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PIB A5.3.2 Guidance

For the purposes of PIB Rule A5.3.2(d), an Authorised Firm is required to calculate the applicable Interest Rate Risk Capital Requirement in accordance with PIB Rule A5.2.13 and the other applicable Rules in PIB section A5.2.

Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]