+Article 339 4.
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Article 339 4.
The institution shall compute the totals of the unmatched weighted long positions for the bands included in each of the zones in Table 2 in order to derive the unmatched weighted long position for each zone. Similarly, the sum of the unmatched weighted short positions for each band in a particular zone shall be summed to compute the unmatched weighted short position for that zone. That part of the unmatched weighted long position for a given zone that is matched by the unmatched weighted short position for the same zone shall be the matched weighted position for that zone. That part of the unmatched weighted long or unmatched weighted short position for a zone that cannot be thus matched shall be the unmatched weighted position for that zone.
Table 2
|
Zone
|
Maturity band
|
Weighting (in %)
|
Assumed interest rate change (in %)
|
|
Coupon of 3 % or more
|
Coupon of less than 3 %
|
|
One
|
0 ≤ 1 month
|
0 ≤ 1 month
|
0,00
|
—
|
|
> 1 ≤ 3 months
|
> 1 ≤ 3 months
|
0,20
|
1,00
|
|
> 3 ≤ 6 months
|
> 3 ≤ 6 months
|
0,40
|
1,00
|
|
> 6 ≤ 12 months
|
> 6 ≤ 12 months
|
0,70
|
1,00
|
|
Two
|
> 1 ≤ 2 years
|
> 1,0 ≤ 1,9 years
|
1,25
|
0,90
|
|
> 2 ≤ 3 years
|
> 1,9 ≤ 2,8 years
|
1,75
|
0,80
|
|
> 3 ≤ 4 years
|
> 2,8 ≤ 3,6 years
|
2,25
|
0,75
|
|
Three
|
> 4 ≤ 5 years
|
> 3,6 ≤ 4,3 years
|
2,75
|
0,75
|
|
> 5 ≤ 7 years
|
> 4,3 ≤ 5,7 years
|
3,25
|
0,70
|
|
> 7 ≤ 10 years
|
> 5,7 ≤ 7,3 years
|
3,75
|
0,65
|
|
> 10 ≤ 15 years
|
> 7,3 ≤ 9,3 years
|
4,50
|
0,60
|
|
> 15 ≤ 20 years
|
> 9,3 ≤ 10,6 years
|
5,25
|
0,60
|
|
> 20 years
|
> 10,6 ≤ 12,0 years
|
6,00
|
0,60
|
|
|
> 12,0 ≤ 20,0 years
|
8,00
|
0,60
|
|
|
> 20 years
|
12,50
|
0,60
|
1. Prezentare generală
1.1 Referințe
1.2 Cerințe identificate
1.3 Standarde asociate
2. Cerințe identificate
3. Standarde asociate
- Builddate: 01.01.2027 00:00:00 -Doknr: CELEX:32013R0575
- EULAW -
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