1. By way of derogation from Article 1, institutions shall map inflation risk factors for a given currency to the broad risk factor category ‘Interest rate’, and to the broad risk factor sub-category of that currency.
2. By way of derogation from Article 1, institutions shall map mono-currency basis risk factors and cross-currency basis risk factors to the broad risk factor category ‘Interest Rate’, and to the broad risk factor sub-category of the currency denominating the basis.