32.When computing the maturity M for a netting set, banks are required to use a weighted average, with notional values as the weights. For example, suppose a netting set with a particular counterparty includes two exposures, a 2-year swap with a notional amount of 200, and a 3-year swap with a notional amount of 400. The total notional value of the netting set is therefore 200+400=600. The weighted average maturity would be calculated as: