Gaois

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  1. FINANCE|financial institutions and credit

    #652095

    IATE #3556255
    modh na samhla neamh-inmheánaí Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    Nicht-IMM
    de
    Definition nicht auf einem internen Modell beruhende Methode Reference "COM-DE gestützt auf Richtlinie 2006/48/EG vom 14. Juni 2006 über die Aufnahme und Ausübung der Tätigkeit der Kreditinstitute CELEX:32006L0048/DE"
    non-internal model method | NIMM
    en
    Definition "method for capitalising counterparty credit risk exposures that is calibrated to a stress period; accurately recognises the benefit of collateral (including margining under central clearing) and is more reflective of legal and economic offsetting than the CEM1 and SM2 1 Current Exposure Method [ IATE:1121413 ] 2 Standardised Method [ IATE:2249075 ]" Reference "COM-EN based on: -
    Comment Basel Committee on Banking Supervision. Consultative Document. The non-internal model method for capitalising counterparty credit risk exposures. June 2013 (rev. 25 July 2013), http://www.bis.org/publ/bcbs254.pdf [10.4.2014] -
    non IMM
    fr
    Definition méthode de mesure des risques de crédit de la contrepartie, calibrée sur une période de tension et tenant compte des sûretés reçues (notamment les appels de marge de contreparties centrales) Reference COM-FR, d'après la définition anglaise
    Comment Cette méthode devrait remplacer les méthodes (non IMM) CEM (méthode de risque courant) et MS (méthode standard) utilisées actuellement.