Banks Act, 1990 (Act No. 94 of 1990)RegulationsRegulations relating to BanksChapter II : Financial, Risk-based and other related Returns and Instructions, Directives and Interpretations relating to the completion thereof28. Market riskDirectives and interpretations for completion of monthly return concerning market risk (Form BA 320)Subregulation (7)(b) Matters relating to debt securities and other interest rate related instruments |
(b) | Matters relating to debt securities and other interest rate related instruments |
Subregulation (7)(b)(ii) Matters relating to specific risk
Subregulation (7)(b)(iii) Matters relating to general risk
Subregulation (7)(b)(iv) Matters relating to interest rate derivative instruments