Document ID: chunk:federal_register_of_legislation:F2024L01127:reg:15
Version: federal_register_of_legislation:F2024L01127
Segment Type: reg
Provision Reference: reg 15
Character Range: 38124–39990

15  Maturity (M) band                                          Y                                      * <1 year                                                                                               This column is applicable to sovereign, financial institution and corporate exposures except for rows where Exposure after CRM and CCF (column 19) is zero.
                                                                                                      *  Equal to 1 year
                                                                                                      * >1 to <=2 years
                                                                                                      * >2 to <=3 years                                                                                       The <1 year band is for exposures that are exempt from the one-year maturity floor only.
                                                                                                      * >3 to <=4years
                                                                                                      * >4 to <5 years
                                                                                                      * Equal to 5 years                                                                                      The allocation of exposures to each effective maturity band should be made after the application of regulatory caps and floors on effective maturity.
                                                                                                      * Not Applicable

                                                                                                                                                                                                              For all other exposures, report Not Applicable.