(b)
For derivatives subject to a master netting agreement, M shall be the weighted average remaining maturity of the exposure, where M shall be at least 1 year. The notional amount of each exposure shall be used for weighting the maturity;
← anx_VII__cpt_2__cpt_1__cpt_3__point_13__point_a__text_3 · All articles · anx_VII__cpt_2__cpt_1__cpt_3__point_13__point_b__text_1 →
Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.