# 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 4

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

Changes in the definition of market risk factors applied in the internal VaR model, including migration to an OIS discounting framework, a move between zero rates, par rates or swap rates.

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Source: https://www.legislation.gov.uk/eur/2014/529/annex/III/part/II/section/2/division/4 (the official version)
Page: https://openlegislation.uk/eu-regulation-2014-529/annex-III/part-II/section-2/division-4
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.