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PIB 4.14.50

For the purpose of setting regulatory capital against a maturity mismatch, the Capital Requirement must be determined in accordance with PIB section 4.13. When Exposures being hedged have different maturities, the longest maturity must be used. Maturity of credit protection must be calculated in accordance with PIB section 4.13.

Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]