Gaois

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8 results

  1. FINANCE|financial institutions and credit

    #638548

    IATE #2203091
    caillteanas i gcás mainneachtana Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    Context ‘Ba cheart don Choimisiún dréachtchaighdeáin theicniúla rialála arna bhforbairt ag an ÚBE a ghlacadh i réimsí na gcumann frithpháirteach, na gcomharchumann, na n- institiúidí coigiltis nó na n-eintiteas dá samhail, ionstraimí áirithe cistí dílse, coigeartuithe stuamachta, asbhaintí as cistí dílse, ionstraimí breise cistí dílse, leasanna mionlaigh, coinníollacha chun na ceanglais do luacháil stuama a chur i bhfeidhm, láimhseáil coigear­ tuithe priacal creidmheasa, dóchúlacht mainneachtana, caillteanas i gcás mainneachtana, cur chuige maidir le hualú priacal sócmhainní, cóineasú cleachtas maoirseachta, leachtacht, agus na socruithe idirthréimhseacha le haghaidh cistí dílse, trí bhíthin gníomhartha tarmligthe de bhun Airteagal 290 CFAE agus i gcomhréir le hAirteagail 10 go 14 de Rialachán (AE) Uimh 1093/2010.’ Reference "Rialachán (AE) Uimh. 575/2013 maidir le ceanglais stuamachta i gcomhair institiúidí creidmheasa agus gnólachtaí infheistíochta, agus lena leasaítear Rialachán (AE) Uimh. 648/2012, CELEX:32013R0575/GA"
    LGD Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    Verlustquote bei Ausfall | Verlustausfallquote | LGD | Verlust bei Ausfall | Ausfallquote
    de
    Definition Höhe des Verlusts in Prozent der Forderung zum Zeitpunkt des Ausfalls der Gegenpartei Reference "Richtlinie 2006/48/EG über die Aufnahme und Ausübung der Tätigkeit der Kreditinstitute (Neufassung)"
    Comment "Messung von Verlusten bei Kreditausfall. Anhand der Ergebnisse werden die statistischen Wertberichtigungsquoten ermittelt und die risikoadjustierten Konditionen festgelegt.XREF: Kreditrisiko, Ausfallrisiko (EN credit risk, default risk)"
    loss given default | losses given default | losses-given-default | LGD
    en
    Definition ratio of the loss on an exposure due to the default of a counterparty to the amount outstanding at default Reference "Directive 2006/48/EC relating to the taking up and pursuit of the business of credit institutions (recast), CELEX:32006L0048"
    perte en cas de défaillance | pourcentage de perte attendu / quotités de pertes en cas de défaillance | PCD | perte en cas de défaut
    fr
    Definition perte occasionnée en cas de défaut du débiteur: il s’agit du pourcentage de perte que la banque subirait par rapport au montant du crédit ouvert au moment du défaut. Reference "http://www.memoireonline.com/12/08/1780/m_LA-gestion-du-risque-operationnel-activite-bancaire--banques-tunisiennes17.html [23.06.2010]"
  2. FINANCE|financial institutions and credit

    #654002

    IATE #3565372
    meánráta mainneachtana EAD-ualaithe do chalabrúchán Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    EAD-gewichtete durchschnittliche Ausfallquote
    de
    EAD weighted average default rate for calibration
    en
    Definition simple case weighted average of the annual default rates used in the calibration of the PD (probability of default) models Reference "EBA Final Draft Implementing Technical Standards on benchmarking portfolios, templates, definitions and IT-solutions under Article 78 of Directive 2013/36/EU (Capital Requirements Directive - CRD IV), Annex IV - Results Supervisory Benchmarking Portfolios, https://www.eba.europa.eu/documents/10180/997875/Annex+IV+%28Final+Draft+RTS+and+ITS+on+Benchmarking+Exercise%29.pdf [15.12.2015]"
    Comment "See also:- exposure at default (EAD) [ IATE:2248060 ]- probability of default (PD) [ IATE:2203079 ]- case weighted average default rate for calibration [ IATE:3565376 ]"
  3. FINANCE|financial institutions and credit

    #654004

    IATE #3565376
    meánráta mainneachtana cás-ualaithe do chalabrúchán Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    fallgewichtete durchschnittliche Ausfallquote
    de
    case weighted average default rate for calibration
    en
    Definition EAD weighted average of the annual default rates used in the calibration of the PD (probability of default) models Reference "ANNEX IV -RESULTS SUPERVISORY BENCHMARKING PORTFOLIOS, https://www.eba.europa.eu/documents/10180/997875/Annex+IV+%28Final+Draft+RTS+and+ITS+on+Benchmarking+Exercise%29.pdf/1061c321-a6d8-4da1-a7bd-156315f1c4e0 [15.12.2015]"
    Comment "See also:- exposure at default [ IATE:2248060 ]- probability of default [ IATE:2203079 ]- EAD weighted average default rate for calibration [ IATE:3565372 ]"
  4. FINANCE|financial institutions and credit

    #641379

    IATE #3501643
    ráta mainneachtana stairiúil Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    historische Ausfallquote
    de
    Definition die für eine Ratingkategorie ermittelte Ausfallrate über einen bestimmten Zeitraum; Anteil der Emissionen in einer Ratingkategorie, die über einen best. Zeitraum notleidend wurden Reference "Council-DE, vgl. Credit rating und Risikomanagement, H.-J. Wieben http://books.google.de/books?id=iRU3zgf7LcMC&pg=PA142&lpg=PA142&dq=ausfallquoten+ratingkategorie&source=bl&ots=Q1ts9M0qCR&sig=4yE5esYdbTcUPsjvOodkNRj7ZRI&hl=de&ei=vI9qS6qBBYrb4gbBgpiFBg&sa=X&oi=book_result&ct=result&resnum=8&ved=0CCAQ6AEwBw#v=onepage&q=&f=false (4.2.2010)"
    Comment DIV: aih, 4.2.2010
    historical default rate
    en
    Definition percentage of issuers rated in a given credit rating category that default on the service of debt instruments over a given period of time Reference Council-EN.
    taux de défaut historique
    fr
    Definition pourcentage des émetteurs de titres faisant défaut dans une catégorie de notation donnée, calculé sur une certaine période Reference "Conseil-FR, sur la base de:- Colmant B. et Delfosse V., Les obligations convertibles, mathématique financière et comptabilisation, De Boek et Larcier, Bruxelles, 2005, ISBN 2-8044-1679-8-Rapport 2007 de l’AMF sur les agences de notation [17.11.2009]: http://www.amf-france.org/documents/general/8128_1.pdf"
  6. FINANCE|financial institutions and credit

    #643742

    IATE #3517137
    ráta mainneachtana carnach Reference Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    kumulative Ausfallquote
    de
    cumulative default rate | CRD
    en
    Definition total fraction of bonds that defaulted at any point during the period studied Reference "Higher Returns from Safe Investments: Using Bonds, Stocks, and Options to Generate Lifetime Income. Marvin Appel. FT Press, 2010, https://books.google.co.uk/books?id=HyS4eAWXnf8C&pg=PT103&lpg=PT103&dq=%22cumulative+default+rate+is%22&source=bl&ots=GSx2KLyStM&sig=r6o2bCYV8TnuFdlD8uIcE-LR9NQ&hl=en&sa=X&ved=0ahUKEwjZmuT_mqLLAhVI3SwKHW83DCU4ChDoAQgqMAI#v=onepage&q=%22cumulative%20default%20rate%20is%22&f=false [2.3.2016]"
    Comment "The average cumulative default rate represents an estimate of expected cumulative default probabilities. It is calculated by taking the averages over many cohort periods (which capture the effects of severalmacroeconomic and credit cycle peaks and troughs.REF: Moody's corporate default risk service, FAQ, https://www.moodys.com/sites/products/ProductAttachments/FAQs%20Default%20Risk%20Service.pdf [5.02.2016]"
    taux de défaut cumulé
    fr
    Definition probabilité, exprimée en pourcentage, qu'un titre ou un émetteur, alors qu'il est en situation régulière vis-à-vis des créanciers (la banque par exemple) à un moment donné, tombe en défaut de paiement au cours d'une période considérée Reference "COM-FR d'après:- Convergence internationale de la mesure et des normes de fonds propres - Annexe 1, Comité de Bâle sur le contrôle bancaire, 2004, http://www.bis.org/publ/bcbs107d_fre.pdf [21.12.2015]- La structure par termes des taux de défaut et ratings, S. Foulcher e.a., Les Cahiers du CREF de HEC Montréal, 2004, http://neumann.hec.ca/cref/pdf/c-04-07f.pdf [21.12.2015]- Remettre la notation financière à sa juste place, N. Gaillard, 2012, Institut Montaigne, http://www.institutmontaigne.org/res/files/publications/etude_notation_financiere.pdf [21.12.2015]"