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6 results in 3 documents

  1. #1677167

    déanfaidh an institiúid meastóireacht ar na gnéithe a bhaineann leis an gcomhthiomsú sócmhainní foluiteach, amhail an meánscór creidmheasa atá ualaithe, agus sainaithneoidh sí aon chomhchruinnithe d’oibleagáideoir aonair nó do limistéar geografach agus do ghráinneacht an chomhthiomsaithe sócmhainní.

    the institution evaluates the characteristics of the underlying asset pool, such as its weighted-average credit score, and identifies any concentrations to an individual obligor or geographic area and the granularity of the asset pool.

    Regulation (EU) 2017/2401 of the European Parliament and of the Council of 12 December 2017 amending Regulation (EU) No 575/2013 on prudential requirements for credit institutions and investment firms

  2. #587100

    maidir le meastachán comhiomlánaithe ar chaillteanas ar chomhthiomsú sócmhainní a bhfuil an clár ABCP ag smaoineamh ar a cheannach, cuirfear gach foinse priacal fhéideartha, amhail priacal creidmheasa agus priacal caolúcháin san áireamh.

    the aggregated estimate of loss on an asset pool that the ABCP programme is considering purchasing shall take into account all sources of potential risk, such as credit and dilution risk.

    Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 Text with EEA relevance

  3. #1677162

    cuirtear san áireamh sa mheastachán comhiomlánaithe caillteanais ar chomhthiomsú sócmhainní a d’fhéadfaí a cheannach faoin gclár ABCP gach foinse a d’fhéadfadh priacal a beith ag baint leo, amhail priacal creidmheasa agus caolúcháin;

    the aggregated estimate of loss on an asset pool that may be purchased under the ABCP programme takes into account all sources of potential risk, such as credit and dilution risk;

    Regulation (EU) 2017/2401 of the European Parliament and of the Council of 12 December 2017 amending Regulation (EU) No 575/2013 on prudential requirements for credit institutions and investment firms

  4. #1797602

    Ní fhéadfar fritháireamh a dhéanamh ach amháin idir risíochtaí urrúsúcháin a bhfuil an comhthiomsú sócmhainní foluiteacha céanna acu agus ar leis an tráinse céanna iad.

    Offsetting shall only be possible between securitisation exposures with the same underlying asset pool and belonging to the same tranche.

    Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 amending Regulation (EU) No 575/2013 as regards the leverage ratio, the net stable funding ratio, requirements for own funds and eligible liabilities, counterparty credit risk, market risk, exposures to central counterparties, exposures to collective investment undertakings, large exposures, reporting and disclosure requirements, and Regulation (EU) No 648/2012 (Text with EEA relevance.)

  5. #583205

    Sa chás deireanach sin, níor cheart a mheas de ghnáth gur risíocht ar ath-urrúsú í saoráid leachtachta a bhaineann go sonrach le comhthiomsú toisc gur tráinse de chomhthiomsú aonair sócmhainní atá ann (is é sin le rá, comhthiomsú na n-iasachtaí iomlána is infheidhme) nach bhfuil aon risíocht ar urrúsú ann.

    In the latter situation, a pool- specific liquidity facility should generally not be considered a re-securitisation exposure because it represents a tranche of a single asset pool (that is, the applicable pool of whole loans) which contains no securitisation exposures.

    Regulation (EU) No 575/2013 of the European Parliament and of the Council of 26 June 2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012 Text with EEA relevance

  6. #1677163

    i gcás ina bhfuil méid na bhfeabhsuithe creidmheasa a sholáthair an díoltóir bunaithe ar chaillteanais a bhaineann le creidmheas agus orthu sin amháin, agus más iomchuí an priacal caolúcháin i gcás an chomhthiomsaithe sócmhainní ar leith sin, is cúlchiste ar leithligh a bheidh sa chlár ABCP le haghaidh priacal caolúcháin;

    where the seller-provided credit enhancement is sized based only on credit-related losses and dilution risk is material for the particular asset pool, the ABCP programme comprises a separate reserve for dilution risk;

    Regulation (EU) 2017/2401 of the European Parliament and of the Council of 12 December 2017 amending Regulation (EU) No 575/2013 on prudential requirements for credit institutions and investment firms