Question F1: For Supervisory Duration, should S and E be based on original maturity or residual maturity?
Calculation of S and E should be computed relative to the current date, not the date at which the trade was initiated; hence, they are most similar to residual maturity.

Question F2: When calculating the remaining maturity in business days, should we follow the business calendar given in the master agreement, or the business calendar within the jurisdiction in which the bank is operating?
The Basel Committee has provided guidance that the number of business days used for the purpose of determining the maturity factor must be calculated appropriately for each transaction, taking into account the market conventions of the relevant jurisdiction. The Central Bank follows this approach as well.

Question F3: What is the maturity factor if the remaining maturity is greater than 250 business days?
In that case, the maturity factor for the CCR calculations is equal to 1.0.

Question F4: What would be the maturity of a derivative with multiple exchanges of notional over a period of time?
The maturity date is the date of the final exchange or payment under the contract.

Question F5: What is the Maturity Factor for deals such as callable range accruals where the call date is less than 1 year, but the deal maturity is more than 1 year?
Since the deal maturity is more than one year, the Maturity Factor would be equal to 1.0.