CA-4.6.2
Where a bank, with the prior written approval of the Agency, uses an interest rate sensitivity model, the output of that model is used, by the duration method, to calculate the general market risk as described in section CA-4.5.
Where a bank, with the prior written approval of the Agency, uses an interest rate sensitivity model, the output of that model is used, by the duration method, to calculate the general market risk as described in section CA-4.5.