+Article 325x 2.

Article 325x 2.

Offsetting shall be either full or partial, depending on the maturities of the offsetting exposures:

(a) 

offsetting shall be full where all offsetting exposures have maturities of one year or more;

(b) 

offsetting shall be partial where at least one of the offsetting exposures has a maturity of less than one year, in which case the size of the JTD amount of each exposure with a maturity of less than one year shall be multiplied by the ratio of the exposure's maturity relative to one year.

1. Overview

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1.1 References

1.2 Identified Requirements

1.3 Related Standards

2. Identified Requirements

Requirements

3. Related Standards

Standards