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Subsection 2 Basic risk free interest rate term structureF1

United Kingdom Repealed

Original text. Later amendments are not shown.

  1. 44Relevant financial instruments to derive the basic risk-free interest rates
  2. 45Adjustment to swap rates for credit risk
  3. 46Extrapolation
  4. 47Ultimate forward rate
  5. 48Basic risk-free interest rate term structure of currencies pegged to the euro

Annotations

Textual amendments

F1

Regulation revoked (30.6.2024 for the revocation of Arts. 52-54; 31.12.2024 in so far as not already in force) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 3 (with s. 1(4)); S.I. 2023/1382, reg. 5(c)(i); S.I. 2024/620, Sch. (with savings in relation to a Gibraltar group or a Gibraltar undertaking in S.I. 2024/1083, reg. 3)