#574315
Is mar iasachtaí a aicmítear glaonna ar éarlais in airgead faoi chomhaontú athcheannaigh.
Marginal calls in cash under a repo are classified as loans.
Is mar iasachtaí a aicmítear glaonna ar éarlais in airgead faoi chomhaontú athcheannaigh.
Marginal calls in cash under a repo are classified as loans.
Chun críocha priacal cothromais, is fachtóir priacail aonair, arna shloinneadh mar veicteoir rátaí athcheannaigh d'aibíochtaí difriúla, a bheidh i gcuar athcheannaigh cothromais sonrach.
For the purposes of equity risk, a specific equity repo curve shall constitute a single risk factor, which is expressed as a vector of repo rates for different maturities.
Ní bheidh aon cheanglais cístí dílse i gcomhair priacal vega ar rátaí athcheannaigh cothromais.
There shall be no own funds requirements for vega risk for equity repo rates.
Ní bheidh aon cheanglais cístí dílse i gcomhair priacal cuaire ar rátaí athcheannaigh cothromais.
There shall be no curvature risk own funds requirements for equity repo rates.
ina ndéanfar na híogaireachtaí ar fhachtóirí priacail ar rátaí athcheannaigh gnáthchothromais iad a ríomh mar a leanas:
the sensitivities to risk factors consisting of equity repo rates shall be calculated as follows:
= na híogaireachtaí ar fhachtóirí priacail ar rátaí athcheannaigh gnáthchothromais;
= the sensitivities to risk factors consisting of equity repo rates;
Ualú riosca i gcomhair ráta athcheannaigh
Risk weight for equity repo rate
Sannadh cearta nó taisceadh sócmhainní chun críocha comhthaobhachta, gealltán agus/nó athcheannach
Assignment of rights or deposit of assets for collateral purposes, pledge and/or repo
Tosaíocht leasa sannaithe, geallaithe nó ceannaitheoirí athcheannaigh thar leas éilitheoirí eile
Priority of assignees’, pledgees’ or repo purchasers’ interest over that of other claimants
Níl aon cheanglais foirme ann maidir le sannadh chun críocha comhthaobhachta, nó maidir le gealltán nó athcheannach ar chearta nó ar shócmhainní an Rannpháirtí a chruthú agus a fhorfheidhmiú agus ní gá an [sannadh chun críocha comhthaobhachta, gealltán nó athcheannach, mar is infheidhme], nó aon sonraí den [sannadh, gealltán nó athcheannach, de réir mar is infheidhme,] sin a chlárú nó a chomhdú le haon chúirt nó údarás rialtasach, breithiúnach nó poiblí atá inniúil i [dlínse].
There are no form requirements for the assignment for collateral purposes of, or the creation and enforcement of a pledge or repo over the Participant’s rights or assets and it is not necessary for the [assignment for collateral purposes, pledge or repo, as applicable], or any particulars of such [assignment, pledge or repo, as applicable,] to be registered or filed with any court or governmental, judicial or public authority that is competent in [jurisdiction].
Comhaontú athcheannaigh/comhaontuithe athcheannaigh meaitseála
Repo/matching repos
Tuairisceofar comhaontú athcheannaigh mar a leanas:
A repurchase agreement (hereinafter “repo”) shall be reported as follows:
tuairisceofar comhthaobhacht an chomhaontaithe athcheannaigh mar a leanas:
the collateral of the repo shall be reported as follows:
Ceanglaítear na cineálacha éagsúla uile seo a leanas d’oibríochtaí de chineál comhaontaithe athcheannaigh a thuairisciú mar chomhaontuithe athcheannaigh:
The following variants of repo-type operations are all required to be reported as repurchase agreements:
Mar shampla ní cúis le hualú breise idirbhearta athcheannaigh in USD bunaithe ar shócmhainní USD, ach cúis le hualú breise is ea idirbheart athcheannaigh in USD bunaithe ar shócmhainn EUR.
For instance a repo transactions in USD based on USD assets does not cause additional encumbrance, whereas a repo transaction in USD based on a EUR asset causes additional encumbrance.
Modheolaíocht shonrach i gcás fachtóirí riosca athcheannaigh agus díbhinne
Specific methodology for repo and dividend risk factors
1 – Ceannaitheoir i gcomhaontú athcheannaigh
1 – Buyer in a repo
2 – Díoltóir i gcomhaontú athcheannaigh
2 – Seller in a repo
Ceannaitheoir i gcomhaontú athcheannaigh: an méid a fuarthas tráth tionscanta an chonartha
Buyer in a repo: amount received at the contract inception
Díoltóir i gcomhaontú athcheannaigh: an méid a géilleadh tráth tionscanta an chonartha
Seller in a repo: amount ceded at the contract inception
Ceannaitheoir i gcomhaontú athcheannaigh: an méid a géilleadh tráth aibíochta an chonartha
Buyer in a repo: amount ceded at the contract maturity
Díoltóir i gcomhaontú athcheannaigh: an méid a fuarthas tráth aibíochta an chonartha
Seller in a repo: amount received at the contract maturity
‘GCFR’ — GCF REPO
“GCFR” — GCF REPO
= veicteoir de chomhpháirteanna m lena léirítear an struchtúr téarma athcheannaigh i gcomhair cothromas ar leith k nuair a bhíonn m cothrom le líon na rátaí athcheannaigh atá comhfhreagrach leis na haibíochtaí a úsáidtear i samhail phraghsála na hionstraime i;
= a vector of m components representing the repo term structure for a specific equity k with m being equal to the number of repo rates corresponding to different maturities used in the pricing model of instrument i;
Maidir le hinstitiúidí tuairiscithe nach féidir leo incháilitheacht bainc ceannais a shuíomh go deimhneach i dtaca le hítim, mar shampla dlínsí a fheidhmíonn gan sainmhíniú soiléir ar shócmhainní incháilithe comhaontuithe athcheannaigh de chuid bainc ceannais nó nach bhfuil rochtain acu ar mhargadh athcheannaigh bainc ceannais a fheidhmíonn go leanúnach, féadfaidh siad staonadh ón méid gaolmhar i dtaca leis an ítim sin a thuairisciú i.e. an réimse tuairiscithe a fhágáil folamh.
Reporting institutions that cannot positively establish central bank eligibility for an item, for instance jurisdictions that operate without a clear definition of central bank repo eligible assets or do not have access to continuously functioning central bank repo market, may abstain from reporting the associated amount for that item, i.e. leave the reporting field blank.
I gcás ina mbeidh institiúid imithe isteach in idirbheart athcheannaigh, an tsócmhainn a athcheannaíodh, cuirfear isteach arís í mar insreabhadh urrúis san aga aibíochta ina n-aibíonn an t-idirbheart athcheannaigh.
Where an institution has entered into a repo transaction, the asset which has been repoed out shall be re-entered as a security inflow in the maturity bucket where the repo transaction matures.
I gcás ina mbeidh institiúid imithe isteach in idirbheart athcheannaigh droim ar ais, an tsócmhainn a athcheannaíodh droim ar ais, cuirfear isteach arís í mar eis-sreabhadh urrúis san aga aibíochta ina n-aibíonn an t-idirbheart athcheannaigh.
Where an institution has entered into a reverse repo transaction, the asset which has been repoed in shall be re- entered as a security outflow in the maturity bucket where the repo transaction matures.
D'fhéadfadh sé freisin go mbainfeadh sé d'éifeacht na ngníomhaíochtaí cruthaithe margaidh, mar go n-éascaíonn na margaí athcheannaigh bainistiú an fhardail is gá, rud a thiocfadh salach ar chuspóirí aontas na margaí caipitil.
It could also undermine market-making activities, because repo markets facilitate the management of the necessary inventory, thereby contradicting the objectives of the capital markets union.
Is éard a bheidh sna fachtóirí priacail deilte cothromais a bhíonn le cur i bhfeidhm ag na hinstitiúidí na spotphraghsanna cothromais uile agus na rátaí athcheannaigh cothromais uile.
The equity delta risk factors to be applied by institutions shall be all the equity spot prices and all equity repo rates.
Maidir le gach ionstraim, beidh sa veicteoir a mhéid comhpháirteanna agus a bhfuil d'aibíochtaí difriúla rátaí athcheannaigh ann a úsáidtear mar athróga le samhail phraghsála na hinstitiúide don ionstraim sin.
For each instrument, the vector shall contain as many components as there are different maturities of repo rates that are used as variables by the institution's pricing model for that instrument.
Déanfaidh institiúidí íogaireachtaí ar fhachtóir priacail ráta athcheannaigh an urrúis cothromais chéanna a fhritháireamh, gan beann ar an líon comhpháirteanna i ngach veicteoir.
Institutions shall offset sensitivities to the repo rate risk factor of the same equity security, regardless of the number of components of each vector.
Déanfar na hualuithe priacail do na híogaireachtaí ar fhachtóirí priacail maidir le rátaí cothromais agus rátaí athcheannaigh cothromais a shonrú do gach buicéad i dTábla 8 de bhun an ghníomh tharmligthe dá dtagraítear in Airteagal 461a:
Risk weights for the sensitivities to equity and equity repo rate risk factors shall be specified for each bucket in Table 8 pursuant to the delegated act referred to in Article 461a:
Déanfar an paraiméadar comhghaoil ρkl idir dhá íogaireacht WSk agus WSl ar ráta athcheannaigh cothromais laistigh den bhuicéad céanna a shocrú i gcomhréir le mír 2.
The correlation parameter ρkl between two sensitivities WSk and WSl to equity repo rate within the same bucket shall be set in accordance with paragraph 2.
Déanfar an paraiméadar comhghaoil ρkl idir dhá íogaireacht WSk agus WSl ar rátaí athcheannaigh cothromais laistigh den bhuicéad céanna a shocrú i gcomhréir le pointí (a) go (d) de mhír 2.”;
The correlation parameter ρkl between two sensitivities WSk and WSl to equity repo rates within the same bucket shall be set in accordance with points (a) to (d) of paragraph 2.’;
Féadfar a áireamh ar shócmhainní eile freisin sócmhainní doláimhsithe, lena n-áirítear cáilmheas, sócmhainní cánach iarchurtha, maoin, gléasra agus sócmhainní seasta eile, sócmhainní díorthacha, aisiompú athcheannaigh agus infháltais iasachtaíochta stoic.
Other assets may also include intangible assets, including goodwill, deferred tax assets, property, plant and other fixed assets, derivative assets, reverse repo and stock borrowing receivables.
Go sonrach, beidh cruthú agus forfheidhmiú gealltáin nó athcheannaigh faoin [cuir isteach tagairt don socraíocht ábhartha leis an BC] bailí agus infhorghníomhaithe faoi dhlíthe [dlínse].
Specifically, the creation and enforcement of a pledge or repo under the [insert reference to the relevant arrangement with the CB] will be valid and enforceable under the laws of [jurisdiction].
Ní mór am chun teacht in aibíocht a thabhairt do na samhlacha malartacha chun rochtain a fháil ar leachtacht tríd an margadh athcheannaigh, áfach, agus ní mór do shocruithe scéimeanna pinsean feabhas a chur ar a gcleachtais inmheánacha maidir le leachtacht agus bainistíocht comhthaobhachta.
The alternative models to access liquidity through the repo market must be given time to mature, however, while pension scheme arrangements must improve their internal liquidity and collateral management practices.
tuairisceofar suim ghlanluacha chomhlán an chomhaontaithe athcheannaigh mar fhoinse ualaithe in AE-SOU; r0050; c0010;
the gross carrying amount of the repo shall be reported as a source of encumbrance in AE-SOU; r0050; c0010;
sócmhainní intrádála a thuairisciú arna dtrádáil i margaí móra, doimhne agus gníomhacha athcheannaigh nó airgid thirim arb é a bpríomhthréith leibhéal íseal comhchruinnithe.
shall report tradable assets traded in large, deep and active repo or cash markets characterised by a low level of concentration.
Dá réir sin, déanfar an t-eis-sreabhadh airgid a leanann as an idirbheart athcheannaigh atá ag teacht in aibíocht a thuairisciú san aga ábhartha eis-sreafa airgid in ítim 1.2.
Correspondingly, the cash outflow following from the maturing repo shall be reported in the relevant cash outflow bucket in item 1.2.
Dá réir sin, déanfar an t-insreabhadh airgid a leanann as an idirbheart athcheannaigh atá ag teacht iin ítim 2.1.
Correspondingly, the cash inflow following from the maturing repo shall be reported in the relevant cash inflow bucket in item 2.1.
De mhaolú ar Airteagal 1 déanfaidh institiúidí rátaí athcheannaigh cothromais agus fachtóirí riosca díbhinne a mhapáil ar an gcatagóir fachtóra riosca leathan “Cothromas”.
By way of derogation from Article 1, institutions shall map equity repo rates and dividend risk factors to the broad risk factor category ‘Equity’.
Sainmhínítear comhaontú athcheannaigh mar dhíol urrús in éineacht le comhaontú don díoltóir na hurrúis a cheannach ar ais ar dháta níos déanaí.
A repurchase agreement (repo) is defined as the sale of securities together with an agreement for the seller to buy back the securities at a later date.
Tuairisceofar gach comhaontú athcheannaigh agus gach conradh um iasacht urrús in oiread rónna agus is gá chun an fhaisnéis arna hiarraidh a sholáthar.
Each repo and securities lending contract shall be reported in as many rows as needed to provide the information requested.
Sainaithin cé acu ar ceannaitheoir nó díoltóir é an gnóthas sa chomhaontú athcheannaigh nó cé acu ar iasachtóir nó iasachtaí san iasacht urrús é.
Identify whether the undertaking is a buyer or seller in the repo or a lender or borrower in the securities lending.
Luach an chomhaontaithe athcheannaigh nó an chonartha iasachta urrús, ag leanúint rialacha Airteagal 75 de Threoir 2009/138/CE maidir le luacháil conarthaí.
Value of the repo or securities lending contract, following Article 75 of Directive 2009/138/EC rules for valuation of contracts.
Sainaithin ainm dlíthiúil an ghnóthais faoi raon feidhme mhaoirseacht an ghrúpa a shealbhaíonn an comhaontú athcheannaigh agus iasacht urrús.
Identify the legal name of the undertaking within the scope of group supervision that holds the repo and securities lending.
De bhreis air sin, tá tús curtha ag an gCoimisiún le hullmhúcháin a dhéanamh do shaoráid athcheannaigh (‘repo’) chun tacú le rannpháirtithe an mhargaidh a gcuid bannaí a thrádáil.
In addition, the Commission has started to make preparations for a repurchase (‘repo’) facility to support market participants in trading its bonds.
Tríd an tsaoráid athcheannaigh, cuirfidh an Coimisiún a chuid urrús ar fáil ar bhonn sealadach. Ar an gcuma sin cuideoidh sé le príomhdhéileálaithe an Aontais leachtacht a chur ar fáil i mbannaí an Aontais.
Through the repo facility, the Commission will make its securities available on a temporary basis, thus helping EU primary dealers to provide liquidity in EU-Bonds.
Ní mór don Choimisiún na hacmhainní is gá chun saoráid athcheannaigh den sórt sin a chur chun feidhme a fháil agus a thógáil ar dtús, agus beidh an tsaoráid sin gníomhach i lár 2022.
The Commission first needs to acquire and build the capacities required to implement such a repo facility, which will be operational mid-2024.