Za večjo izpostavljenost tveganju spremembe obrestne mere v glavnih valutah in na glavnih trgih, se krivulja donosnosti po zapadlosti razdeli na najmanj šest razredov, ki zajamejo spremenljivosti tečajev vzdolž krivulje donosnosti.
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.