CA-4.4.1
A worked example of the maturity method is included in Appendix CA 3. The various time-bands and their risk weights, relevant to the maturity method, are illustrated in paragraph CA-4.4.2(a) below.
A worked example of the maturity method is included in Appendix CA 3. The various time-bands and their risk weights, relevant to the maturity method, are illustrated in paragraph CA-4.4.2(a) below.