Maturity Method

Past version: effective up to 08/12/2012
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This is an advanced approach that an Authorised Firm may use to measure the risk of holding or taking positions in debt Securities and other interest rate-related instruments, calculated in accordance with PIB Rule A5.2.17.


Derived from DFSA RM12/2004 (Made 16th September 2004). [VER1/09-04]