+Article 340 7.

Article 340 7.

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

(a) 

2 % of the matched duration-weighted position for each zone;

(b) 

40 % of the matched duration-weighted positions between zones one and two and between zones two and three;

(c) 

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

(d) 

100 % of the residual unmatched duration-weighted positions.

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