FVA Not for points English to German Bus/Financial Finance (general)

Anlagerichtlinie einer Fonds-Verwaltungsgesellschaft:
Proxy hedging is generally not permitted. Proxy hedging is the partial or complete counterbalancing of derivative exposures with securities that are traded in different markets and currencies.
An exception to this rule can be granted for individual funds. If a fund is permitted to engage in proxy hedging the following additional netting schemes may be applied:
• netting between fixed income derivatives and a diversified portfolio of bonds or money market instruments that is highly correlated with the underlying of the derivative. Exposures of fixed income derivatives and of the counterbalancing fixed income portfolio *must be scaled with duration*

Mir macht der Ausdruck "scaled with duration" Probleme.
Mein Versuch soweit, aber nur geraten, was "scaled with duration" betrifft: "Aufrechnung von festverzinslichen Derivaten mit einem diversifizierten Portfolio von Anleihen oder Geldmarktinstrumenten, das mit dem Basiswert des Derivats hoch korreliert. Engagements in festverzinsliche Derivate und in das gegenläufige festverzinsliche Portfolio *müssen die gleiche Duration aufweisen*."