lexiara

25.

The institution's capital requirement shall be calculated as the sum of: 10 % of the sum of the matched weighted positions in all maturity bands; 40 % of the matched weighted position in zone one; 30 % of the matched weighted position in zone two; 30 % of the matched weighted position in zone three; 40 % of the matched weighted position between zones one and two and between zones two and three (see point 21); 150 % of the matched weighted position between zones one and three; and 100 % of the residual unmatched weighted positions.

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