86. Institutions should not rely on a single measure of risk but should instead use the range of …

Institutions should not rely on a single measure of risk but should instead use the range of quantitative tools and models that corresponds to their specific risk exposure. To that end, institutions should consider the application of the methods listed in Annex I but not limited to those, to ensure that various aspects of interest rate risk are captured adequately.

1. Overview

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

3. Related Standards

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