interest rate duration method
52the method of calculating the part of the interest rate PRR that relates to general market risk set out in BIPRU 7.2.63 R (General market risk calculation: Duration method).
You are viewing the version of the document as on 2021-11-15.
52the method of calculating the part of the interest rate PRR that relates to general market risk set out in BIPRU 7.2.63 R (General market risk calculation: Duration method).