#2027913
Teimpléad CR9 – Cur Chuige IRB – Cúltástáil ar PD in aghaidh na haicme risíochta (scála seasta PD)
Template CR9 –IRB approach – Back-testing of PD per exposure class (fixed PD scale)
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#586790
I gcás na coda cumhdaithe de luach na risíochta (E), atá bunaithe ar luach coigeartaithe na cosanta creidmheasa GA, chun críocha Roinn 4 de Chaibidil 3, féadfaidh sé gurb é an PD PD sholáthraí na cosanta, nó PD idir PD an iasachtaí agus PD an ráthóra i gcás ina meastar nach dteastaíonn ionadú iomlán.
For the covered portion of the exposure value (E), based on the adjusted value of the credit protection GA, the PD for the purposes of Section 4 of Chapter 3 may be the PD of the protection provider, or a PD between that of the borrower and that of the guarantor where a full substitution is deemed not to be warranted.
#585428
Ríomhfar an fachtóir aibíochta (b) ag úsáid an PD is ísle as measc PD sholáthraí na cosanta agus PD an oibleagáideora.
The maturity factor (b) shall be calculated using the lower of the PD of the protection provider and the PD of the obligor.
#585370
Orthu sin tá PD, LGD, aibíocht (dá ngairtear "M" anseo feasta) agus luach risíochta na risíochta.
These shall include PD, LGD, maturity (hereinafter referred to as "M") and exposure value of the exposure.
#585371
Féadfar PD agus LGD a mheas ar leithligh nó le chéile, i gcomhréir le Roinn 4.
PD and LGD may be considered separately or jointly, in accordance with Section 4.
#585406
má tá PD = 0, beidh RW cothrom le 0;
if PD = 0, RW shall be 0;
#585407
má tá PD = 1, i.e. le haghaidh risíochtaí a mhainnigh:
if PD = 1, i.e., for defaulted exposures:
#585411
má tá 0 < PD < 1
if 0 < PD < 1
#585417
1 – e– 50 · PD
1 – e– 50 · PD
#585426
PDpp = PD sholáthraí na cosanta.
PDpp = PD of the protection provider.
#585450
má tá PD = 1, i.e. le haghaidh risíochtaí a mhainnigh, beidh RW amhail le
if PD = 1, i.e., for defaulted exposures, RW shall be
#585452
má tá 0 < PD < 1, i.e., maidir le haon luach do PD seachas mar atá faoi (i)
if 0 < PD < 1, i.e., for any possible value for PD other than under (i)
#585453
LGD · PD · 12,5 · 1,06
LGD · PD · 12,5 · 1,06
#585455
1 – e– 35 · PD
1 – e– 35 · PD
#585503
na méideanna risíochta atá ualaithe ó thaobh priacal atá ceangailte faoin gCur Chuige PD/LGD;
the risk weighted exposure amounts required under the PD/LGD Approach;
#585555
PD, LGD agus aibíocht
PD, LGD and maturity
#585558
Dóchúlacht mainneachtana (PD)
Probability of default (PD)
#585559
Beidh PD de chuid risíochta ar chorparáid nó ar institiúid cothrom le 0.03 % ar a laghad.
The PD of an exposure to a corporate or an institution shall be at least 0,03 %.
#585564
100 % an PD a bheidh ag oibleagáideoirí mainneachtana.
The PD of obligors in default shall be 100 %.
#585572
Féadfaidh institiúidí cosaint neamhchistithe creidmheasa a aithint sa PD i gcomhréir le forálacha Chaibidil 4.
Institutions may recognise unfunded credit protection in the PD in accordance with the provisions of Chapter 4.
#585631
Beidh PD aon risíochta cothrom le 0,03 % ar a laghad.
PD of an exposure shall be at least 0,03 %.
#585632
Beidh PD oibleagáideoirí, nó PD risíochtaí ar mainneachtain má úsáidtear cur chuige oibleagáide, beidh sé cothrom le 100 %.
The PD of obligors or, where an obligation approach is used, of exposures in default shall be 100 %.
#585650
Risíochtaí ar chothromas faoi réir an mhodha PD/LGD
Equity exposures subject to the PD/LGD method
#585888
Ceanglais a bhaineann go sonrach le meastachán ar PD
Requirements specific to PD estimation
#585894
ní bhainfidh institiúidí úsáid as teicnící measta PD gan anailís a chur mar thaca leo.
institutions shall use PD estimation techniques only with supporting analysis.
#585907
Tá feidhm aige sin freisin maidir leis an gCur Chuige PD/LGD i leith cothromais.
This point also applies to the PD/LGD Approach to equity.
#585917
má dhéanann institiúid na meánmheastacháin fhadtréimhseacha ar PD agus LGD i leith an mhiondíola a dhíorthú ó mheastachán ar chaillteanais iomlána agus ar mheastachán ábhartha ar PD nó an LGD, comhlíonfaidh an próiseas chun meastachán a dhéanamh ar na caillteanais iomlána na caighdeáin ghinearálta maidir leis meastacháin PD agus LGD atá leagtha amach sa chuid seo, agus beidh an toradh comhsheasmhach le coincheap an LGD mar atá sé leagtha amach i bpointe (a) d'Airteagal 181(1);
if an institution derives long run average estimates of PD and LGD for retail from an estimate of total losses and an appropriate estimate of PD or LGD, the process for estimating total losses shall meet the overall standards for estimation of PD and LGD set out in this part, and the outcome shall be consistent with the concept of LGD as set out in point (a) of Article 181(1);
#586283
tráth a soláthraíodh an chosaint creidmheasa, nó ar feadh tréimhse ar bith ina dhiaidh sin, bhí rátáil inmheánach acu ag a raibh PD atá coibhéiseach leis an PD a bhaineann le céim 2 nó níos airde den cháilíocht chreidmheasa, nó atá níos ísle ná an PD sin, i gcomhréir leis na rialacha ualaithe priacal maidir le risíochtaí ar chorparáidí a leagtar amach i gCaibidil 2;
they had, at the time the credit protection was provided, or for any period of time thereafter, an internal rating with a PD equivalent to or lower than that associated with credit quality step 2 or above in accordance with the rules for the risk weighting of exposures to corporates set out in Chapter 2;
#586284
tá rátáil inmheánach acu ag a bhfuil PD atá coibhéiseach leis an PD a bhaineann le céim 2 nó níos airde den cháilíocht chreidmheasa, nó atá níos ísle ná an PD sin, i gcomhréir le rialacha ualú priacal na risíochtaí ar chorparáidí mar a leagtar amach i gCaibidil 2.
they have an internal rating with a PD equivalent to or lower than that associated with credit quality step 3 or above in accordance with the rules for the risk weighting of exposures to corporates set out in Chapter 2.
#586792
I gcás aon choda neamhchumhdaithe de luach na risíochta (E) is é an PD PD an iasachtaí agus is é an LGD LGD na risíochta foluití.
For any uncovered portion of the exposure value (E) the PD shall be that of the borrower and the LGD shall be that of the underlying exposure.
#588245
I gcás institiúidí a chuireann an Cur chuige IBR i bhfeidhm maidir le haicme sin na risíochta a bhfuil eisitheoir na hionstraime ina chuid de, d'fhonn cáiliú chun ualú priacal a fháil faoin gcur chuige caighdeánaithe maidir le priacal creidmheasa dá dtagraítear i mír 1, beidh rátáil inmheánach ag eisitheoir na risíochta ag a mbeidh PD a bheidh coibhéiseach leis an PD nó níos ísle ná an PD a bhaineann leis an gcéim iomchuí den cháilíocht chreidmheasa faoin gCur chuige Caighdeánaithe.
For institutions which apply the IRB Approach to the exposure class of which the issuer of the debt instrument forms part, to qualify for a risk weight under the Standardised Approach for credit risk as referred to in paragraph 1, the issuer of the exposure shall have an internal rating with a PD equivalent to or lower than that associated with the appropriate credit quality step under the Standardised Approach.
#1651179
Droichead pléascach (PD);
Exploding bridge (EB);
#1737076
Seoladh ríomhphoist: leidimai.pd@policija.lt
E-mail: leidimai.pd@policija.lt
#1751538
1.Droichead pléascach (PD);
1.Exploding bridge (EB);
#1754111
Droichead pléascach (PD);
Exploding bridge (EB);
#2027821
Meánluach PD atá ualaithe ó thaobh priacal (%)
Exposure weighted average PD (%)
#2027917
Meánluach PD atá ualaithe ó thaobh na risíochta (%)
Exposures weighted average PD (%)
#2027918
Meánluach PD
Average PD (%)
#2027935
Teimpléad AE-CR9.1 – Cur Chuige IRB – Cúltástáil ar PD in aghaidh na haicme risíochta (i gcás mheastacháin PD amháin i gcomhréir le pointe (f) d’Airteagal 180(1) CRR)
Template CR9.1 –IRB approach – Back-testing of PD per exposure class (only for PD estimates according to point (f) of Article 180(1) CRR)
#2027967
Is raon seasta PD é seo nach n-athrófar.
This is a fixed PD range which shall not be altered.
#2027970
Áireofar gach risíocht a mhainnigh sa bhuicéad ina léirítear PD de 100 %.
All defaulted exposures shall be included in the bucket representing PD of 100 %.
#2027981
Déileálfar leis na comhfhéichiúnaithe mar a dhéileálfar leis na comhfhéichiúnaithe uile eile chun críocha calabrú PD.
Joint obligors shall be treated the same as for the purpose of PD calibration.
#2028148
Teimpléad EU CR9 – Cur chuige IRB – cúltástáil PD in aghaidh na haicme risíochta.
Template EU CR9 – IRB approach – Back-testing of PD per exposure class.
#2028154
Míneoidh institiúidí freisin an bhfuil eatraimh forluiteacha ann maidir le meánrátaí PD fadtéarmacha á ríomh.
Institutions shall also explain if there are overlapping windows in the calculation of long run average PD rates.
#2028159
Is raon seasta PD é seo nach n-athrófar.
This is a fixed PD range that shall not be altered.
#2028180
Meánluach PD ar an dáta nochta (%)
Average PD at the disclosure date (%)
#2028181
Meánluach uimhríochtúil PD ag tús thréimhse nochta na bhféichiúnaithe a thagann laistigh de bhuicéad raon seasta PD agus a ríomhtar in d (meán arna ualú de réir líon na bhféichiúnaithe)
Arithmetic average of PD at the beginning of the disclosure period of the obligors that fall within the bucket of the fixed PD range and counted in d (average weighted by the number of obligors)
#2028185
Teimpléad EU CR9.1 – Cur chuige IRB – Cúltástáil ar PD in aghaidh na haicme risíochta (i gcás meastacháin PD amháin i gcomhréir le pointe (f) d’Airteagal 180(1) CRR
Template EU CR9.1 – IRB approach– Back-testing of PD per exposure class (only for PD estimates in accordance with point (f) of Article 180(1) CRR
#2028292
Teimpléad AE CCR4 – Cur chuige IRB - Risíochtaí CCR de réir aicme risíochta agus scála PD
Template EU CCR4 – IRB approach – CCR exposures by exposure class and PD scale
#2028293
Scála PD
PD scale