FINANCE|financial institutions and credit
- cur chuige breathnaithe siar stairiúil caighdeánaithe Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
- ga
- standardisierter vergangenheitsbezogener Ansatz | standardisierter Ansatz des historischen Rückblicks
- de
- Definition standardisierter Ansatz zur Messung der zusätzlichen Abflüsse (z.B. Liquiditätsabfluss) bei Kreditinstituten und Wertpapierfirmen unter Berücksichtigung der bisherigen Entwicklung bestimmter Variablen, wonach Kreditinstitute und Wertpapierfirmen gehalten sind, den höchsten absoluten 30-Tage-Nettowert der Liquiditätszu- und -abflüsse für die Sicherheiten der vergangenen 24 Monate zu ermitteln Reference Council-DE, vgl. Council-EN
- historical look back standardised approach | historical lookback standardised approach | historical look-back standardised approach
- en
- Definition standardised approach to measuring the additional collateral outflows of credit institutions and investment firms, whereby such institutions and firms are required to identify the largest absolute net 30-day collateral flow realised during the preceding 24 months Reference Council-EN, based on- Regulation (EU) No 575/2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012, recital 110 and Article 423, CELEX:32013R0575/EN - European Banking Authority, May 2013, Draft Regulatory Technical Standards on additional liquidity outflows (consultation paper EBA/CP/2013/19), http://www.eba.europa.eu/documents/10180/205409/Draft-CP-on-RTS-on-additional-collateral-outflows---final-to-be-published.pdf [18.7.2013]
- Comment This approach is recommended in Regulation (EU) No 575/2013 for the development by the European Banking Authority (EBA) of draft regulatory technical standards to determine methods for the measurement of additional outflows. Under Article 423 of the Regulation, the EBA should submit those draft regulatory technical standards to the Commission by 31 March 2014.
- approche standard rétrospective fondée sur les données historiques
- fr
- Definition méthode normalisée appliquée lors de la détermination de la période historique utilisée pour le calibrage des modèles de risque de marché des institutions financières Reference Conseil-FR, basé sur:- le règlement (UE) n° 575/2013 du Parlement européen et du Conseil concernant les exigences prudentielles applicables aux établissements de crédit et aux entreprises d'investissement et modifiant le règlement (UE) n° 648/2012, considérant 110, JO L 176 du 27.6.2013, CELEX:32013R0575/FR - Comité de Bâle sur le contrôle bancaire [ IATE:766463 ], Regulatory consistency assessment programme (RCAP) – Analysis of risk-weighted assets for market risk, p. 8 et 28, http://www.bis.org/publ/bcbs240.pdf [21.3.2013]Pour plus d'informations sur la méthode, voir aussi: http://www.eba.europa.eu/documents/10180/205409/Draft-CP-on-RTS-on-additional-collateral-outflows---final-to-be-published.pdf (19.9.2013)