CA-9.5.3

Past version: Effective from 01 Apr 2008 to 31 Dec 2011
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Where a bank has chosen to use the duration method, it is possible that it will not be suitable for certain instruments. In such cases, the bank must seek the advice of the CBB or obtain approval for application of the maturity method to the specific category(ies) of instruments, in accordance with the provisions of section CA-9.3.

Apr 08