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.
October 07
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.