Voorbeelden van het gebruik van Institutions shall use in het Engels en hun vertalingen in het Nederlands
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Colloquial
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Official
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Ecclesiastic
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Medicine
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Financial
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Computer
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Ecclesiastic
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Official/political
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Programming
Where DF*< KCCP institutions shall use the following formula.
Institutions shall use all relevant data sources as points of comparison.
Where DFCCP< KCCP≤DF* institutions shall use the following formula.
Institutions shall use the methods in accordance with the following hierarchy.
When calculating risk-weighted exposure amounts using internal models, institutions shall use the previous business day's model output.
Institutions shall use the following conversion factors in accordance with Article 1468.
In order to determine the risk weight for tranches with a maturity between 1 and 5 years, institutions shall use linear interpolation between the risk weights applicable for one and five years maturity respectively in accordance with table 2.
Institutions shall use GA as the value of the protection for the purposes of Articles 228 to 231.
Where DFCCP is equal to zero, institutions shall use a value for c1 of 1.6% for the purpose of the calculation in paragraph 3.
Institutions shall use LGD* calculated in accordance with this paragraph
Under the IRB Approach, institutions shall use the effective LGD(LGD*)
Institutions shall use LGD estimates that are appropriate for an economic downturn if those are more conservative than the long-run average.
Where KCCP is equal to zero, institutions shall use the value for c1 of 1.6% for the purpose of the calculation in paragraphs 3 and 4.
Institutions shall use the internal validation process to assess the performance of its internal models
Under the Standardised Approach, institutions shall use E* as calculated under Article 218(5)
An institutions shall use the volatility estimates in the day-to-day risk management process including in relation to its internal exposure limits;
Bu where the SEC-ERBA may not be used, institutions shall use the Securitisation Standardised Approach(SEC-SA) in accordance with Articles 263 and 264.
Institutions shall use the SEC-IRBA to calculate risk-weighted exposure amounts in relation to a securitisation position where the following conditions are met.
In the case of off-balance sheet items listed in Annex I, institutions shall use E* as the value to which the percentages indicated in Article 106(1)
Institutions shall use one of the methods set out in Subsection 3 to calculate risk-weighted exposure amounts in relation to all the positions they hold in a securitisation.
For the implementation of this decision, the institutions shall use the forms drawn up for Chapters 7
Institutions shall use CVAM as CVA further adjusted for maturity mismatch in the formula for the calculation of the fully adjusted value of the exposure(E*) set out in Article 2185.
Bt where the SEC-IRBA may not be used, institutions shall use the Securitisation External Ratings-Based Approach(SEC-ERBA)
An institution shall use the credit assessments of its securitisation positions in a consistent
An institution shall use credit assessments consistently
Bs an institution shall use the Internal Ratings-Based Approach(SEC-IRBA)
Where the exposures underlying a securitisation benefit from full or partial eligible credit protection in accordance with Chapter 4,and the effect of such protection has been reflected in the credit assessment of a securitisation position by a nominated ECAI, the institution shall use the risk weight associated with that credit assessment.
Alternatively, as part of the permission referred to in Article 138, the competent authorities shall decide on whether the institution shall use maturity(M) for each exposure as set out under paragraph 2.
When investigating claims for benefits, the investigating institution shall use a form which will include,
When investigating claims for benefits the investigating institution shall use a form which will include,