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abi’s mogen geen durationsalderingregels gebruiken bij de berekening van de hedging.
aifs should not use duration netting rules in the hedging calculation.
Ultimo aggiornamento 2014-11-21
Frequenza di utilizzo: 1
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durationsalderingregels mogen alleen worden toegepast op rentederivaten die geen deel uitmaken van hedgingregelingen.
duration netting rules may be applied only to the interest rate derivatives which are not included in hedging arrangements.
Ultimo aggiornamento 2014-11-21
Frequenza di utilizzo: 1
Qualità:
het gebruik van deze durationsalderingregels geeft geen aanleiding tot een ongerechtvaardigd hefboomeffect via beleggingen in kortlopende posities.
the use of those duration-netting rules shall not generate any unjustified level of leverage through investment in short-term positions.
Ultimo aggiornamento 2014-11-21
Frequenza di utilizzo: 1
Qualità:
de durationsalderingregels mogen worden gebruikt om de resterende rentederivaten in hun overeenkomstige posities in onderliggende activa om te zetten.
the duration-netting rules may be used to convert the remaining interest rate derivatives into their equivalent underlying asset positions.
Ultimo aggiornamento 2014-11-21
Frequenza di utilizzo: 1
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op grond van de durationsalderingregels is het toegestaan longposities te salderen met shortposities waarvan de onderliggende activa verschillende rentes zijn.
the duration netting rules allow long positions to be netted with short positions whose underlying assets are different interest rates.
Ultimo aggiornamento 2014-11-21
Frequenza di utilizzo: 1
Qualità:
bij de berekening van de blootstelling van abi’s overeenkomstig artikel 8, lid 9, passen abi-beheerders durationsalderingregels toe.
duration netting rules shall be applied by aifms when calculating the exposure of aifs according to article 8(9).
Ultimo aggiornamento 2014-11-21
Frequenza di utilizzo: 1
Qualità:
aangezien de methode op basis van gedane toezeggingen ertoe leidt dat rentes met een andere looptijd als verschillende onderliggend activa worden beschouwd, mogen abi’s die volgens hun kernbeleggingsbeleid in de eerste plaats in rentederivaten beleggen specifieke durationsalderingregels gebruiken om rekening te houden met de correlatie tussen de looptijdbandbreedten van de rentecurve.
as the commitment method leads to interest rates with different maturities being considered as different underlying assets, aifs that according to their core investment policy primarily invest in interest rate derivatives may use specific duration netting rules in order to take into account the correlation between the maturity segments of the interest rate curve.
Ultimo aggiornamento 2014-11-21
Frequenza di utilizzo: 1
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wanneer de portefeuilleduration van de streefduration afwijkt, mag de strategie niet beschouwd worden als een durationsalderingregeling als vastgesteld in de criteria betreffende de methode op basis van gedane toezeggingen.
when the portfolio duration diverges from the target duration, the strategy should not be considered as a duration netting arrangement as laid down in the criteria related to the commitment method.
Ultimo aggiornamento 2014-11-21
Frequenza di utilizzo: 1
Qualità: