BANK Part 6.6 Traded interest rate risk
- Division 6.6.A General
- BANK Division 6.6.B Specific risk
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BANK Division 6.6.C General risk
- BANK Part 6.6.6 Measuring general risk
- BANK Part 6.6.7 Maturity method
- BANK Part 6.6.8 Steps in calculating general risk capital charge
- BANK Part 6.6.9 Positions in currencies
- BANK Part 6.6.10 Futures and forward contracts
- BANK Part 6.6.11 Swaps
- BANK Part 6.6.12 Derivatives
- BANK Part 6.6.13 Criteria for matching derivative positions
- BANK Part 6.6.14 Criteria for offsetting derivative positions