OpenLegislation

Division 3 The AIF shall calculate its exposures as the sum of absolute values:

United Kingdom

Original text. Later amendments are not shown.

  • 0 % of the netted amount for each maturity range,

  • 40 % of the netted amounts between two adjoining maturity ranges (i) and (i + 1),

  • 75 % of the netted amounts between two remote maturity ranges separated by another one, meaning maturity ranges (i) and (i + 2),

  • 100 % of the netted amounts between the two most remote maturity ranges, and

  • 100 % of the remaining unnetted positions.