.

Changes in the approach for identifying the stressed period in order to calculate a Stressed VaR measure, according to Article 365(2) of Regulation (EU) No 575/2013.

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Source: https://www.legislation.gov.uk/eur/2014/529/annex/III/part/II/section/2/division/3 (the official version)
Page: https://openlegislation.uk/eu-regulation-2014-529/annex-III/part-II/section-2/division-3
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.