Примери за използване на Risk driver на Английски и техните преводи на Български
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(a) the method for identifying transactions with only one material risk driver▌;
The risk drivers should not be seen in isolation as they may trigger or reinforce each other.
(a) a method for identifying the only material risk driver of transactions other than those referred to in paragraph 3;
Institutions shall conduct the mapping referred to in paragraph 1 on the basis of the primary risk driver of a derivative transaction.
The Map shows the key risk drivers that are expected to affect supervised institutions over the next two to three years.
Those transactions shall be assigned to the same hedging set only where their primary risk driver is denominated in the same currency.
(a) where the primary risk driver of a transaction is an inflation variable, institutions shall map the transaction to the interest rate risk category;
For transactions other than those referred to in paragraph 3, the primary risk driver shall be the only material risk driver of a derivative position.
(f) transactions mapped to the other risks category shall be assigned to the same hedging set only where their primary risk driver is identical.
(b) where the primary risk driver of a transaction is a climatic conditions variable, institutions shall map the transaction to the commodity risk category.
(e) transactions mapped to the commodity risk category shall be assigned to one of the following five hedging sets based on the nature of their primary risk driver.
(b) a method for identifying transactions with more than one material risk driver and for identifying the most material of these risk drivers for the purposes of paragraph 3;
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.
(a) transactions for which the primary risk driver is either the market implied volatility orthe realised volatility of a risk driver or the correlation between two risk drivers;
(a) transactions mapped to the interest rate risk category shall be assigned to the same hedging set only where their primary risk driver is denominated in the same currency.
The Risk Map highlights only the key risk drivers and does not provide an exhaustive list of all risks faced by supervised banks.
(b) transactions mapped to the foreign exchange risk category shall be assigned to the same hedging set only where their primary risk driver is based on the same currency pair;
The Map shows an aggregated euro area picture andhighlights only the key risk drivers, meaning that it should not be considered an exhaustive list of all the risks faced by supervised banks.
For the purposes of point(a) of the first subparagraph, institutions shall assign transactions to the same hedging set of the relevant risk category only where their primary risk driver is identical.
(b) the method for identifying transactions with more than one material risk driver and for identifying the most material of those risk drivers for the purposes of paragraph 3.
(b) what objective information concerning the structure and the intend of a transaction institutions shall use to determine whether a transaction that is not referred to in Article 277(2) is a long orshort position in its primary risk driver;
The method for determining whether a transaction is a long orshort position in the primary risk driver or in the most material risk driver in the given risk category for transactions referred to in Article 277(3).
Where all the material risk drivers of one of those transactions belong to the same risk category, institutions shall only be required to map one time that transaction to this risk category based on the most material of those risk drivers.
(f) transactions mapped to the other risks category shall be assigned to the same hedging set only where their primary risk driver, or the most material risk driver in the given risk category for transactions referred to in Article 277(3).
Where all the material risk drivers of one of those transactions belong to the same risk category, institutions shall only be required to map that transaction once to that risk category on the basis of the most material of those risk drivers.
Transactions mapped to the commodity risk category shall be assigned to one of the following hedging sets on the basis of the nature of their primary risk driver or the most material risk driver in the given risk category for transactions referred to in Article 277(3).
Transactions for which the primary risk driver, or the most material risk driver in the given risk category for transactions referred to in Article 277(3), is either the market implied volatility or the realised volatility of a risk driver or the correlation between two risk drivers;(b).
For the purposes of point(a) of the first subparagraph of this paragraph,institutions shall assign transactions to the same hedging set of the relevant risk category only where their primary risk driver, or the most material risk driver in the given risk category for transactions referred to in Article 277(3).
Institutions shall determine whether a transaction with more than one material risk driver is a long position or a short position in each of the material risk driver in accordance with the approach used under paragraph 2 for the primary risk driver. .
Where the material risk drivers of one of those transactions belong to different risk categories, institutions shall map that transaction once to each risk category for which the transaction has at least one material risk driver, on the basis of the most material of the risk drivers in that risk category.