Interest Rate Risk Method This dimension categorises information reported based on the method used to calculate the interest rate risk of a position for capital adequacy purposes, as determined in accordance with relevant prudential standards. Duration Method The information reported has been determined using the duration method of measuring interest rate risk, in accordance with relevant prudential standards. The duration method involves calculating the price sensitivity of a position to changes in interest rates, being the maturity for which a change in rates has most effect on the value of the instrument. Maturity Method The information reported has been determined using the maturity method of measuring interest rate risk, in accordance with relevant prudential standards. Pre Processing Method The information reported has been determined using the pre-processing method of measuring interest rate risk, in accordance with relevant prudential standards.