RTS: Derivative risk drivers & supervisory delta for counterparty credit risk

This regulation provides detailed technical rules for how banks and financial institutions identify and calculate risks associated with derivative transactions. It focuses on the 'standardised approach' for counterparty credit risk, ensuring that financial institutions consistently measure the impact of market fluctuations on their portfolios to maintain financial stability.

This affects banks, credit institutions, and investment firms. It changes how they categorize risk drivers for derivatives and how they calculate the 'supervisory delta' for interest rate options.