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kapitalske zahteve za tveganje cva za vsako nasprotno stranko se izračunajo po naslednji formuli:
the own funds requirements for cva risk for each counterparty shall be calculated in accordance with the following formula:
strukturirano podjetje doseže izpostavljenost kreditnemu tveganju podjetja z vstopom v posel kreditne zamenjave z nasprotno stranko v tem poslu.
the structured entity obtains exposure to entity z’s credit risk by entering into a credit default swap (cds) with a swap counterparty.