https://www.regulationtomorrow.com/2016/03/eba-consults-on-draft-guidelines-on-corrections-to-modified-duration-for-debt-instruments/
EBA consults on draft guidelines on corrections to modified duration for debt instruments | Global...
Mar 23, 2016 - The Capital Requirements Regulation (CRR) establishes two standard methods to compute capital requirements for general interest rate risk. Article 339
on draftmodified durationdebt instrumentsebaconsults