CA-3.4.12
Banks should calculate their weighted
The 'add-on' factor table:
Residual maturity of contracts | |||
1 year or less | Over 1 year to 5 years | Over 5 years | |
Interest rate related contracts | 0.000 | 0.005 | 0.015 |
Foreign exchange & gold contracts | 0.010 | 0.050 | 0.075 |
Equity contracts | 0.060 | 0.080 | 0.100 |
Precious metals (except gold) | 0.070 | 0.070 | 0.070 |
Other |
0.120 | 0.120 | 0.150 |