eba.europa.eu/sites/default/files/documents/10180/1614350/d1fab378-fe24-4272-afdf-3ef290469133/Final%20report%20on%20Guidelines%20on%20corrections%20to%20modified%20duration%20for%20debt%20instruments%20%28EBA-GL-2016-09%29.pdf
EBA/GL/2016/09
Referral from Article 340 CRR