#2026529
Risíocht ar priacal creidmheasa an chontrapháirtí maidir le sócmhainní IMU
Counterparty credit risk exposure for SFT assets
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#2026531
Maolú le haghaidh IMUanna: Risíocht ar phiracal creidmheasa an chontrapháirtí i gcomhréir le hAirteagail 429e(5) agus 222 de CRR
Derogation for SFTs: Counterparty credit risk exposure in accordance with Articles 429e(5) and 222 CRR
#2536329
An chuid de risíocht iomlán ar phriacal creidmheasa an chontrapháirtí atá ann de thoradh dhíorthaigh OTC agus dá thoradh sin amháin.
The part of the total counterparty credit risk exposure solely due to OTC derivatives.
#2536333
An chuid de risíocht iomlán ar phriacal creidmheasa an chontrapháirtí atá ann de thoradh dhíorthaigh SFT agus dá thoradh sin amháin.
The part of the total counterparty credit risk exposure solely due to SFT derivatives.
#587292
D'ainneoin mhír 3, féadfaidh institiúid rogha a dhéanamh gach díorthach creidmheasa nach bhfuil san áireamh sa leabhar trádála, agus a ceannaíodh mar chosaint i gcoinne risíochta ar leabhar neamhthrádála nó i gcoinne risíochta ar priacal creidmheasa an chontrapháirtí, a chur san áireamh go comhsheasmhach ar mhaithe le ceanglais cistí dílse do priacal creidmheasa an chontrapháirtí a ríomh, i gcás ina n-aithnítear an chosaint chreidmheasa faoin Rialachán seo.
Notwithstanding paragraph 3, an institution may choose consistently to include for the purposes of calculating own funds requirements for counterparty credit risk all credit derivatives not included in the trading book and purchased as protection against a non-trading book exposure or against a counterparty credit risk exposure where the credit protection is recognised under this Regulation.
#588817
Institiúid a bhfuil cead aici samhail inmheánach a úsáid maidir le priacal sonrach na n-ionstraimí fiachais i gcomhréir le pointe (d) d'Airteagal 363(1), déanfaidh sí, i gcás na n-idirbheart uile a bhfuil cead aici an IMM a úsáid ina leith chun luach risíochta a chinneadh maidir leis an risíocht ghaolmhar ar priacal creidmheasa an chontrapháirtí i gcomhréir le hAirteagal 283, na ceanglais cistí dílse le haghaidh priacal CLC a chinneadh trí thionchar na n-athruithe i raonta difríochta na gcontrapháirtithe ar CLCanna chontrapháirtithe uile na n-idirbheart sin a shamhaltú, ag cur fálú CLC atá incháilithe i gcomhréir le hAirteagal 386 san áireamh.
An institution which has permission to use an internal model for the specific risk of debt instruments in accordance with point (d) of Article 363 (1) shall, for all transactions for which it has permission to use the IMM for determining the exposure value for the associated counterparty credit risk exposure in accordance with Article 283, determine the own funds requirements for CVA risk by modelling the impact of changes in the counterparties' credit spreads on the CVAs of all counterparties of those transactions, taking into account CVA hedges that are eligible in accordance with Article 386.
#588878
luach iomlán risíochta ar priacal creidmheasa chontrapháirtí "i" (suimithe thar a dtacair ghlanluachála) lena n-áirítear éifeacht na comhthaobhachta i gcomhréir leis na modhanna atá leagtha síos i Ranna 3 go 6 de Theideal II, Caibidil 6 mar is infheidhme maidir le ceanglas cistí dílse le haghaidh priacal creidmheasa contrapháirtí a ríomh i leith an chontrapháirtí sin.
the total counterparty credit risk exposure value of counterparty "i" (summed across its netting sets) including the effect of collateral in accordance with the methods set out in Sections 3 to 6 of Title II, Chapter 6 as applicable to the calculation of the own funds requirements for counterparty credit risk for that counterparty.
#1798202
“ = luach iomlán risíochta ar phriacal creidmheasa chontrapháirtí ‘i’ (suimithe thar a dtacair ghlanluachála) lena n-áirítear éifeacht na comhthaobhachta i gcomhréir leis na modhanna a leagtar síos i Ranna 3 go 6 de Chaibidil 6 de Theideal II de mar is infheidhme i dtaca le ceanglais maidir le cistí dílse le haghaidh priacal creidmheasa contrapháirtí a ríomh i leith an chontrapháirtí sin.”;
‘ = the total counterparty credit risk exposure value of counterparty ‘i’ (summed across its netting sets) including the effect of collateral in accordance with the methods set out in Sections 3 to 6 of Chapter 6 of Title II as applicable to the calculation of the own funds requirements for counterparty credit risk for that counterparty.’;
#2011857
De mhaolú ar an gcéad fhomhír den mhír seo, faoi réir an toilithe shainráite i ndoiciméadacht deiridh an idirbhirt ag an infheisteoir tar éis a dhícheall cuí a dhéanamh i gcomhréir le hAirteagal 5 den Rialachán seo, lena n-áirítear measúnú a dhéanamh ar aon neamhchosaint ábhartha ar riosca creidmheasa an chontrapháirtí, is é an tionscnóir, agus an tionscnóir amháin, a fhéadfaidh dul ar iontaoibh comhthaobhachta d’ardchaighdeán i bhfoirm airgead tirim i dtaisce leis an tionscnóir, nó le cleamhnaí dá chuid, má cháilíonn an tionscnóir nó cleamhnaí dá chuid, ar a laghad, le haghaidh chéim 2 den cháilíocht chreidmheasa i gcomhréir leis an mapáil a leagtar amach in Airteagal 136 de Rialachán (AE) Uimh. 575/2013.
By way of derogation from the first subparagraph of this paragraph, subject to the explicit consent in the final transaction documentation by the investor after having conducted its due diligence according to Article 5 of this Regulation, including an assessment of any relevant counterparty credit risk exposure, only the originator may have recourse to high quality collateral in the form of cash on deposit with the originator, or one of its affiliates, if the originator or one of its affiliates qualifies as a minim um for credit quality step 2 in line with the mapping set out in Article 136 of Regulation (EU) No 575/2013.