THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Regulation (EU) No 575/2013 of 26 June 2013 of the European Parliament and of the Council on prudential requirements for credit institutions and amending Regulation (EU) No 648/2012 [OJ L 176, 27.6.2013, p. 1.], and in particular Article 279a(3), third subparagraph, thereof,
Whereas:
(1) Regulation (EU) 2024/XXX of the European Parliament and of the Council of DD Month YYYY [CRR3] [[COMPLETE REFERENCE HERE]] amended Article 279a(3), point (a), of Regulation (EU) No 575/2013, to include the case in which the formula to be used for the calculation of the supervisory delta is to be applied to call and put options mapped to the commodity risk category, compatible with market conditions in which commodity prices may be negative, in addition to the formula for supervisory delta of call and put options mapped to the interest rate risk category, compatible with market conditions in w
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