#2533084
INNÉACS CDS
INDEX CDS
Filter results
Collections
3 results in 2 documents
#2536353
Méideanna barúlacha iomlána innéacs CDS a úsáidtear mar fhálú le haghaidh phriacal CVA.
Total notional amounts of index CDS used as hedge for CVA risk.
#588902
I gcás ina bhfuil contrapháirtí ar áireamh in innéacs a bhfuil babhtáil mainneachtana creidmheasa arna húsáid chun priacal creidmheasa an chontrapháirtí a fhálú bunaithe air, féadfaidh an institiúid an méid barúlach atá inchurtha i leith an chontrapháirtí sin i gcomhréir lena ualú eintitis tagartha a asbhaint ó mhéid barúlach an innéacs CDS agus é a láimhseáil mar fhálú aonainm (Bi) an chontrapháirtí aonair le haibíocht bunaithe ar aibíocht an innéacs.
Where a counterparty is included in an index on which a credit default swap used for hedging counterparty credit risk is based, the institution may subtract the notional amount attributable to that counterparty in accordance with its reference entity weight from the index CDS notional amount and treat it as a single name hedge (Bi) of the individual counterparty with maturity based on the maturity of the index.