Comment by gruez

But is that covered by Dodd-Frank? I think what the parent is getting at is that interest rate risk isn't factored in at all, only asset type (ie. whether it's "safe" stuff like treasury or it's "risky" stuff like derivatives). I skimmed https://en.wikipedia.org/wiki/Provisions_of_the_Dodd%E2%80%9... and can't find anything relating to interest rate risk.