+Article 331 2.

Article 331 2.

Institutions which do not use models under paragraph 1 may, treat as fully offsetting any positions in derivative instruments covered in Articles 328 to 330 which meet the following conditions at least:

(a) 

the positions are of the same value and denominated in the same currency;

(b) 

the reference rate (for floating-rate positions) or coupon (for fixed-rate positions) is closely matched;

(c) 

the next interest-fixing date or, for fixed coupon positions, residual maturity corresponds with the following limits:

(i) 

less than one month hence: same day;

(ii) 

between one month and one year hence: within seven days;

(iii) 

over one year hence: within 30 days.

1. Prezentare generală

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1.1 Referințe

1.2 Cerințe identificate

1.3 Standarde asociate

2. Cerințe identificate

Cerințe

3. Standarde asociate

Standarde