EBU Single Rulebook Q&A 28 January 2014 2014_769 Maturity Buckets for LE4 and LE5- Amount to be considered.

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European Union · · · 26-09-2014

The Annex IX with reference to LE4 and LE5 reads .... For each exposure value before application of exemptions and CRM (column 210 of LE2 template), the expected amounts maturing shall be allocated to the respective bucket. Consequently, an exposure maybe spread across different columns.

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