Примери за използване на Securitised exposures на Английски и техните преводи на Български
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It covers at least 5% of the nominal value of the securitised exposures;
Expected loss amounts for securitised exposures and general and specific credit risk adjustments related to those exposures shall not be included in that calculation.';
The liquidity facility covers 100% of the credit risk of the securitised exposures;
Where appropriate, methods and concepts,which evaluates the collateralization of the securitised exposures, as well as regulations, the originator or sponsor to ensure of the independence of the valuer.
The originator or original lender has established the programme or securitisation scheme andhas contributed over 50% of the total securitised exposures.
Where the securitised exposures are created by multiple originators, the retention requirement shall be fulfilled by each originator, in relation to the proportion of the total securitised exposures for which it is the originator.
The report referred to in paragraph 1 shall provide for a breakdown by type of asset encumbrance,such as repurchase agreements, securities lending, securitised exposures or loans attached as collateral to covered bonds.".
Retention of at least 5% of the nominal value of each of the securitised exposures, provided that the credit risk of such exposures ranks pari passu with or is subordinated to the credit risk securitised for the same exposures. .
In the caseof a synthetic securitisation, calculate risk-weighted exposure amounts, and, as relevant, expected loss amounts, in respect of the securitised exposures in accordance with Annex IX, Part 2.
Where the securitised exposures are created by multiple original lenders,the retention requirement shall be fulfilled by each original lender, in relation to the proportion of the total securitised exposures for which it is the original lender.
When preparing for the selection process, the retainer shall take appropriate quantitative and qualitative factors into account in order toensure that the distinction between retained and securitised exposures is genuinely random.
Where the first loss tranche exceeds 5% of the nominal value of the securitised exposures, it shall be possible for the retainer to only retain a portion of such first loss tranche, where this portion is equivalent to at least 5% of the nominal value of the securitised exposures.
Declarations and disclosures of the originators or sponsors or their agent or consultant of due care, that they exercise in terms of the securitised exposures and, where appropriate, their loading backup quality;
The pool of at least 100 potentially securitised exposures from which retained and securitised exposures are randomly selected, referred to in point(c) of the second subparagraph of Article 405(1) of Regulation(EU) No 575/2013, shall be sufficiently diverse to avoid the excessive concentration of the retained interest.
The statements anddisclosures made by the originators or sponsors, or their agents or advisors, about their due diligence on the securitised exposures and, where applicable, on the quality of the collateral supporting the securitised exposures;
Retention of the first loss tranche and, if necessary, other tranches which have the same or a more severe risk profile than those transferred or sold, and not maturing any earlier than those transferred orsold equal to 5% or more of the nominal value of the securitised exposures; or.
Retention of randomly selected exposures, equivalent to no less than 5% of the nominal value of the securitised exposures, where such exposures would have otherwise been securitised in the securitisation,provided that the number of potentially securitised exposures is no fewer than 100 at origination;
Where the requirements referred to in the first subparagraph of this paragraph are not met, Article 95(1) shall not be applied by an originator credit institution andthat originator credit institution shall not be allowed to exclude the securitised exposures from the calculation of its capital requirements under this Directive.
(c) Retention of randomly selected exposures, equivalent to no less than 5 per cent of the nominal value of the securitised exposures, where such exposures would otherwise have been securitised in the securitisation,provided that the number of potentially securitised exposures is no less than 100 at origination.
Where an institution acts as a credit derivative counterparty or as a counterparty providing the hedge or as a liquidity facility provider with regard to a securitisation transaction, it shall be deemed to become exposed to the credit risk of a securitisation position when the derivative, the hedge orthe liquidity facility assumes the credit risk of the securitised exposures or the securitisation positions.
(c) the retention of randomly selected exposures, equivalent to at least 10% of the nominal value of the securitised exposures, where such non-securitised exposures would otherwise have been securitised in the securitisation,provided that the number of potentially securitised exposures is no less than 100 at origination;
In the case of a revolving securitisation,as defined in Article 242(13) of Regulation(EU) No 575/2013, this would occur through retention of the originator's interest assuming the originator's interest was for at least 5% of the nominal value of each of the securitised exposures and ranked pari passu with or subordinated to the credit risk that has been securitised with respect to those same exposures; .
Retention of the first loss tranche and, where such retention does not amount to 5% of the nominal value of the securitised exposures, if necessary, other tranches having the same or a more severe risk-profile than those transferred or sold to investors and not maturing any earlier than those transferred or sold to investors, so thatthe retention equals in total no less than 5% of the nominal value of the securitised exposures; and.
The retainer shall not designate different individual exposures as retained exposures atdifferent points in time, unless this is necessary to fulfil the retention requirement in relation to a securitisation in which the securitised exposures fluctuate over time, either due to new exposures being added to the securitisation or to changes in the level of the individual securitised exposures. .
This paragraph shall apply only where credit institutions, investment firms orfinancial institutions which created the securitised exposures have committed themselves to adhere to the requirements set out in paragraph 6 and deliver, in a timely manner, to the originator or sponsor and to the EU parent credit institution or an EU financial holding company the information needed to satisfy the requirements referred to in paragraph 7.
A retention as referred to in point(b) of Article 405(1) of Regulation(EU) No 575/2013 may be achieved by retaining at least 5% of the nominal value of each of the securitised exposures, provided that the retained credit risk of such exposures ranks pari passu with or is subordinated to the credit risk securitised for the same exposures. .
Retention option(e): retention of a first loss in every securitised exposure.
The retention of a first loss exposure at the level of every securitised exposure in accordance with point(e) of the second subparagraph of Article 405(1) shall be applied so that the credit risk retained is always subordinated to the credit risk that has been securitised in relation to those same exposures. .