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]