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Non-Delta Risk of Options RTS

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Non-Delta Risk of Options RTS

89Part 1 (FCA) of the UK version of Regulation (EU) No 528/2014 12 March 2014 supplementing Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to regulatory technical standards for non-delta risk of options in the standardised market risk approach, which is part of UK law by virtue of the EUWA.

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