‹ Appendix CA 12: Worked example of duration method of calculating general interest rate risk Appendix CA 14: Worked example of delta-plus method of calculating options risk › Appendix CA 13: Worked example of maturity ladder approach for calculating commodities risk Please download the Form in PDF format. ‹ Appendix CA 12: Worked example of duration method of calculating general interest rate risk Appendix CA 14: Worked example of delta-plus method of calculating options risk ›