#151649
Beidh an treoir seirbhíse "ReT" orthu.
They shall bear the service indication "RCT".
Scag na torthaí
Bailiúcháin
11 toradh in 3 dhoiciméad
#3212077
seasann Ret don amshraith de thorthaí 10 lá gnó le haghaidh an fhachtóra priacal neamh-insamhaltaithe;
Ret denotes the time series of 10 business days returns of the non-modellable risk factor;
#3212079
Is é N an líon torthaí san amshraith Ret.
N is the number of returns in the time series Ret.
#3212090
is é Reti an i-ú toradh san amshraith de thorthaí 10 lá gnó Ret;
Reti is the i-th return in the 10 business days returns time series Ret;
#3212091
is é m airmheán na hamshraithe de thorthaí 10 lá gnó Ret;
m is the median of the 10 business days returns time series Ret;
#3212094
is é N an líon torthaí san amshraith de thorthaí 10 lá gnó Ret;
N is the number of returns in the 10 business days returns time series Ret;
#3212252
is ionann agus an i-ú toradh is lú san amshraith Ret;
represents the i-th smallest return in the time series Ret;
#3212078
is é an meastachán ar an easnamh cléfhoircinn ionchasach don amshraith Ret arna ríomh i gcomhréir le hAirteagal 11(1).
is the estimate of the left-tail expected shortfall for the time series Ret calculated in accordance with Article 11(1);
#3212081
is é an meastachán ar an easnamh deasfhoircinn ionchasach don amshraith Ret arna ríomh i gcomhréir le hAirteagal 11(2);
is the estimate of the right-tail expected shortfall for the time series Ret calculated in accordance with Article 11(2);
#3212251
is é Ret an amshraith de thorthaí 10 lá gnó don fhachtóir priacail neamh-insamhaltaithe a úsáidtear sa mhodh stairiúil a leagtar amach in Airteagal 8;
Ret is the time series of 10 business days returns for the non-modellable risk factor used in the historical method set out in Article 8;
#3227237
I gcásanna gur ón LFI a tharchuirfear teachtaireachtaí RET den chéad uair, is ón soitheach a tharchuirfear na teachtaireachtaí den chéad uair i ngach cás eile.
In cases of RET messages first transmission is from the FMC, in all other cases first transmission is from the vessel.