+Article 237 2.

Article 237 2.

Where there is a maturity mismatch the credit protection shall not qualify as eligible where either of the following conditions is met:

(a) 

the original maturity of the protection is less than one year;

(b) 

the exposure is a short term exposure specified by the competent authorities as being subject to a one-day floor rather than a one-year floor in respect of the maturity value (M) under Article 162(3).

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