lexiara

Article 339 › 9

CRR

The institution's own funds requirement shall be calculated as the sum of: (a) 10 % of the sum of the matched weighted positions in all maturity bands; (b) 40 % of the matched weighted position in zone one; (c) 30 % of the matched weighted position in zone two; (d) 30 % of the matched weighted position in zone three; (e) 40 % of the matched weighted position between zones one and two and between zones two and three; (f) 150 % of the matched weighted position between zones one and three; (g) 100 % of the residual unmatched weighted positions.

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Source: EUR-Lex CELLAR · retrieved 2026-09-04