+Article 339 9.

Article 339 9.

The institution's own funds requirement shall be calculated as the sum of:

(a) 

10 % of the sum of the matched weighted positions in all maturity bands;

(b) 

40 % of the matched weighted position in zone one;

(c) 

30 % of the matched weighted position in zone two;

(d) 

30 % of the matched weighted position in zone three;

(e) 

40 % of the matched weighted position between zones one and two and between zones two and three;

(f) 

150 % of the matched weighted position between zones one and three;

(g) 

100 % of the residual unmatched weighted positions.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards
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