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OTS Examination Handbook: Sensitivity to Market Risk

NumberIssue DateTitleRescinded DateComment
EH 65011/1999Interest Rate Risk Management03/31/2012Rescinded by OCC 2012-5
EH 650p04/2011Program03/31/2012Rescinded by OCC 2012-5
EH 650aa11/1999Appendix A: Models of Interest Rate Risk03/31/2012Rescinded by OCC 2012-5
EH 650ab11/1999Appendix B: NPV Estimates03/31/2012Rescinded by OCC 2012-5
EH 66004/2001Derivative Instruments and HedgingNot applicable 
EH 660p04/2011ProgramNot applicable