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Response to consultation on Guidelines on technical aspects of the management of interest rate risk
Go backQuestion 2: Are the guidelines in section 4.1. regarding the general provisions sufficiently clear? If not, please provide concrete suggestions.
On point 14 of Section 4.1 we would like you to confirm that the mark to market changes of instruments are only related to those associated interest rate changes. Could you give us an example of how e.g. an FX Swap should be treated?Name of organisation
Bank of Cyprus
