Updated 05/02/2025
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Article 275 - Regulation 575/2013 (CRR)

Article 275

Original Exposure Method

1.   The exposure value is the notional amount of each instrument multiplied by the percentages set out in Table 3.

Table 3

Original maturity

Interest-rate contracts

Contracts concerning foreign-exchange rates and gold

One year or less

0,5  %

2  %

Over one year, not exceeding two years

1  %

5  %

Additional allowance for each additional year

1  %

3  %

2.   For calculating the exposure value of interest-rate contracts, an institution may choose to use either the original or residual maturity.