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Article 340 › 7

CRR
REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) · European Union

The institution's own funds requirement shall then be calculated as the sum of the following: (a) 2 % of the matched duration-weighted position for each zone; (b) 40 % of the matched duration-weighted positions between zones one and two and between zones two and three; (c) 150 % of the matched duration-weighted position between zones one and three; (d) 100 % of the residual unmatched duration-weighted positions.

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