CA-9 Market Risk — Interest rate risk — (STA)
- CA-9.1 Introduction
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CA-9.2 Specific Risk Calculation
- CA-9.2.1
- CA-9.2.2
- CA-9.2.3
- CA-9.2.4
- CA-9.2.5
- CA-9.2.6
- CA-9.2.7
- Specific Risk Rules for Unrated Debt Securities
- Specific Risk Rules for Non-qualifying Issuers
- Specific Risk Rules for Positions Covered under the Securitisation Framework
- Specific Risk Capital Charges for Positions Hedged by Credit Derivatives
- CA-9.3 General Market Risk Calculation
- CA-9.4 Maturity Method
- CA-9.5 Duration Method
- CA-9.6 Derivatives
- CA-9.7 Calculation of Derivative Positions
- CA-9.8 Netting of Derivative Positions
- CA-9.9 Calculation of Capital Charge for Derivatives