This chapter includes rules that refer to provisions of the UK CRR in the form in which it stood at 31 December 2021. That version of the UK CRR can be found on legislation.gov.uk using this link.
MIFIDPRU 4 Annex 5R Notification under MIFIDPRU 4.12.10R and 4.14.20R – use of own delta estimates for standardised approach for options (K-NPR)
MIFIDPRU 4 Annex 5R
1[Editor’s note: the form can be found at this address: https://www.handbook.fca.org.uk/form/MIFIDPRU 4 Annex 5R Notification under MIFIDPRU 4.12.10R and 4.14.20R of the intended use of own delta estimates.pdf