Results for marginmodel translation from Danish to English

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Danish

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Danish

en ccp indberetter regelmæssigt sine følsomhedstestningsresultater og -analyser til risikoudvalget i en sådan form, at den ikke bryder tavshedspligten, med henblik på at søge udvalgets råd ved revision af sin marginmodel.

English

a ccp shall periodically report its sensitivity testing results and analysis in a form that does not breach confidentiality to the risk committee in order to seek its advice in the review of its margin model.

Last Update: 2014-11-21
Usage Frequency: 1
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Danish

en ccp indberetter periodisk sine backtestningsresultater og analyser til risikoudvalget med henblik på at søge udvalgets råd ved revision af sin marginmodel. indberetningen sker i en sådan form, at ccp'en ikke bryder tavshedspligten.

English

a ccp shall periodically report its back testing results and analysis in a form that does not breach confidentiality to the risk committee in order to seek their advice in the review of its margin model.

Last Update: 2014-11-21
Usage Frequency: 1
Quality:

Danish

en ccp foretager følsomhedstest og -analyser for at vurdere dækningen af sin marginmodel under forskellige markedsvilkår under anvendelse af historiske data fra realiserede stressede markedsvilkår og hypotetiske data for ikke-realiserede stressede markedsvilkår.

English

a ccp shall conduct sensitivity tests and analysis to assess the coverage of its margin model under various market conditions using historical data from realised stressed market conditions and hypothetical data for unrealised stressed market conditions.

Last Update: 2014-11-21
Usage Frequency: 1
Quality:

Danish

afhængigt af kilden til undtagelser fastslår ccp'en, om der er behov for en grundlæggende ændring i marginmodellen eller de modeller, der giver input til den, og om det er nødvendigt at ændre de aktuelle parametre.

English

depending on the source of exceptions, the ccp shall determine whether a fundamental change to the margin model, or to the models that input into it, is required and whether the recalibration of current parameters is necessary.

Last Update: 2014-11-21
Usage Frequency: 1
Quality:

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