+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. Prezentare generală

,

1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

Cerințe

3. Standarde asociate

Standarde