Examples of using Reference entity in English and their translations into Slovenian
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Colloquial
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Official
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Medicine
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Ecclesiastic
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Financial
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Computer
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Official/political
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Programming
The effective notional amount of the credit reference entity k calculated as follows:.
For the purpose of specific risk,a synthetic long position is created in an obligation of the 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:.
If the reference entity defaults, the protection seller compensates the buyer for the cost of the default.
A first-asset-to-default basketcreates a position for the notional amount in an obligation of each reference entity.
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;
For the purposes of specific risk,the institution must record a synthetic long position in an obligation of the reference entity.
The Imserso, as a State Reference Entity in the field of social services in Spain, raises these days with the objective of establishing a State Network for collaboration in the fight against unwanted loneliness of the elderly.
In return for an annual premium, the buyer of a CDSis protected against the risk of default of a given reference entity by the seller.
If the reference entity defaults, the protection seller pays the buyer the par value of the instrument in exchange for physical delivery of the reference instrument, although settlement may also be by cash.
(ii) an institution using the approach referred to in Chapter 2 shall assign SFk,lCredit= 0,54% to that credit reference entity;
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').
In return for an annual premium, the buyer of the credit defaultswap is protected against the risk of default of the reference entity(stated in the contract) by the seller.
A basket product providing proportional protection creates a position in each reference entity for the purposes of specific risk, with the total notional amount of the contract assigned across the positions according to theproportion of the total notional amount that each exposure to a reference entity represents.
The right to repayment of the capital on maturity is made subject to the non-occurrence of one of the credit risks affecting an underlying entity, known as‘the reference entity'.
A second-asset-to-default basked productcreates a position for the notional amount in an obligation of each reference entity less one(that with the lowest specific risk capital requirement).
However, where an institution applies Article 128 to risk weight counterparty credit risk exposures to that individual issuer,=1,6% shall be assigned to that credit reference entity;
Credit default swap" means a derivative contract in which one party pays a fee to another party in return for compensation or a payment in the event of a default by a reference entity, or a credit event relating to that reference entity and any other derivative contract that has a similar economic effect;
(56) A credit default swap(CDS) is a(tradable) credit derivative contract between two counterparties, the protection buyer and the protection seller,transferring the credit risk on an underlying reference entity from the protection buyer to the protection seller.
(c)‘credit default swap' means a derivative contract in which one party pays a fee to another party in return for a payment orother benefit in the case of a credit event relating to a reference entity and of any other default, relating to that derivative contract, which has a similar economic effect;
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;
K= the index that denotes the credit reference entities of the netting set established in accordance with paragraph 1;
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;
Where a credit linked note basket product has an external rating and meets the conditions for a qualifying debt item, asingle long position with the specific risk of the note issuer may be recorded instead of the specific risk positions for all reference entities.
The risk margin can be derived from an appropriate sample of CDS spreads(56)relating to reference entities(such as company bonds) with a similar rating as the loans for FLH.