Gaois

Search direction

Search mode

Filter results

Collections

1 result in 1 document

  1. #588380

    tá suíomh fada airgid fálaithe ag babhtáil ráta toraidh iomlán (nó vice versa) agus tá an oibleagáid tagartha comhoiriúnaithe go cruinn leis an risíocht fholuitheach (i.e. an suíomh airgid).

    a long cash position is hedged by a total rate of return swap (or vice versa) and there is an exact match between the reference obligation and the underlying exposure (i.e., the cash position).

    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