eba.europa.eu/sites/default/files/documents/10180/1412589/91c37341-4653-449c-8074-029d828e6ce7/EBA-CP-2016-03%20%28CP%20on%20GL%20on%20corrections%20to%20modified%20duration%20for%20debt%20instruments%29.pdf
EBA/CP/2016/03
Referral from Article 340 CRR