Примери за използване на Netting agreement на Английски и техните преводи на Български
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(ii) Other netting agreements.
The institution has fulfilled the obligations laid down in Article 297 in respect of the netting agreement.
(b) the netting agreement has been recognised by competent authorities in accordance with Article 296;
Appropriate methodologies for determining the value of classes of derivatives,including transactions that are subject to netting agreements;
(a) the netting agreement belongs to one of the type of contract netting agreements referred to in Article 295;
For the purposes of this point 3“counterparty” means any entity(including natural persons)that has the power to conclude a contractual netting agreement.
If the instrument, including its derivative feature,is not subject to any netting agreement and its valuation is not subject to Article 49(3) of the BRRD;
Pcered= the reduced figure for potential future credit exposure for all contracts with a given counterparty included in a legally valid bilateral netting agreement.
If any of the competent authorities is not satisfied in that respect,the contractual netting agreement will not be recognized as risk-reducing for either of the counterparties.
Where transactions are subject to a netting agreement, resolution authorities shall determine the liability arising from those transactions on a net basis in accordance with the terms of the agreement. .
(b) in step b under item 10 may the figure for potential future credit exposure for all contracts included in a netting agreement may be reduced according to the following equation.
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.
Those safeguards should ensure that the regulatory capital treatment of exposures covered by a netting agreement for the purposes of Directive 2013/36/EU is not affected.
The rule on deferring the due date of the claim are not applicable toqualified financial contracts and bilateral netting transactions under a qualified financial contract or a bilateral netting agreement.
Those safeguards should ensure that the regulatory capital treatment of exposures covered by a netting agreement for the purposes of Directive 2013/36/EU is not affected.
Where derivative transactions are subject to a netting agreement, the resolution authority or an independent valuer shall determine as part of the valuation under Article 36 the liability arising from those transactions on a net basis in accordance with the terms of the agreement. .
An institution may calculate a single exposure value at netting set level for all the transactions covered by a contractual netting agreement where all the following conditions are met.
With regard to financial markets,there are special provisions to the effect that netting agreements and similar arrangements relating inter alia to financial instruments will apply with respect to the bankruptcy estate and the creditors.
(a) the amount that best represents its maximum exposure to credit risk at the end of the reporting period without taking account of any collateral held orother credit enhancements(eg netting agreements that do not qualify for offset in accordance with AASB 132).
Without prejudice to Articles 68 and71 of Directive 2014/59/EU, netting agreements shall be governed solely by the law of the contract which governs such agreements.';
Credit institutions shall calculate liquidity outflows and inflows expected over a 30 calendar day period for thecontracts listed in Annex II of Regulation(EU) No 575/2013 on a net basis by counterparty subject to the existence of bilateral netting agreements in accordance with Article 295 of that Regulation.
With regard to financial markets, there are special provisions to the effect that netting agreements and similar arrangements relating inter alia to financial instruments will apply with respect to the bankruptcy estate and those creditors whose claims are covered by a public composition with creditors.
In calculating the exposure value in accordance with the methods set out in Sections 3, 4 and 5,institutions may treat two OTC derivative contracts included in the same netting agreement that are perfectly matching as if they were a single contract with a notional principal equal to zero.
The rule that ongoing contracts continue in force, and that clauses for termination or the bringing forward of obligations are null and void, is not applicable to qualified financial contracts orto bilateral netting transactions under a qualified financial contract or a bilateral netting agreement.
Debt instruments referred to in the first subparagraph, including their embedded derivatives, shall not be subject to any netting agreement and the valuation of such instruments shall not be subject to Article 49(3).
This applies for example to the position-closing agreements and netting agreements to be found in such systems as well as to the sale of securities and to the guarantees provided for such transactions as governed in particular by Directive 98/26/EC of the European Parliament and of the Council of 19 May 1998 on settlement finality in payment and securities settlement systems(5).
Pcegross= the sum of the figures for potential future credit exposure for all contracts with a given counterparty included in a legally valid bilateral netting agreement, and which is calculated by multiplying the notional principal amounts of the percentage specified in table 1.
A credit institution must have a contractual netting agreement with its counterparty which creates a single legal obligation, covering all included transactions, such that, in the event of a counterparty's failure to perform owing to default, bankruptcy, liquidation or any other similar circumstance, the credit institution would have a claim to receive or an obligation to pay only the net sum of the positive and negative mark-to-market values of included individual transactions.
In calculating the exposure value in accordance with the methods set out in Sections 3 to 5 of this Chapter,institutions may treat two OTC derivative contracts included in the same netting agreement that are perfectly matching as if they were a single contract with a notional principal equals to zero.
Credit institutions shall calculate liquidity outflows and inflows expected over a 30 calendar day period, for the contracts listed inAnnex II to Regulation(EU) No 575/2013 and for credit derivatives, on a net basis by counterparty subject to the existence of bilateral netting agreements meeting the conditions laid down in Article 295 of that Regulation.