You searched for: securitiseringspositioner (Danska - Engelska)

securitiseringspositioner
securitisation positions

behandling af securitiseringspositioner
treatment of securitisation positions

poster, der repræsenterer securitiseringspositioner
items representing securitisation positions

anerkendelse af kreditrisikoreduktion for securitiseringspositioner
recognition of credit risk mitigation for securitisation positions

heraf securitiseringspositioner (negativt beløb)
of which: securitisation positions (negative amount)

beregning af risikovægtede beløb for securitiseringspositioner
(a) calculation of risk weighted amounts for securitisation positions

securitiseringspositioner i handelsbeholdningen behandles som gældsinstrumenter.
securitisation positions in the trading book shall be treated as debt instruments.

kreditrisikoreduktion på securitiseringspositioner efter irb-metoden
credit risk mitigation for securitisation positions subject to the irb approach

1 eksponeringsværdien for securitiseringspositioner beregnes som følger:
1 the exposure value of securitisation positions shall be calculated as follows:

bundgrænse for risikovægt for foranstillede securitiseringspositioner = 10 %
risk weight floor for senior securitisation positions = 10

institutterne gennemfører regelmæssigt egne stresstest, som passer til deres securitiseringspositioner.
institutions shall regularly perform their own stress tests appropriate to their securitisation positions.

de risikovægtede poster for securitiseringspositioner opgøres i henhold til bestemmelserne i kapitel 5.
risk weighted exposure amounts for securitisation positions shall be determined in accordance with chapter 5.

eksponeringsværdien til beregning af de risikovægtede eksponeringer for securitiseringspositioner, jf. artikel 246 og 266
exposure value for the calculation of the risk-weighted exposure amounts for securitisation position referred to in articles 246 and 266;

i alle andre tilfælde skal der tillægges en risikovægt på 1250 % på ikkeratede securitiseringspositioner.
in all other cases, a risk weight of 1250 % shall be assigned to securitisation positions which are unrated;

en retlig ramme for enkle, gennemsigtige og standardiserede securitiseringspositioner (rullende program)
a european legal framework for simple, transparent and standardised securitisation (rolling programme)

volatilitetsjusteringer for securitiseringspositioner og opfyldelse af kriterierne i artikel 197, stk. 1, litra h)
volatility adjustments for securitisation positions and meeting the criteria in article 197(1) (h)

behandling af securitiseringspositioner i en second loss-tranche eller bedre inden for et abcp-program
treatment of securitisation positions in a second loss tranche or better in an abcp programme

et institut benytter kreditvurderinger konsistent og ikke selektivt i forbindelse med sine securitiseringspositioner i overensstemmelse med følgende principper:
an institution shall use credit assessments consistently and not selectively in respect of its securitisation positions, in accordance with the following principles:

"tilsynsformelmetoden" en metode til opgørelse af størrelsen af risikovægtede eksponeringer for securitiseringspositioner i henhold til artikel 261
'supervisory formula method' means the method of calculating risk-weighted exposure amounts for securitisation positions in accordance with article 262;

korrelationshandelsporteføljen består af securitiseringspositioner og "nth to default"-kreditderivater, der opfylder samtlige følgende kriterier:
the correlation trading portfolio shall consist of securitisation positions and n‑th‑to‑default credit derivatives that meet all of the following criteria: