‹ Appendix CA 10: Basel II — Operational Risk — Standardized approach — Calculation of capital charge Appendix CA 12: Worked example of duration method of calculating general interest rate risk › Appendix CA 11: Worked example of maturity method of calculating general interest rate risk Please download the Form in PDF format. ‹ Appendix CA 10: Basel II — Operational Risk — Standardized approach — Calculation of capital charge Appendix CA 12: Worked example of duration method of calculating general interest rate risk ›
