MIFIDPRU 4 Annex 6R Application under MIFIDPRU 4.12.66R to use sensitivity models to calculate interest rate risk on derivative instruments
MIFIDPRU 4 Annex 6R
1[Editor’s note: the form can be found at this address: https://www.handbook.fca.org.uk/form/MIFIDPRU_4_Annex_6R_Application_under_MIFIDPRU_4.12.66R_for_permission_to_use_sensitivity_models.pdf]