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Version date: 2 April 2016 - onwards
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Annex II

Annex XVIII to Delegated Regulation (EU) 2015/35 is amended as follows:

(1) In point (2)(b) of part C, the first sentence shall be replaced by the following:

'they include each of the following sub-modules of the standard formula excluding those within the scope of the partial internal model:'.

(2) Point (2)(c) of part C shall be replaced by the following:

'(c) they include the counterparty default risk module of the standard formula unless it is within the scope of the partial internal model.'.

Comparing proposed amendment...