modified duration
as defined in Council Directive 93/6/EEC of 15 March 1993 on the capital adequacy of…, Article 2, point (27)
calculated using the formula set out in paragraph 26 of Annex I
as defined in Council Directive 93/6/EEC of 15 March 1993 on the capital adequacy of…, Article 2, point (27)
calculated using the formula set out in paragraph 26 of Annex I