In the BIS standardized framework model, the general market risk weights reflect the product of the modified durations and interest rate shocks.

Name: In the BIS standardized framework model, the general market risk weights reflect the product of the modified durations and interest rate shocks.
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This statement is true. The BIS standardized framework model calculates market risk weights by multiplying the modified duration of an instrument by the relevant interest rate shock.

In the BIS Standardized Framework Model, the General Market Risk