Tundlikkuse mudelit võib kasutada nii tuletisinstrumentide kui võlainstrumentide positsioonide arvutustes. Tundlikkuse mudel peab genereerima positsioone, mis on sama tundlikud intressimäära muutuste suhtes kui rahavoog, millel nad põhinevad. Tundlikkuse leidmisel kasutatud intressimäärad peavad olema sama paindlikud kui alusvara intressimäär, kusjuures igas käesoleva juhendi lisas 1.3 esitatud lõppkuupäeva vööndis peab olema vähemalt üks tundlikkuse punkt.
... the institution must conduct, as part of its regular internal auditing process, an independent review of its risk-measurement system. This review must include both the activities of the business trading units and of the independent risk-control unit. At least once a year, the institution must conduct a review of its overall risk-management process. The review must consider ... the accuracy and completeness of position data, the accuracy and appropriateness of volatility and correlation assumptions, and the accuracy of valuation and risk sensitivity calculations ...
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