32.

Directive 2006/49/EC of the European Parliament and of the Council of 14 June 2006 on the capital adequacy of investment firms and credit institutions (recast) · European Union

The institution's capital requirement shall then be calculated as the sum of: 2 % of the matched duration-weighted position for each zone; 40 % of the matched duration-weighted positions between zones one and two and between zones two and three; 150 % of the matched duration-weighted position between zones one and three; and 100 % of the residual unmatched duration-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.