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"eksponeringernes fordeling" prognose over sandsynlighedsfordelingen for markedsværdier, hvor forudsagte forekomster af negative nettomarkedsværdier sættes til nul
'distribution of exposures' means the forecast of the probability distribution of market values that is generated by setting forecast instances of negative net market values equal to zero;
Last Update: 2014-11-21
Usage Frequency: 1
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»engagementernes fordeling«: prognose over sandsynlighedsfordelingen for markedsværdier, hvor mulige forekomster af negative nettomarkedsværdier sættes til nul.
‘distribution of exposures’ means the forecast of the probability distribution of market values that is generated by setting forecast instances of negative net market values equal to zero.
Last Update: 2014-11-21
Usage Frequency: 1
Quality:
"markedsværdiernes fordeling" prognose over sandsynlighedsfordelingen for nettoværdierne af transaktioner i en nettinggruppe på et tidspunkt i fremtiden (prognosehorisonten) baseret på disse transaktioners faktiske markedsværdi på prognosedatoen
'distribution of market values' means the forecast of the probability distribution of net market values of transactions within a netting set for a future date (the forecasting horizon), given the realised market value of those transactions at the date of the forecast;
Last Update: 2017-04-06
Usage Frequency: 2
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Warning: Contains invisible HTML formatting