eba.europa.eu/sites/default/files/documents/10180/1707146/47a08343-6c4d-40f8-9ed5-c7a805738f37/Guidelines%20on%20corrections%20to%20modified%20duration%20%28EBA-GL-2016-09%29_EN.pdf
EBA/GL/2016/09
Referral from Article 340 CRR