#2028384
Risíocht dheimhneach ionchasach iarbhír (EEPE)
Effective expected positive exposure (EEPE)
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#2535639
RISÍOCHT DHEIMHNEACH IONCHASACH IARBHÍR (EEPE)
EFFECTIVE EXPECTED POSITIVE EXPOSURE (EEPE)
#587265
ciallaíonn "risíocht dheimhneach ionchasach" (dá ngairtear "EPE" anseo feasta) meán ualaithe le himeacht ama de risíochtaí ionchasacha, sa chás gurb iad na hualuithe an cion den tréimhse ama iomlán a bhfuil an risíocht ionchasach aonair in ionannas léi;
"expected positive exposure" (hereinafter referred to as "EPE") means the weighted average over time of expected exposures, where the weights are the proportion of the entire time period that an individual expected exposure represents.
#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;