On September 5, 2014, a corrigendum to the text of the European Commission delegated regulation supplementing the CRR with regard to regulatory technical standards (“RTS”) for non-delta risk of options in the standardized market approach was published in the Official Journal of the European Union.

The corrigendum is available at:

http://eur-lex.europa.eu/legal-content/EN/TXT/PDF/?uri=OJ:JOL_2014_265_R_0012&from=EN.