#585516
Méideanna risíochta atá ualaithe ó thaobh priacal a ríomh le haghaidh priacal caolúcháin ar earraí infhaighte ceannaithe
Calculation of risk weighted exposure amounts for dilution risk of purchased receivables
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#585518
Méideanna risíochta atá ualaithe ó thaobh priacal le haghaidh priacal caolúcháin ar earraí infhaighte ceannaithe
Risk weighted exposure amounts for dilution risk of purchased receivables
#585570
I gcás priacal caolúcháin i leith earraí infhaighte corparáideacha ceannaithe, beidh PD cothrom le meastachán EL na hinstitiúide ar an bpriacal caolúcháin.
For dilution risk of purchased corporate receivables, PD shall be set equal to the EL estimate of the institution for dilution risk.
#585585
I gcás priacal caolúcháin i leith earraí infhaighte corparáideacha ceannaithe:
For dilution risk of purchased corporate receivables:
#585633
I gcás priacal caolúcháin ar earraí infhaighte ceannaithe, socrófar PD ar luach atá cothrom le meastacháin EL ar priacal caolúcháin.
For dilution risk of purchased receivables PD shall be set equal to EL estimates for dilution risk.
#585639
I gcás priacal caolúcháin ar earraí infhaighte ceannaithe, úsáidfear luach LGD atá cothrom le 75 %.
For dilution risk of purchased receivables, an LGD value of 75 % shall be used.
#589710
Nochtfaidh institiúidí an fhaisnéis seo a leanas maidir le risíocht na hinstitiúide ar priacal creidmheasa agus ar priacal caolúcháin:
Institutions shall disclose the following information regarding the institution's exposure to credit risk and dilution risk:
#1676976
Ríomhfaidh na hinstitiúidí KIRB as féin do phriacal caolúcháin i ndáil le risíochtaí foluiteacha suíomhanna urrúsúcháin má bhíonn priacal caolúcháin ábhartha i gcás na risíochtaí sin.
Institutions shall calculate KIRB separately for dilution risk in relation to the underlying exposures of a securitisation where dilution risk is material to such exposures.
#1796647
I gcás priacal caolúcháin ar earraí infhaighte ceannaithe, úsáidfear luach LGD atá cothrom le 75 %.
For dilution risk of purchased receivables, an LGD value of 75 % shall be used.
#1799296
Risíochtaí ar phriacal creidmheasa agus ar phriacal caolúcháin a nochtadh
Disclosure of exposures to credit risk and dilution risk
#1799297
Nochtfaidh institiúidí an fhaisnéis seo a leanas maidir lena risíochtaí ar phriacal creidmheasa agus ar phriacal caolúcháin:
Institutions shall disclose the following information regarding their exposures to credit risk and dilution risk:
#2025318
Risíochtaí ar phriacal creidmheasa, ar phriacal caolúcháin agus ar cháilíocht creidmheasa a nochtadh
Disclosure of exposures to credit risk, dilution risk and credit quality
#2532345
PRIACAL CAOLÚCHÁIN: EARRAÍ INFHAIGHTE IOMLÁNA A CEANNAÍODH
DILUTION RISK: TOTAL PURCHASED RECEIVABLES
#2534530
Priacal caolúcháin maidir le hearraí infhaighte ceannaithe;
Dilution risk for purchased receivables;
#2534725
Tuairisceofar priacal caolúcháin le haghaidh earraí infhaighte ceannaithe corparáideacha agus miondíola.
Dilution risk shall be reported for corporate and retail purchased receivables.
#585523
Déanfaidh na húdaráis inniúla institiúid a dhíolmhú ó ríomh agus aithint na méideanna risíochta atá ualaithe ó thaobh priacal le haghaidh priacal caolúcháin maidir le cineál risíochta a tharlaíonn de bharr earraí infhaighte ceannaithe corparáideacha nó miondíola i gcás inar léirigh an institiúid chun sástachta an údaráis inniúil go bhfuil an priacal caolúcháin neamhábhartha don institiúid sin maidir le risíocht den chineál sin.
The competent authorities shall exempt an institution from calculating and recognising risk weighted exposure amounts for dilution risk of a type of exposures caused by purchased corporate or retail receivables where the institution has demonstrated to the satisfaction of the competent authority that dilution risk for that institution is immaterial for this type of exposures.
#587101
Mura bhfuil méid na bhfeabhsuithe creidmheasa a sholáthair an díoltóir bunaithe ach ar chaillteanais a bhaineann le creidmheas agus orthu sin amháin, bunófar cúlchiste ar leith don priacal caolúcháin má tá priacal caolúcháin ábhartha i gcás an chomhthiomsaithe risíochtaí ar leith sin.
If the seller-provided credit enhancement is sized based only on credit-related losses, then a separate reserve shall be established for dilution risk, if dilution risk is material for the particular exposure pool.
#587143
Nuair a láimhseáiltear an bpriacal mainneachtana agus caolúcháin le haghaidh earraí infhaighte ceannaithe ar bhealach comhiomlán laistigh d'urrúsú, tógfar an t-ionchur LGDi mar mheán ualaithe den LGD don priacal creidmheasa agus den 75 % LGD don priacal caolúcháin.
When default and dilution risk for purchased receivables are treated in an aggregate manner within a securitisation, the LGDi input shall be constructed as a weighted average of the LGD for credit risk and the 75 % LGD for dilution risk.
#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;
#583528
ciallaíonn "priacal caolúcháin" an priacal go laghdófaí suim infhála trí chreidmheasanna airgid nó neamh-airgid chuig an bhféichiúnaí;
"dilution risk" means the risk that an amount receivable is reduced through cash or non-cash credits to the obligor;
#585367
Déanfar méideanna risíochta atá ualaithe ó thaobh priacal le haghaidh priacal caolúcháin ar earraí infhaighte ceannaithe a ríomh i gcomhréir le hAirteagal 157.
The risk-weighted exposure amounts for dilution risk for purchased receivables shall be calculated in accordance with Article 157.
#585369
Beidh an ríomh a dhéanfar ar mhéideanna risíochta atá ualaithe ó thaobh priacal le haghaidh priacal creidmheasa agus priacal caolúcháin bunaithe ar na paraiméadair ábhartha a bhaineann leis an risíocht atá i gceist.
The calculation of risk-weighted exposure amounts for credit risk and dilution risk shall be based on the relevant parameters associated with the exposure in question.
#585519
Déanfaidh institiúidí na méideanna risíochta atá ualaithe ó thaobh priacal le haghaidh priacal caolúcháin ar earraí infhaighte ceannaithe corparáideacha agus miondíola a ríomh de réir na foirmle atá leagtha amach in Airteagal 153(1).
Institutions shall calculate the risk weighted exposure amounts for dilution risk of purchased corporate and retail receivables according to the formula set out in Article 153(1).
#585547
Ríomhfar méideanna an chaillteanais ionchasaigh maidir le priacal caolúcháin na n-earraí infhaighte ceannaithe de réir na foirmle seo a leanas:
The expected loss amounts for dilution risk of purchased receivables shall be calculated according to the following formula:
#585566
I gcás priacal caolúcháin, mar aon le soláthraithe na cosanta dá dtagraítear in Airteagal 201(1)(g), tá díoltóir na n-earraí infhaighte ceannaithe incháilithe má chomhlíontar na coinníollacha seo a leanas:
For dilution risk, in addition to the protection providers referred to in Article 201(1)(g) the seller of the purchased receivables is eligible if the following conditions are met:
#585640
Más féidir le hinstitiúid a meastacháin EL ar priacal caolúcháin na n-earraí infhaighte ceannaithe a mhiondealú ina PDanna agus ina LGDanna ar bhealach iontaofa, féadfaidh an institiúid a meastachán LGD féin a úsáid.
If an institution can decompose its EL estimates for dilution risk of purchased receivables into PDs and LGDs in a reliable manner, the institution may use its own LGD estimate.
#586500
i gcás cosanta i gcoinne priacal caolúcháin, níl díoltóir na n-earraí infhaighte ceannaithe ina chomhalta den ghrúpa céanna agus atá soláthraí na cosanta.
in the case of protection against dilution risk, the seller of purchased receivables is not a member of the same group as the protection provider.
#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.
#587144
Is iad na muirir cistí dílse neamhspleácha a bhaineann leis an priacal creidmheasa agus leis an priacal caolúcháin faoi seach a bheidh sna hualuithe.
The weights shall be the stand-alone own funds charges for credit risk and dilution risk respectively.
#1677060
Is iad ceanglais chaipitil dhílse neamhspleácha an Cur chuige IRB a bhaineann le priacal creidmheasa agus le priacal caolúcháin faoi seach a bheidh ina n-ualaí.
The weights shall be the stand-alone IRB Approach capital requirements for credit risk and dilution risk, respectively.
#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;
#1796648
Más féidir le hinstitiúid a meastacháin EL ar phriacal caolúcháin na n-earraí infhaighte ceannaithe a mhiondealú ina PDanna agus ina LGDanna ar bhealach iontaofa, féadfaidh an institiúid a meastachán LGD féin a úsáid.
If an institution can decompose its EL estimates for dilution risk of purchased receivables into PDs and LGDs in a reliable manner, the institution may use its own LGD estimate.
#2027372
Treoracha maidir le cuspóirí agus beartais bainistíochta priacail, risíochtaí ar phriacal creidmheasa, priacal caolúcháin agus cáilíocht chreidmheasa a nochtadh
Instructions for disclosure of risk management objectives and policies, exposures to credit risk, dilution risk and credit quality
#2534712
Ní thuairisceofar risíochtaí le haghaidh priacal caolúcháin d’earraí infhaighte ceannaithe de réir gráid nó comhthiomsuithe oibleagáideora, agus tuairisceofar iad i ró 0180.
Exposures for dilution risk of purchased receivables shall not be reported by obligor grades or pools and shall be reported in row 0180.
#2534723
Féach Airteagal 4(1), pointe (53), de Rialachán (AE) Uimh. 575/2013 le haghaidh sainmhíniú ar phriacal caolúcháin.
See Article 4(1), point (53), of Regulation (EU) No 575/2013 for a definition of dilution risk.
#2534724
Féach Airteagal 157 de Rialachán (AE) Uimh. 575/2013 le haghaidh ríomh ar mhéideanna risíochta atá ualaithe ó thaobh priacal le haghaidh priacal caolúcháin.
For calculation of risk weighted exposure amounts for dilution risk see Article 157 of Regulation (EU) No 575/2013.
#584581
na méideanna risíochta atá ualaithe ó thaobh priacal i gcás priacal creidmheasa agus priacal caolúcháin, arna ríomh i gcomhréir le Teideal II agus Airteagal 379, maidir le gníomhaíochtaí gnó uile institiúide, cé is moite de mhéideanna risíochta atá ualaithe ó thaobh priacal ó ghnó na hinstitiúide a bhaineann leis an leabhar trádála;
the risk weighted exposure amounts for credit risk and dilution risk, calculated in accordance with Title II and Article 379, in respect of all the business activities of an institution, excluding risk weighted exposure amounts from the trading book business of the institution;
#585368
I gcás inar féidir le hinstitiúid dul ar iontaoibh iomlán díoltóra earraí infhaighte ceannaithe le haghaidh priacal mainneachtana agus priacal caolúcháin, ní bheidh feidhm ag forálacha an Airteagail seo agus Airteagal 152 agus Airteagal 158(1) go (4) maidir le hearraí infhaighte ceannaithe agus láimhseálfar an risíocht mar risíocht chomhthaobhaithe.
Where an institution has full recourse to the seller of purchased receivables for default risk and for dilution risk, the provisions of this Article and Article 152 and Article 158(1) to (4) in relation to purchased receivables shall not apply and the exposure shall be treated as a collateralised exposure.
#585571
Institiúid a mbeidh cead faighte aici ón údarás inniúil de bhun Airteagal 143 úsáid a bhaint as a meastacháin LGD féin le aghaidh risíochtaí corparáideacha agus ar féidir léi a meastacháin EL le haghaidh earraí infhaighte corparáideacha ceannaithe a mhiondealú ina PDanna agus ina LGDanna ar shlí a mheasfaidh an t-údarás inniúil a bheith iontaofa, féadfaidh sí úsáid a bhaint as an meastachán PD a thig ón miondealú seo.
An institution that has received permission from the competent authority pursuant to Article 143 to use own LGD estimates for corporate exposures that can decompose its EL estimates for dilution risk of purchased corporate receivables into PDs and LGDs in a manner that the competent authority considers to be reliable, may use the PD estimate that results from this decomposition.
#585573
I gcás priacal caolúcháin, mar aon le soláthraithe na cosanta dá dtagraítear in Airteagal 201(1)(g), tá díoltóir na n-earraí infhaighte ceannaithe incháilithe ar an gcoinníoll go gcomhlíontar na coinníollacha atá leagtha amach i mír 4.
For dilution risk, in addition to the protection providers referred to in Article 201(1)(g), the seller of the purchased receivables is eligible provided that the conditions set out in paragraph 4 are met.
#585575
Aon institiúid a mbeidh cead faighte aici ón údarás inniúil de bhun Airteagal 143 a meastacháin LGD féin a úsáid do priacal caolúcháin i leith earraí infhaighte corparáideacha ceannaithe, féadfaidh sí cosaint neamhchistithe creidmheasa a aithint trí bhíthin na PDanna a choigeartú faoi réir Airteagal 161(3).
An institution that has received the permission of the competent authority pursuant to Article 143 to use own LGD estimates for dilution risk of purchased corporate receivables, may recognise unfunded credit protection by adjusting PDs subject to Article 161(3).
#585634
Más féidir le hinstitiúid a meastacháin EL ar priacal caolúcháin na n-earraí infhaighte ceannaithe a mhiondealú ina PDanna agus ina LGDanna ar shlí a mheasfaidh an t-údarás inniúil a bheith iontaofa, féadfar an meastachán PD a úsáid.
If an institution can decompose its EL estimates for dilution risk of purchased receivables into PDs and LGDs in a manner the competent authorities consider to be reliable, the PD estimate may be used.
#585636
I gcás priacal caolúcháin, mar aon le soláthraithe na cosanta dá dtagraítear in Airteagal 201(1)(g), tá díoltóir na n-earraí infhaighte ceannaithe incháilithe má chomhlíontar na coinníollacha atá leagtha amach in Airteagal 160(4).
For dilution risk, in addition to the protection providers referred to in Article 201(1)(g), the seller of the purchased receivables is eligible if the conditions set out in Article 160(4) are met.
#585672
Is ionann luach na risíochta a úsáidfear chun na méideanna risíochta atá ualaithe ó thaobh priacal d'earraí infhaighte ceannaithe a ríomh agus an luach arna ríomh i gcomhréir le mír 1 lúide na ceanglais cistí dílse le haghaidh an priacal caolúcháin roimh an maolú priacal creidmheasa.
The exposure value for the calculation of risk weighted exposure amounts of purchased receivables shall be the value determined in accordance with paragraph 1 minus the own funds requirements for dilution risk prior to credit risk mitigation.
#1676978
Féadfar a mheas, i gcás cúlchiste aonair nó ró-urrúsú comhthaobhach atá ar fáil chun caillteanais de bharr priacal creidmheasa nó caolúcháin a chumhdach, gur tásc é sin go bhfuil na priacail seo á láimhseáil ar bhealach comhiomlán.
The presence of a single reserve fund or overcollateralisation available to cover losses from either credit or dilution risk may be regarded as an indication that these risks are treated in an aggregate manner.
#1677059
I gcás ina láimhseáiltear priacail chreidmheasa agus chaolúcháin le haghaidh earraí infhaighte ceannaithe ar bhealach comhiomlán laistigh d’urrúsú, measfar an t-ionchur LGD a bheith mar mheán ualaithe an LGD i gcás priacal creidmheasa agus mar 100 % an LGD i gcás priacal caolúcháin.
Where credit and dilution risks for purchased receivables are managed in an aggregate manner in a securitisation, the LGD input shall be construed as a weighted average of the LGD for credit risk and 100 % LGD for dilution risk.
#1677061
Chun na gcríoch seo, féadfar a mheas gur léiriú é cúlchiste aonair nó ró-urrúsú comhthaobhach atá ar fáil chun caillteanais de bharr priacal creidmheasa nó priacal caolúcháin a chumhdach go bhfuil na priacail seo á mbainistiú ar bhealach comhiomlán.
For these purposes, the presence of a single reserve fund or overcollateralisation available to cover losses from either credit or dilution risk may be regarded as an indication that these risks are managed in an aggregate manner.