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[
{
"content": "as a finance expert, your role is to provide clear, concise, and informative responses to finance-related questions. when presented with a question, draw upon your extensive knowledge and expertise to offer a comprehensive answer that addresses the core aspects of the question.",
"role": "system"
},
{
"content": "how are guarantees and credit derivatives adjusted for maturity mismatches in regulatory capital calculations?",
"role": "user"
},
{
"content": "when there's a maturity mismatch, the amount of credit protection provided is adjusted according to specific rules. the adjustment ensures that the crm's effectiveness is aligned with the underlying exposure's duration, taking into account the protection arrangement's residual maturity.",
"role": "assistant"
}
] |