Institutions shall calculate the sensitivity of the instrument to this risk factor as the change in the value of the instrument, according to its pricing model, as a result of a 1 basis point shift in each of the components of the vector.
Institucije izračunajo občutljivost instrumenta na ta dejavnik tveganja kot spremembo vrednosti instrumenta, v skladu z modelom določanja cen, zaradi premika vsake sestavine vektorja za eno bazično točko.