Guidance
For the purposes of Rule A6.3.2(d), an Authorised Person is required to calculate the applicable Interest Rate Risk Capital Requirement in accordance with Rule A6.2.13 and the other applicable Rules in Section A6.2.
For the purposes of Rule A6.3.2(d), an Authorised Person is required to calculate the applicable Interest Rate Risk Capital Requirement in accordance with Rule A6.2.13 and the other applicable Rules in Section A6.2.