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Annex II Fundamental spreads for the calculation of the matching adjustmentF1

United Kingdom Repealed

Original text. Later amendments are not shown.

The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.

  1. 1Exposures to central governments and central banks
  2. 2Exposures to financial institutions
  3. 3Other exposures

Annotations

Textual amendments

F1

Regulation revoked (31.12.2024) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 3 (with s. 1(4)); S.I. 2024/620, Sch. (with savings in relation to a Gibraltar group or a Gibraltar undertaking in S.I. 2024/1083, reg. 3)