For material exposures to interest-rate risk in the major currencies and markets, the yield curve shall be divided into a minimum of six maturity segments, to capture the variations of volatility of rates along the yield curve.
Za pomembne izpostavljenosti obrestnemu tveganju v pomembnih valutah in na glavnih trgih se krivulja donosa razdeli na najmanj šest razredov zapadlosti tako, da zajame spremembe nihanja obrestnih mer vzdolž krivulje donosa.