PRU A6.2.2

Past version: effective from 21/10/2015 - 20/10/2015
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An Authorised Person must calculate its Interest Rate Risk Capital Requirement as the sum of the two following separate charges:

(a) Specific Risk of each net position as calculated in accordance with Rule A5.2.13; and
(b) General Market Risk calculated in accordance with Rule A5.2.15.