Corrections to modified duration for debt instruments

Topic area:
Status: 06.03.2017 |
Archived
Key words:
Market risk
Initiative
Official name
Guidelines on corrections to modified duration for debt instruments under Article 340(3) of Regulation (EU) 575/2013
Type
Guidelines
Level 3 / Other
Initiator
EBA
Submitted
11.10.2016
Doc. code
EBA/GL/2016/09
Summary
Status
Status

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Current version
Final version
04.01.2017
Next step
Entry into force and application
Entry into force

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Application date

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Scope
Relevant for

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Associated initiatives
Level 1
CRR (binding, Main version, EU)
Level 2
–
Level 3 / Other
–

Source: EBA, EBA/GL/2016/09, 2017