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  1. #585611

    __NEWLINE__EffectiveEEtk = an risíocht ionchasach éifeachtach ag tréimhse todhchaí tk;

    __NEWLINE__EffectiveEEtk = the effective expected exposure at the future period tk;

    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

  2. #587251

    Féadfar an aibíocht iarbhír sin a oiriúnú chun an priacal tar-rollta a léiriú má dhéantar an risíocht ionchasach a ionadú leis an risíocht ionchasach iarbhír do thréimhsí réamhaisnéise níos lú ná bliain amháin;

    This effective maturity may be adjusted to reflect rollover risk by replacing expected exposure with effective expected exposure for forecasting horizons under one year;

    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. #587263

    ciallaíonn "risíocht ionchasach iarbhír ar dháta sonrach" (dá ngairtear "EE iarbhír" anseo feasta) an risíocht ionchasach uasta a bhíonn ann an dáta sin nó aon dáta roimhe sin.

    "effective expected exposure at a specific date" (hereinafter referred to as "Effective EE") means the maximum expected exposure that occurs at that date or any prior date.

    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

  4. #587264

    A mhalairt sin, féadfar é a shainiú do dháta sonrach mar an gceann is mó idir risíocht ionchasach ar an dáta sin nó an risíocht ionchasach iarbhír ar dháta ar bith roimhe sin;

    Alternatively, it may be defined for a specific date as the greater of the expected exposure at that date or the effective expected exposure at any prior date;

    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

  5. #588846

    socróidh sí EE cothrom leis an risíocht ionchasach iarbhír arna ríomh faoi Airteagal 285(1)(b) i leith aibíochta atá cothrom leis an gceann is mó de na cinn a leanas:

    set EE equal to the effective expected exposure as calculated under Article 285(1)(b) for a maturity equal to the greater of the following:

    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. #587267

    ciallaíonn "risíocht dheimhneach ionchasach iarbhír" (dá ngairtear "EPE iarbhír" anseo feasta), meán ualaithe den risíocht ionchasach iarbhír thar an gcéad bhliain de thacar glanluachála nó, má aibíonn gach ceann de na conarthaí laistigh den tacar glanluachála faoi cheann bliana amháin, thar thréimhse ama an chonartha leis an aibíocht is faide sa tacar glanluachála, sa chás gurb iad na hualuithe an cion den tréimhse ama iomlán a bhfuil an risíocht ionchasach aonair in ionannas leis;

    "effective expected positive exposure" (hereinafter referred to as "Effective EPE") means the weighted average of effective expected exposure over the first year of a netting set or, if all the contracts within the netting set mature within less than one year, over the time period of the longest maturity contract in the netting set, where the weights are the proportion of the entire time period that an individual expected exposure represents;

    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