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art_340__para_3__item_1

CRR
REGULATION (EU) No 575/2013 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 (Text with EEA relevance) · European Union

D= der nach folgender Formel berechneten Duration: D = (Σ_(t=1)^(M)(t · C_(t) / (1 + R)^(t)) / Σ_(t=1)^(M)(C_(t) / (1 + R)^(t))) dabei entspricht R= der Endfälligkeitsrendite, C_(t)= den Barzahlungen im Zeitraum t, M= der Gesamtlaufzeit.

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Source: EUR-Lex (Cellar) · retrieved 2026-09-25 · Text as adopted (Official Journal); later amendments are not incorporated in this text.