#2810030
Babhtáil mainneachtana creidmheasa innéacs (CDS)
Index credit default swap (CDS)
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#2809977
Babhtáil mainneachtana creidmheasa innéacs (CDS) babhtáil a bhfuil a malartú sreafaí airgid nasctha le hacmhainneacht creidmheasa roinnt eisitheoirí ionstraimí airgeadais lena gcumhdaítear innéacs agus tarlú teagmhas creidmheasa
Index credit default swap (CDS) a swap whose exchange of cash flows is linked to the creditworthiness of several issuers of financial instruments composing an index and the occurrence of credit events
#588910
babhtálacha mainneachtana creidmheasa innéacs, ar an gcoinníoll go léirítear chun sástachta an údaráis inniúil, sa Luach Faoi Phriacal an bonn idir aon raon difríochta contrapháirtí aonair agus raonta difríochta na bhfáluithe um babhtáil mainneachtana creidmheasa innéacs.
index credit default swaps, provided that the basis between any individual counterparty spread and the spreads of index credit default swap hedges is reflected, to the satisfaction of the competent authority, in the Value-at-Risk.
#588911
An ceanglas i bpointe (b), is é sin nach mór go léireodh an Luach Faoi Phriacal an bonn idir aon raon difríochta contrapháirtí aonair agus raonta difríochta na bhfáluithe um babhtáil mainneachtana creidmheasa innéacs, beidh feidhm aige freisin i gcásanna ina n-úsáidtear ionadach i leith raoin difríochta contrapháirtí.
The requirement in point (b) that the basis between any individual counterparty spread and the spreads of index credit default swap hedges is reflected in the Value-at-Risk shall also apply to cases where a proxy is used for the spread of a counterparty.
#588913
Mura léirítear an bonn idir aon raon difríochta contrapháirtí aonair agus raonta difríochta na bhfáluithe um babhtáil mainneachtana creidmheasa innéacs chun sástacht an údaráis inniúil, ní léireoidh an institiúid ach 50 % de mhéid barúlach na bhfáluithe innéacs sa Luach Faoi Phriacal.
If the basis between any individual counterparty spread and the spreads of index credit default swap hedges is not reflected to the satisfaction of the competent authority, then an institution shall reflect only 50 % of the notional amount of index hedges in the Value-at-Risk.