PIB 7.2.2

(1) The evaluation under PIB Rule 7.2.1 must cover the effect of a sudden and unexpected parallel change in interest rates of 200 basis points in both directions.
(2) An Authorised Firm must apply a 200 basis point shock to each material currency Exposure it faces as part of its Non-Trading Book.
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]