1.The exposure value is the notional amount of each instrument multiplied by the percentages set out in Table 3.
Original maturity | Interest-rate contracts | Contracts concerning foreign-exchange rates and gold |
One year or less | 0,5 % | 2 % |
Over one year, not exceeding two years | 1 % | 5 % |
Additional allowance for each additional year | 1 % | 3 % |
2.For calculating the exposure value of interest-rate contracts, an institution may choose to use either the original or residual maturity.