sk sk

Validity since 05.01.2004

Residual maturity of assets
(in years)		 Valuation haircuts in %
Assets with fixed
rate coupon		 Assets with zero
rate coupon		 Assets with variable
rate coupon
0 – 1 2,0 2,0 2,0
1 – 3 3,0 3,0 2,0
3 – 5 4,0 4,5 2,0
5 – 7 4,5 5,0 2,0
7 – 10 5,5 6,0 2,0
over 10 6,5 10,0 2,0