anx_I__cpt_4__cpt_2__cpt_2__point_29__table_1 — Directive 2006/49/EC of the European Parliament and of the Council of 14 June… · Lexiara

anx_I__cpt_4__cpt_2__cpt_2__point_29__table_1

Directive 2006/49/EC of the European Parliament and of the Council of 14 June 2006 on the capital adequacy of investment firms and credit institutions (recast) · European Union

Table 3 Zone Modified duration (in years) Assumed interest (change in %) One > 0 ≤ 1,0 1,0 Two > 1,0 ≤ 3,6 0,85 Three > 3,6 0,7

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Source: EUR-Lex (Cellar) · retrieved 2026-10-10 · Text as adopted (Official Journal); later amendments are not incorporated in this text.