MIFIDPRU 4 Annex 6R Application under MIFIDPRU 4.12.66R to use sensitivity models to calculate interest rate risk on derivative instruments
MIFIDPRU 4 Annex 6R
1[Editor’s note: the form can be found at this address: MIFIDPRU4_Annex 6R_20220101.pdf]
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Timeline guidance1[Editor’s note: the form can be found at this address: MIFIDPRU4_Annex 6R_20220101.pdf]