#2760652
Suim riosca an ráta úis, ar cuid de sin: Riosca an ráta úis arna éagsúlú
Interest rate risk sum of which: Interest rate risk diversified
Suim riosca an ráta úis, ar cuid de sin: Riosca an ráta úis arna éagsúlú
Interest rate risk sum of which: Interest rate risk diversified
Suim riosca an ráta úis, ar cuid de sin: Riosca an ráta úis
Interest rate risk sum of which: Interest rate risk
I gcás ina ndéanfaidh institiúid fálú ar risíochtaí leabhair neamhthrádála ar phriacal ráta úis ag úsáid suíomh priacail ráta úis atá cláraithe ina leabhar trádála, measfar gur fálú inmheánach é an suíomh sin maidir le priacal an ráta úis chun críocha priacail ráta úis a thagann as suíomhanna neamhthrádála a mheasúnú i gcomhréir le hAirteagail 84 agus 98 de Threoir 2013/36/AE i gcás ina gcomhlíonfar na coinníollacha seo a leanas:
Where an institution hedges non-trading book interest rate risk exposures using an interest rate risk position booked in its trading book, that interest rate risk position shall be considered to be an internal hedge for the purpose of assessing the interest rate risk arising from non-trading positions in accordance with Articles 84 and 98 of Directive 2013/36/EU where the following conditions are met:
Suímh maidir le priacal an ráta úis
Interest rate risk positions
D'fhonn suíomh maidir le priacal an ráta úis a ríomh, cuirfidh institiúidí na forálacha seo a leanas i bhfeidhm.
In order to calculate interest rate risk position, institutions shall apply the following provisions.
I gcás suíomh maidir le priacal an ráta úis a thig uathu seo a leanas:
For interest rate risk positions from the following:
I gcás suíomh maidir le priacal an ráta úis:
For interest rate risk positions from:
Priacal ráta úis ar ionstraimí díorthacha
Interest rate risk on derivative instruments
Risíocht ar phriacal ráta úis maidir le suímh nach n-áirítear sa leabhar trádála
Exposure to interest rate risk on positions not included in the trading book
cineál an priacal ráta úis agus na príomhthoimhdí (lena n-áirítear toimhdí maidir le réamhíocaíochtaí iasachta agus iompraíocht taiscí neamhaibíochta), agus a mhinice a thomhaistear an bpriacal ráta úis;
the nature of the interest rate risk and the key assumptions (including assumptions regarding loan prepayments and behaviour of non-maturity deposits), and frequency of measurement of the interest rate risk;
an riosca margaidh, an riosca ráta úis agus an riosca creidmheasa a bhaineann leis an tsócmhainn.
market risk, interest rate risk, credit risk attached to the asset.
Is féidir a mheas gurb ábhartha an riosca ráta úis a thagann as suíomhanna leabhair neamhthrádála sna cásanna dá dtagraítear in Airteagal 98(5), ar a laghad, ach amháin má bhíonn na húdaráis inniúla den tuairim, agus an t-athbhreithniú agus an mheastóireacht á chur i gcrích acu, gur leormhaith an bainistiú a dhéanann an institiúid ar riosca ráta úis a thagann as gníomhaíochtaí leabhar neamhthrádála agus nach bhfuil an institiúid neamhchosanta go hiomarcach ar riosca ráta úis a thagann as gníomhaíochtaí leabhar neamhthrádála.
Interest rate risk arising from non-trading book positions may be considered material at least in the cases referred to in Article 98(5), unless the competent authorities, in performing the review and evaluation, come to the conclusion that the institution's management of interest rate risk arising from non-trading book activities is adequate and that the institution is not excessively exposed to interest rate risk arising from non-trading book activities.
chun na críche sin, féadfaidh an institiúid a shannadh don phunann sin suíomhanna eile priacail ráta úis a dhéantar le tríú páirtithe, nó a leabhar trádála féin ar choinníoll go bhfritháiríonn an institiúid go hiomlán priacal margaidh na suíomhanna eile priacail ráta úis sin trí shuíomhanna priacail ráta úis dá malairt a bheith acu le tríú páirtithe;
for that purpose, the institution may assign to that portfolio other interest rate risk positions entered into with third parties, or its own trading book as long as the institution perfectly offsets the market risk of those interest rate risk positions entered into with its own trading book by entering into opposite interest rate risk positions with third parties;
chun na críche sin, féadfaidh an deasc trádála sin suíomhanna eile priacail ráta úis a bheith acu le tríú páirtithe nó le deasca trádála eile de chuid na hinstitiúide, ar choinníoll go bhfritháireoidh na deasca trádála eile sin go hiomlán priacal margaidh na suíomhanna eile priacail ráta úis sin trí shuíomhanna priacail ráta úis dá malairt a bheith acu le tríú páirtithe;
for that purpose, that trading desk may enter into other interest rate risk positions with third parties or other trading desks of the institution, as long as those other trading desks perfectly offset the market risk of those other interest rate risk positions by entering into opposite interest rate risk positions with third parties;
priacal ráta úis;
interest rate risk;
Forlíontán na catagóire priacail ráta úis
Interest rate risk category add-on
AddOn = forlíontán na catagóire priacail ráta úis;
AddOn IR = the interest rate risk category add-on;
Ríomhfaidh institiúidí an forlíontán do thacar fálúcháin ‘j’ den chatagóir priacail ráta úis mar a leanas:
Institutions shall calculate the interest rate risk category add-on for hedging set j as follows:
priacal ráta úis ghinearálta;
general interest rate risk;
Fachtóirí priacail i dtaca le ráta úis ginearálta
General interest rate risk factors
I gcás fachtóirí priacail i dtaca le ráta úis ginearálta, is buicéad ar leithligh a bheidh i ngach airgeadra.
In the case of general interest rate risk factors, each currency shall constitute a separate bucket.
Déanfaidh institiúidí íogaireachtaí priacail deilte i dtaca le rátaí úis ginearálta (GIRR) a ríomh mar a leanas:
Institutions shall calculate delta general interest rate risk (GIRR) sensitivities as follows:
Ualuithe priacail do phriacal ráta úis ginearálta
Risk weights for general interest rate risk
Comhghaolta laistigh de bhuicéad maidir le priacal ráta úis ginearálta
Intra bucket correlations for general interest rate risk
Comhghaolta i mbuicéid difriúla i gcomhair priacal ráta úis ginearálta
Correlations across buckets for general interest rate risk
Risíochtaí ar phriacal ráta úis a nochtadh maidir le suíomhanna nach bhfuil sealbhaithe sa leabhar trádála
Disclosure of exposures to interest rate risk on positions not held in the trading book
achoimre ar cá mhinice a dhéantar meastóireacht ar na priacail sin ar rátaí úis;
an outline of how often the evaluation of the interest rate risk occurs;
Priacal ráta úis ghinearálta (GIRR)
General interest rate risk (GIRR)
Priacal ráta úis (ginearálta agus sonrach)
Interest rate risk (general and specific)
Riosca an ráta úis
Interest rate risk
Nótaí struchtúrtha atá neamhchosanta ar riosca an ráta úis den chuid is mó.
Structured notes mainly exposed to interest rate risk.
Urrúis chomhthaobhaithe atá neamhchosanta ar riosca an ráta úis den chuid is mó.
Collateralised securities mainly exposed to interest rate risk.
[Féach: Riosca an ráta úis [member]]
[Refer: Interest rate risk [member]]
Riosca an ráta úis [member]
Interest rate risk [member]
Cuimsítear 3 chineál riosca le riosca margaidh: riosca airgeadra, riosca an ráta úis agus praghasriosca eile.
Market risk comprises three types of risk: currency risk, interest rate risk and other price risk.
[Féach: Riosca airgeadra [member]; Riosca ráta úis [member]; Praghasriosca eile [member]; Ionstraimí airgeadais, aicme [member]]
[Refer: Currency risk [member]; Interest rate risk [member]; Other price risk [member]; Financial instruments, class [member]]
[Féach: Riosca airgeadra [member]; Riosca ráta úis [member]; Ionstraimí airgeadais, aicme [member]]
[Refer: Currency risk [member]; Interest rate risk [member]; Financial instruments, class [member]]
Neamhchosaintí ar phriacal an ráta úis a nochtadh maidir le suíomhanna nach bhfuil á sealbhú sa leabhar trádála
Disclosure of exposures to interest rate risk on positions not held in the trading book
“Ceanglais nochta: DIS70: Priacal an ráta úis sa leabhar baincéireachta”.
‘Disclosure requirements: DIS70: Interest rate risk in the banking book’.
Treoracha le haghaidh phriacal an ráta úis maidir le suíomhanna nach bhfuil sealbhaithe i dteimpléid nochta an leabhair trádála
Instructions for interest rate risk on positions not held in the trading book disclosure templates
Le straitéis chistiúcháin an Choimisiúin is féidir riosca ráta úis agus rioscaí airgeadais eile a bhainistiú ar bhealach níos fearr.
The Commission’s funding strategy enables better management of interest rate risk and other financial risks.
PRIACAL AN RÁTA ÚIS
INTEREST RATE RISK
lena n-áirítear: Mapáilte go heisiach chuig catagóir priacail an ráta úis
of which: Mapped exclusively to Interest rate risk category
ATHRUITHE AR LUACH CÓIR NA nÍTIMÍ FÁLAITHE SAN FHALÚ PUNAINNE UM PRIACAL AN RÁTA ÚIS
FAIR VALUE CHANGES OF THE HEDGED ITEMS IN PORTFOLIO HEDGE OF INTEREST RATE RISK
Ionstraimí seachas díorthaigh a chuirtear san áireamh i ríomh phriacal ráta úis na suíomhanna leabhair trádála.
Instruments other than derivatives included in the calculation of interest rate risk of trading book positions.
[Féach: Riosca an ráta úis [member]]
[Refer: Interest rate risk [member]]
Riosca an ráta úis [member]
Interest rate risk [member]
Cuimsítear 3 chineál riosca le riosca margaidh: riosca airgeadra, riosca an ráta úis agus praghasriosca eile.
Market risk comprises three types of risk: currency risk, interest rate risk and other price risk.
[Féach: Riosca airgeadra [member]; Riosca ráta úis [member]; Praghasriosca eile [member]; Ionstraimí airgeadais, aicme [member]]
[Refer: Currency risk [member]; Interest rate risk [member]; Other price risk [member]; Financial instruments, class [member]]
[Féach: Riosca airgeadra [member]; Riosca ráta úis [member]; Ionstraimí airgeadais, aicme [member]]
[Refer: Currency risk [member]; Interest rate risk [member]; Financial instruments, class [member]]