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OTS Examination Handbook: Sensitivity to Market Risk

Number Issue Date Title Rescinded Date Comment
EH 650 11/1999 Interest Rate Risk Management 03/31/2012 Rescinded by OCC 2012-5
EH 650p 04/2011 Program 03/31/2012 Rescinded by OCC 2012-5
EH 650aa 11/1999 Appendix A: Models of Interest Rate Risk 03/31/2012 Rescinded by OCC 2012-5
EH 650ab 11/1999 Appendix B: NPV Estimates 03/31/2012 Rescinded by OCC 2012-5
EH 660 04/2001 Derivative Instruments and Hedging    
EH 660p 04/2011 Program