Examples of using Reference entity in English and their translations into Bulgarian
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Colloquial
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Official
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Medicine
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Ecclesiastic
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Ecclesiastic
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Computer
The correlation factor of the equity reference entity k;
Where the credit reference entity'j' has been established in accordance with paragraph 1(a), ρjCredit= 50%.
ΡkCredit= the correlation factor of the credit reference entity k;
AddOn(Entityj)= the add-on for credit reference entity'j' determined in accordance with paragraph 4;
SFkEquity= the supervisory factor applicable to the equity reference entity k;
AddOn(Entityk)= the add-on for the equity reference entity k determined in accordance with paragraph 4.
The third party, the one that might go bankrupt or default,is known as the"reference entity.".
Where the equity reference entity j has been established in accordance with paragraph 1(a), ρjEquity =50%.
The effective notional amount of the credit reference entity k calculated as follows.
When the equity reference entity'j' has been established in accordance with paragraph 1(a), SFjEquity= 32%;
EffNotCreditj= the effective notional of credit reference entity'j' calculated as follows.
(ii) an institution using the approach referred to in Chapter 2 shall assign SFk,lCredit= 0,54% to that credit reference entity;
The supervisory factor applicable to the credit reference entity k calculated in accordance with paragraph 5.
(ii) an institution using the approach referred to in Chapter 2 of Title II shall assign SFj,lCredit= 0,54% to this credit reference entity.
AddOn(Entityk)= the add-on for the credit reference entity k determined in accordance with paragraph 4.
Institutions shall calculate the supervisory factor applicable to the credit reference entity k as follows.
Where the equity reference entity k has been established in accordance with point(a) of paragraph 1, SFkEquity= 32%;
SFj, lCredit= the supervisory factor applicable to credit reference entity'j' determined in accordance with paragraph 5.
For the purposes of paragraph 4,institutions shall calculate the supervisory factor applicable to credit reference entity'j' as follows.
Single-name transactions shall be assigned to same equity reference entity only where the underlying reference equity instrument of those transactions is issued by the same issuer;
(a) There shall be one credit reference entity for each issuer of a reference debt instrument that underlies a single-name transaction allocated to the credit risk category.
Single-name transactions shall be assigned to same equity reference entity only where the underlying reference equity instrument of those transactions is issued by the same issuer;
(a) there shall be one equity reference entity for each issuer of a reference equity instrument that underlies a single-name transaction allocated to the equity risk category;
Multi-names transactions shall be assigned to the same credit reference entity only where the group of underlying reference debt instruments or single-name credit derivatives of those transactions has the same constituents.
In the latter case,should the reference entity be affected by a credit event, the purchaser may be reimbursed either on the basis of a recovery rate(‘cash settlement') or in securities in the defaulting entity(‘physical settlement').
For the purposes of paragraph 2, institutions shall establish the relevant equity reference entities of the netting set in accordance with the following.
K= the index that denotes the credit reference entities of the netting set established in accordance with paragraph 1;
For the purposes of paragraph 2, institutions shall establish the relevant equity reference entities of the netting set in accordance with the following.
For a nth-to-default credit derivative transaction based on reference entities k, A=(n-1)/k; and.
K= the index that denotes the credit reference entities of the netting set established in accordance with paragraph 1;