CA-9.4.1
A worked example of the maturity method is included in Appendix CA-11. The various time-bands and their risk weights, relevant to the maturity method, are illustrated in Paragraph CA-9.4.2(a) below.
Amended: January 2012
Apr 08
Apr 08
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A worked example of the maturity method is included in Appendix CA-11. The various time-bands and their risk weights, relevant to the maturity method, are illustrated in Paragraph CA-9.4.2(a) below.