Book traversal links for F. Maturity Factor
F. Maturity Factor
C 52/2017 STA Effective from 1/4/202130.Note that the Standards requires the use of a standard 250-day trading or business year for the calculation of the maturity factor and the MPOR. The view of the Central Bank is that a single, standardised definition of one year for this purpose will enhance comparability across banks and over time. However, the BCBS has indicated that the number of business days used for the purpose of determining the maturity factor be calculated appropriately for each transaction, taking into account the market conventions of the relevant jurisdiction. If a bank believes that use of a different definition of one year is appropriate, or would significantly reduce its compliance burden, the bank may discuss the matter with bank supervisors.