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.