Banks Act, 1990 (Act No. 94 of 1990)

Regulations

Regulations relating to Banks

Chapter II : Financial, Risk-based and other related Returns and Instructions, Directives and Interpretations relating to the completion thereof

28. Market risk

Directives 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

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(b)Matters relating to debt securities and other interest rate related instruments

 

Subregulation (7)(b)(i)

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