anx_III__cpt_6__cpt_2__point_9__text_4 — Directive 2006/48/EC of the European Parliament and of the Council of 14 June… · Lexiara

anx_III__cpt_6__cpt_2__point_9__text_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 weights Δtk = tk — tk‐1 allow for the case when future exposure is calculated at dates that are not equally spaced over time.

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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.