Results for volatiliteitsraming translation from Dutch to English

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Dutch

voor schuldtitels die door een ekbi van goede kwaliteit ("investment grade" of hoger) worden geacht, kunnen de instellingen voor elke categorie effecten een volatiliteitsraming maken.

English

for debt securities that have a credit assessment from an ecai equivalent to investment grade or better, institutions may calculate a volatility estimate for each category of security.

Last Update: 2014-11-21
Usage Frequency: 1
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Warning: Contains invisible HTML formatting

Dutch

wanneer schuldtitels door een erkende ekbi van goede kwaliteit ("investment grade" of hoger) worden geacht, mogen de instellingen voor elke categorie effecten een volatiliteitsraming maken.

English

for debt securities that have a credit assessment from a recognised ecai equivalent to investment grade or better, institutions may calculate a volatility estimate for each category of security.

Last Update: 2017-04-06
Usage Frequency: 1
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Warning: Contains invisible HTML formatting

Dutch

de bevoegde autoriteiten staan instellingen toe om voor de berekening van de op zekerheden en blootstellingen toe te passen volatiliteitsaanpassingen gebruik te maken van eigen volatiliteitsramingen indien die instellingen aan de vereisten van de leden 2 en 3 voldoen.

English

the competent authorities shall permit institutions to use their own volatility estimates for calculating the volatility adjustments to be applied to collateral and exposures where those institutions comply with the requirements set out in paragraphs 2 and 3.

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