Примери за използване на Derivative transactions на Английски и техните преводи на Български
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Basically, therefore, these derivative transactions were the main causes of the good accounts.
Since such a simplified version will be less risk sensitive than the SA-CCR, it should be appropriately calibrated in order toensure that it does not underestimate the exposure value of derivative transactions.
Derivative transactions related to different and greater risks than traditional investments.
By way of derogation from paragraph 2, institutions shall map derivative transactions that have more than one material risk driver to more than one risk category.
Commodity derivative transactions shall be assigned to same commodity reference type only where the underlying commodity instrument of those transactions has the same nature.
The aggregate risk exposure to the same counterparty of the MMF stemming from▌ derivative transactions shall not exceed 5% of its assets.
In such a situation, commodity derivative transactions shall be assigned the same commodity reference type only where they share those characteristics.
Since such a simplified version will be less risk sensitive than the SA-CCR, it should be appropriately calibrated in order toensure that it does not underestimate the exposure value of derivative transactions.
The aggregate risk exposure to the same counterparty of an MMF stemming from OTC derivative transactions which fulfil the conditions set out in Article 13 shall not exceed 5% of the assets of the MMF.
Commodity derivative transactions shall be assigned to the same commodity reference type only where the underlying commodity instrument of those transactions has the same nature, irrespective of the delivery location and quality of the commodity instrument.
To ensure that the financial counterparty has the data needed to fulfil its reporting obligation,the non-financial counterparty should provide the details relating to the OTC derivative transactions that the financial counterparty cannot be reasonably expected to possess.
Therefore, the initial margin on centrally cleared derivative transactions received by institutions▌ from their clients and that they pass on to central counterparties(CCPs), should be excluded from the total exposure measure.
(a) all the positions assigned to the trading book shall be included,except credit derivatives that are recognised as internal hedges against non-trading book credit risk exposures and the credit derivative transactions that perfectly offset the market risk of the internal hedges as referred to in Article 106(3);
Derivative transactions and some interlinked transactions, including clearing activities, could be unduly and disproportionately impacted by the introduction of the Basel NSFR without having been subject to extensive quantitative impact studies and public consultation.
For unmargined derivatives transactions, the Basel Committee has recently reviewed the 2014 provisions on the treatment of derivative transactions within the NSFR, recognising that the standard as it stood was inadequate for determining the refinancing requirement, and that the 20% required stable funding(‘RSF') was too conservative.
Derivative transactions and some interlinked transactions, including clearing activities, could be unduly and disproportionately impacted by the introduction of the NSFR developed by BCBS without having been subject to extensive quantitative impact studies and public consultation.
(47) In accordance with the recommendations made by EBA in its report of 15 December 2015 on net stable funding requirements under Article 510 of Regulation(EU) No 575/2013 the rules for calculating the NSFR should be closely aligned with the BCBSs standards,including developments in those standards regarding the treatment of derivative transactions.
(40) Beyond European specificities,the stringent treatment of derivative transactions in the Basel NSFR could have an important impact on institutions' derivatives activities and, consequently, on European financial markets and on the access to some operations for end-users.
ESMA shall regularly monitor the activity in derivatives which have not been declared subject to the trading obligation as described in paragraph 1 in order to identify cases where a particular class of contracts may pose systemic risk andto prevent regulatory arbitrage between derivative transactions subject to the trading obligation and derivative transactions which are not subject to the trading obligation.
(48) Beyond European specificities,the▌ treatment of derivative transactions in the NSFR developed by the BCBS could have an important impact on institutions' derivative activities and, consequently, on European financial markets and on the access to some operations for end-users.
Cash outflows and inflows arising from foreign currency derivative transactions that involve a full exchange of principal amounts on a simultaneous basis(or within the same day) shall be calculated on a net basis, even where those transactions are not covered by a bilateral netting agreement.
Regulations of derivatives transactions… that are privately negotiated by professionals… is unnecessary.
Requirements for assessing the effect of collateral received in derivatives transactions.
Obligation to report transactions applies to all counterparties of derivatives transactions, only private individuals are excluded.
The risk exposure to a counterparty of the UCITS in an OTC derivative transaction shall not exceed either.
The risk exposure to counterparty in an OTC derivative transaction may not exceed.
For a nth-to-default credit derivative transaction based on reference entities k, A=(n-1)/k; and.
For a nth-to-default credit derivative transaction based on reference entities k, D= n/k;
An ISDA Master Agreement is the standard document that is regularly used to govern over-the-counter derivatives transactions.
An ISDA Master Agreement is the standard agreement commonly implemented to govern over-the-counter derivatives transactions.