Document ID: chunk:federal_register_of_legislation:F2024L01127:reg:16
Version: federal_register_of_legislation:F2024L01127
Segment Type: reg
Provision Reference: reg 16
Character Range: 39990–40992

16  Weighted average maturity (years)                                                             Years to 3 decimal places                                                                                   Report the exposure-weighted average effective maturity in years for each effective maturity band in column 15.

                                                                                                                                                                                                              Note that the average should be calculated as the exposure (after CRM and CCF) weighted average at the unique identifier level.

                                                                                                                                                                                                              For rows to which this column does not apply, including rows where Exposure after CRM and CCF (column 19) is zero, leave this column blank.