CA-5.4.2
The general market risk16 must be provided on the residual term to maturity or to the next repricing date, using a simplified form of the Maturity Method on the net positions in each time-band in accordance with the table below:
| Residual term to maturity | RW |
| 1 month or less | 0.00% |
| 1-3 months | 0.20% |
| 3-6 months | 0.40% |
| 6-12 months | 0.70% |
| 1-2 years | 1.25% |
| 2-3 years | 1.75% |
| 3-4 years | 2.25% |
| 4-5 years | 2.75% |
| 5-7 years | 3.25% |
| 7-10 years | 3.75% |
| 10-15 years | 4.50% |
16 At the CBB's discretion, the bank may alternatively use the duration method as set out in the Market risk section of the Basel II Accord (June 2006).
Apr 08