PART 4

Directive 2006/48/EC of the European Parliament and of the Council of 14 June 2006 relating to the taking up and pursuit of the business of credit institutions (recast) (Text with EEA relevance) · European Union

the notional principal amount of each instrument is multiplied by the percentages given in Table 3. Table 3 In the case of interest-rate contracts, credit institutions may, subject to the consent of their competent authorities, choose either original or residual maturity. Original maturity Interest-rate contracts Contracts concerning foreign‐exchange rates and gold One year or less 0,5 % 2 % Over one year, not exceeding two years 1 % 5 % Additional allowance for each additional year 1 % 3 % the original exposure thus obtained shall be the exposure value.

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Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.