Article 257
Determination of tranche maturity (MT)
For the purposes of Subsection 3 and subject to paragraph 2, institutions may measure the maturity of a tranche (MT) as either:
the weighted average maturity of the contractual payments due under the tranche in accordance with the following formula:
where CFt denotes all contractual payments (principal, interests and fees) payable by the borrower during period t; or