anx_I__cpt_4__cpt_2__cpt_2__point_30__text_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

The institution shall then calculate the duration‐weighted position for each instrument by multiplying its market price by its modified duration and by the assumed interest‐rate change for an instrument with that particular modified duration (see column 3 in Table 3).

← 30. · All articles · 31. →

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