|
+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. Prezentare generală
1.1 Referințe1.2 Cerințe identificate1.3 Standarde asociate2. Cerințe identificate
3. Standarde asociate
|