#587127
Modh na Foirmle Maoirseachta
Supervisory Formula Method
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#587065
i gcás suímh gan rátáil féadfaidh an institiúid Modh na Foirmle Maoirseachta a leagtar amach in Airteagal 262 a úsáid i gcás inar féidir léi meastacháin PD a dhéanamh, agus luach na risíochta agus LGD nuair is infheidhme, mar ionchuir i Modh na Foirmle Maoirseachta i gcomhréir leis na ceanglais maidir le meastachán ar na paraiméadair sin faoin gCur Chuige Inmheánach Bunaithe ar Rátálacha i gcomhréir le Roinn 3.
for an unrated position the institution may use the Supervisory Formula Method set out in Article 262 where it can produce estimates of PD, and where applicable exposure value and LGD as inputs into the Supervisory Formula Method in accordance with the requirements for the estimation of those parameters under the Internal Ratings Based approach in accordance with Section 3.
#588260
Féadfar Modh na Foirmle Maoirseachta atá leagtha amach in Airteagal 262 a úsáid i gcás inar féidir leis an institiúid meastacháin a dhéanamh ar PD, agus nuair is infheidhme ar luach na risíochta agus ar LGD mar ionchuir i Modh na Foirmle Maoirseachta i gcomhréir leis na ceanglais maidir le meastachán a dhéanamh ar na paraiméadair sin faoin gCur Chuige Inmheánach Bunaithe ar Rátálacha i gcomhréir le Teideal II, Caibidil 3.
The Supervisory Formula Method set out in Article 262 may be used where the institution can produce estimates of PD, and where applicable exposure value and LGD as inputs into the Supervisory Formula Method in accordance with the requirements for the estimation of those parameters under the Internal Ratings Based Approach in accordance with Title II, Chapter 3.
#586847
ciallaíonn "modh na foirmle maoirseachta" an modh chun méideanna risíochta a ualaítear ó thaobh priacal le haghaidh suíomh urrúsúcháin a ríomh i gcomhréir le hAirteagal 262;
"supervisory formula method" means the method of calculating risk-weighted exposure amounts for securitisation positions in accordance with Article 262;
#587163
I gcás cosaint chreidmheasa iomlán, i gcás ina ndéantar na méideanna risíochta a ualaítear ó thaobh priacal a ríomh ag baint úsáide as Modh na Foirmle Maoirseachta, beidh feidhm ag na ceanglais seo a leanas:
In the case of full credit protection, where risk-weighted exposure amounts are calculated using the Supervisory Formula Method, the following requirements shall apply:
#587169
I gcás cosanta páirtí, i gcás ina ndéantar na méideanna risíochta a ualaítear ó thaobh priacal a ríomh ag baint úsáide as Modh na Foirmle Maoirseachta, beidh feidhm ag na ceanglais seo a leanas:
In the case of partial protection, where risk-weighted exposure amounts are calculated using the Supervisory Formula Method, the following requirements shall apply:
#587066
Ní féidir le hinstitiúid seachas an institiúid tionscnóra Modh na Foirmle Maoirseachta a úsáid ach ar an gcoinníoll go gceadóidh na húdaráis inniúla é sin roimh ré, agus ní tabharfar an cead sin ach amháin má chomhlíonann an institiúid an coinníoll atá sa chéad abairt den phointeseo;
An institution other than the originator institution may only use the Supervisory Formula Method subject to the prior permission of the competent authorities, which shall only be granted where the institution fulfils the condition provided in the first sentence of this point;
#587128
Faoi Mhodh na Foirmle Maoirseachta, déanfar an t-ualú priacal do shuíomh urrúsúcháin a ríomh mar a leanas faoi réir íostairseach 20 % a bheith ann i gcás gach suímh ath-urrúsúcháin agus íostairseach 7 % a bheith ann i gcás gach suímh urrúsúcháin eile: sa mhéid gurb iad seo a leanas na noda:
Under the Supervisory Formula Method, the risk weight for a securitisation position shall be calculated as follows subject to a floor of 20 % for re-securitisation positions and 7 % for all other securitisation positions:
#587145
I gcás nach bhfuil méid ainmniúil na risíochta urrúsaithe is mó, C1, níos mó ná 3 % de shuim an mhéid ainmniúil de na risíochtaí urrúsaithe, féadfaidh an institiúid, chun críocha Mhodh na Foirmle Maoirseachta, a chinneadh go bhfuil LGD = 50 % i gcás urrúsuithe nach n-ath-urrúsuithe iad agus N cothrom le ceachtar díobh seo a leanas:Nóta do na toscaireachtaí; ceartófar an fhoirmle níos faide anonn]
Where the nominal amount of the largest securitised exposure, C1, is no more than 3 % of the sum of the nominal amount of the securitised exposures, then, for the purposes of the Supervisory Formula Method, the institution may set LGD= 50 % in the case of securitisations, which are not re-securitisations, and N equal to either of the following:
#587149
Le haghaidh urrúsuithe ina bhfuil gach risíocht urrúsaithe go hábhartha ina risíochtaí ar mhiondíol, féadfaidh institiúidí, faoi réir ceada ón údarás inniúil, Modh na Foirmle Maoirseachta a úsáid ag baint úsáide as an simpliú h=0 agus v=0, ar an gcoinníoll nach bhfuil líon éifeachtach na risíochtaí íseal agus nach bhfuil na risíochtaí thar a bheith comhchruinnithe.
For securitisations in which materially all securitised exposures are retail exposures, institutions may, subject to permission by the competent authority, use the Supervisory Formula Method using the simplifications h=0 and v=0, provided that the effective number of exposures is not low and that the exposures are not highly concentrated.
#587190
i gcás ina mbaintear úsáid as Modh na Foirmle Maoirseachta chun na méideanna risíochta a ualaítear ó thaobh priacal a ríomh agus go bhfuil L< KIRBR agus L+T] >KIRBR, féadfar an suíomh a láimhseáil mar dhá shuíomh le L cothrom le KIRBR don suíomh is sinsearaí.
where the Supervisory Formula Method is used to calculate risk-weighted exposure amounts and L< KIRBR and [L+T] >KIRBR the position may be treated as two positions with L equal to KIRBR for the more senior of the positions.
#588262
Mar mhalairt air sin, is féidir Meastacháin ar PD agus ar LGD mar ionchuir i Modh na Foirmle Maoirseachta a chinneadh freisin bunaithe ar na meastacháin a fhaightear ón gcur chuige IRC atá ag institiúid ar tugadh cead di úsáid a bhaint as samhail inmheánach i gcomhair priacal sonrach na n-ionstraimí fiachais.
Estimates of PD and LGD as inputs to the Supervisory Formula Method may alternatively also be determined based on estimates that are derived from an IRC approach of an institution that has been granted permission to use an internal model for specific risk of debt instruments.