+Article 340 4.
|
Article 340 4.
The institution shall then allocate each debt instrument to the appropriate zone in Table 3. It shall do so on the basis of the modified duration of each instrument.
Table 3
|
Zone
|
Modified duration
(in years)
|
Assumed interest (change in %)
|
|
One
|
> 0 ≤ 1,0
|
1,0
|
|
Two
|
> 1,0 ≤ 3,6
|
0,85
|
|
Three
|
> 3,6
|
0,7
|
1. Overview
1.1 References
1.2 Identified Requirements
1.3 Related Standards
2. Identified Requirements
Requirements
| Source |
Requirement |
3. Related Standards
Standards
| Source |
Requirement |
|