On July 16, 2015, the EBA published (i) amending Regulatory Technical Standards on the treatment of non-delta risk of options in the standardized market risk approach; and (ii) amending RTS on the criteria to identify categories of staff whose professional activities have a material impact on a firm's risk profile. According to the EBA, the amendments are necessary corrections following changes introduced by the European Commission during the legal adoption process of the original RTS. The RTS were prepared under the CRR and CRD.
The amending RTS are available at: http://www.eba.europa.eu/documents/10180/529170/FINAL+DRAFT+RTS+CORRECTING+DELEGATED+REGULATION+%28EU%29%20528-+2014.pdf
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