COMMISSION DELEGATED REGULATION (EU) No 528/2014 of 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 ANNEX I Formula to be used for the purposes of Article 5(2) ANNEX II Formula to be used for the purposes of Article 9(d)