Version status: Applicable | Document consolidation status: Updated to reflect all known changes
Version date: 1 January 2014 - 27 June 2021
  Version 4 of 5  

Article 275 Original Exposure Method

1. The exposure value is the notional amount of each instrument multiplied by the percentages set out in Table 3.

Table 3

Original maturity

Interest-rate contracts

Contracts concerning foreign-exchange rates and gold

One year or less

0,5 %

2 %

Over one year, not exceeding two years

1 %

5 %

Additional allowance for each additional year

1 %

3 %

2. For calculating the exposure value of interest-rate contracts, an institution may choose to use either the original or residual maturity.