+Article 325w 4.

Article 325w 4.

For the purposes of the calculations set out in paragraphs 1 and 2, notional amounts shall be determined as follows:
(a) 

in the case of a bond, the notional amount is the face value of the bond;

(b) 

in the case of a sold put option on a bond, the notional amount is the notional amount of the option; in the case of a bought call option on a bond, the notional amount is 0.

1. Overview

,

1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards