Vous avez cherché: modified duration (Anglais - Slovène)

modified duration
modificirano trajanje

modified duration = d
modificirano trajanje = d

modified
spremenjeno

modified.
nazadnje spremenjena:

[modified]
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effective notional value multiplied by the modified duration, or
dejanska nominalna vrednost, pomnožena z modificiranim trajanjem, ali

delta equivalent in notional value multiplied by the modified duration
delta ekvivalent v nominalni vrednosti, pomnoženi z modificiranim trajanjem

it shall do so on the basis of the modified duration of each instrument.
to stori na podlagi modificiranega trajanja vsakega instrumenta.

as the delta equivalent in notional value multiplied by the modified duration, ∂v
kot delta ekvivalent hipotetične vrednosti, pomnožen z modificiranim trajanjem,∂v

modified duration shall be calculated using the formula set out in paragraph 26 of annex i.
modificirano trajanje se izračuna z uporabo formule iz odstavka 26 priloge i.

correction shall be made to the calculation of the modified duration for debt instruments which are subject to prepayment risk.
za izračun modificiranega trajanja za dolžniške instrumente, ki so predmet tveganja predčasnega plačila, se opravi korekcija.

as the effective notional value multiplied by the modified duration in the case of a transaction with a linear risk profile;
kot efektivno hipotetično vrednost, pomnoženo z modificiranim trajanjem, v primeru posla z linearnim profilom tveganja;

the low levels of interest rate risk reflect the fact that the modified duration of the ecb 's investment portfolios remained relatively low .
nizka raven obrestnega tveganja kaže , de je ostalo modificirano trajanje naložbenega portfelja ecb razmeroma kratko .

the duration may be modified depending on clinical or laboratory variables.
trajanje izpiranja se lahko prilagodi glede na klinične ali laboratorijske parametre.

as the delta equivalent in notional value multiplied by the modified duration, , in the case of a transaction with a non-linear risk profile,
kot delta ekvivalent hipotetične vrednosti, pomnožen s spremenjenim trajanjem, , v primeru posla z nelinearnim profilom tveganja,

positions whose modified duration is much longer than the whole portfolio’s modified duration are not in line with the investment strategy of the aif and fully matching them should not be allowed.
pozicije, katerih modificirano trajanje je precej večje od modificiranega trajanja celotnega portfelja, niso v skladu z naložbeno strategijo ais in njihov popoln pobot ne bi smel biti dovoljen.

in determining relevant categories, credit institutions shall take into account the type of issuer of the security the external credit assessment of the securities, their residual maturity, and their modified duration.
pri določanju ustreznih kategorij kreditne institucije upoštevajo vrsto izdajatelja vrednostnega papirja, zunanjo bonitetno oceno vrednostnih papirjev, njihovo preostalo zapadlost in njihovo modificirano trajanje.

in determining relevant categories, institutions shall take into account the type of issuer of the security, the external credit assessment of the securities, their residual maturity, and their modified duration.
pri določanju ustreznih kategorij institucije upoštevajo vrsto izdajatelja vrednostnega papirja, zunanjo bonitetno oceno vrednostnih papirjev, njihovo preostalo zapadlost in njihovo modificirano trajanje.

each participating ncb shall transfer to the ecb a portfolio of securities and cash in or denominated in us dollars or japanese yen within deviation bands around the modified durations of the tactical benchmark portfolios as are specified by the ecb, and in conformity with such credit limits as are specified by the ecb.
vsaka sodelujoča ncb prenese na ecb portfelj vrednostnih papirjev in denarnih sredstev v ali denominiranih v ameriških dolarjih ali japonskih jenih, v mejah odstopanja okoli modificiranega trajanja taktičnih referenčnih portfeljev, ki jih določi ecb, ter v skladu s kreditnimi limiti, ki jih določi ecb.

for debt instruments and for payment legs, the size of the risk position shall be the effective notional value of the outstanding gross payments (including the notional amount) converted to the currency of the home member state, multiplied by the modified duration of the debt instrument or payment leg, as the case may be.
za dolžniške instrumente in za plačilne strani je velikost tveganosti pozicije enaka efektivni hipotetični vrednosti neporavnanih bruto plačil (vključno shipotetičnim zneskom), izražena v valuti matične države članice in pomnožena z modificiranim trajanjem dolžniškega instrumenta oziroma plačilne strani.