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4 thoradh

  1. FINANCE|financial institutions and credit

    #645757

    IATE #3526738
    cur chuige caighdeánaithe Tagairt Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    cur chuige caighdeánaithe maidir le riosca oibriúcháin Tagairt Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    Standardansatz
    de
    standardised approach to operational risk | standardised approach | standardised approach for operational risk
    en
    Sainmhíniú "one of three methods used to measure the operational risk [ IATE:2246000 ] of financial institutions under Basel II capital adequacy rules, falling between the other two (the basic indicator approach and the advanced measurement approach) in terms of degree of complexity" Tagairt "Council-EN, based on:- Wikipedia, ""Standardized approach (operation risk)"", http://en.wikipedia.org/wiki/Standardized_approach_(operational_risk) [14.5.2013]- Basel Committee on Banking Supervision, Consultative Document: Overview of The New Basel Capital Accord, April 2003, p. 3, http://www.bis.org/bcbs/cp3ov.pdf [14.5.2013]"
    Nóta "Under this approach, capital requirements are calculated by taking a three-year average of gross income for eight defined business lines. Each of these eight income measures are then multiplied by a given risk weight (between 12 and 18 per cent) and then summed together to arrive at an overall capital requirement.Ref.: Managed Initiatives > glossary > S, http://www.managedinitiatives.com/miB2gl_s.htm [20.3.2013]"
    approche standard | approche standardisée
    fr
    Sainmhíniú "méthode utilisée pour mesurer le risque opérationnel [ IATE:2246000 ] des établissements de créditDans l'approche standardisée, le produit brut sert à mesurer l'ampleur des activités d'une banque et donc la taille probable de son exposition correspondante au risque opérationnel. Toutefois, plutôt que de calculer l'exigence de fonds propres au niveau de l'établissement, comme dans l'approche indicateur de base, la banque doit le faire métier par métier" Tagairt "Comité de Bâle sur le contrôle bancaire, vue d'ensemble du Nouvel accord de Bâle sur les fonds propres, pt. 46, [ http://www.bis.org/bcbs/cp3ovfr.pdf ] (15.10.2010)"
    Nóta "Cette approche ne doit pas être confondue avec l'approche standard relative au risque de crédit [ IATE:2234128 ]"
  2. FINANCE|financial institutions and credit

    #684752

    IATE #3576100
    cur chuige caighdeánaithe simplithe le haghaidh riosca creidmheasa contrapháirtí Tagairt "Comhairle-GA, bunaithe ar théarma in Rialachán (AE) Uimh. 575/2013 maidir le ceanglais stuamachta i gcomhair institiúidí creidmheasa"
    ga
    vereinfachter Standardansatz für das Gegenparteiausfallrisiko | vereinfachter SA-CCR
    de
    Sainmhíniú "Verfahren zur Berechnung des Risikopositionswerts für das Gegenparteiausfallrisiko, das jene Finanzinstitute auf OTC-Derivate, börsengehandelte Derivate und Geschäft mit langer Abwicklungsfrist nach der Basel-III-Vereinbarung anwenden sollen, die bisher eine Bewertung zu Marktpreisen angewendet haben und für die sich der Standardansatz für das Gegenparteiausfallrisiko als zu komplex und aufwendig erweisen könnte" Tagairt "Council-DE in Anl. an Council-EN und Vorschlag für eine Verordnung zur Änderung der Verordnung (EU) Nr. 575/2013 in Bezug auf die Verschuldungsquote, die strukturelle Liquiditätsquote, Anforderungen an Eigenmittel und berücksichtigungsfähige Verbindlichkeiten, das Gegenparteiausfallrisiko, das Marktrisiko, Risikopositionen gegenüber zentralen Gegenparteien, Risikopositionen gegenüber Organismen für gemeinsame Anlagen, Großkredite, Melde- und Offenlegungspflichten und zur Änderung der Verordnung (EU) Nr. 648/2012 (13.9.2024)"
    simplified standardised approach for counterparty credit risk | simplified SA-CCR | simplified standardised approach to counterparty credit risk
    en
    Sainmhíniú "method for measuring the exposure value for counterparty credit risk to be used for OTC derivatives, exchange-traded derivatives and long settlement transactions under Basel III by those financial institutions which previously used the mark-to-market method and for which the SA-CCR may prove to be too complex and burdensome to implement" Tagairt "Council-EN based on: - Basel Committee on Banking Supervision, The standardised approach for measuring counterparty credit risk exposures (5.3.2021), March 2014- Proposal for a Regulation amending Regulation (EU) No 575/2013 as regards the leverage ratio, the net stable funding ratio, requirements for own funds and eligible liabilities, counterparty credit risk, market risk, exposures to central counterparties, exposures to collective investment undertakings, large exposures, reporting and disclosure requirements, Council doc. ST 6614/18 (5.3.2021)"
    approche standard simplifiée du risque de crédit de contrepartie | SA-CCR simplifiée | approche SA-CCR simplifiée
    fr
    Sainmhíniú méthode simplifiée pour le calcul de la valeur exposée au risque de positions sur instruments dérivés Tagairt "Règlement (UE) 2019/876 du Parlement européen et du Conseil du 20 mai 2019 modifiant le règlement (UE) n° 575/2013 en ce qui concerne le ratio de levier, le ratio de financement stable net, les exigences en matière de fonds propres et d'engagements éligibles, le risque de crédit de contrepartie, le risque de marché, les expositions sur contreparties centrales, les expositions sur organismes de placement collectif, les grands risques et les exigences de déclaration et de publication, et le règlement (UE) n° 648/2012, article 273 bis"
  3. FINANCE|financial institutions and credit

    #684751

    IATE #3576097
    cur chuige caighdeánaithe le haghaidh riosca creidmheasa contrapháirtí Tagairt "Comhairle-GA, bunaithe ar théarma in Rialachán (AE) Uimh. 575/2013 maidir le ceanglais stuamachta i gcomhair institiúidí creidmheasa"
    ga
    Standardansatz für das Gegenparteiausfallrisiko | SA-CCR
    de
    Sainmhíniú "Verfahren zur Berechnung des Risikopositionswerts für das Gegenparteiausfallrisiko, das Finanzinstitute auf OTC-Derivate, börsengehandelte Derivate und Geschäft mit langer Abwicklungsfrist nach der Basel-III-Vereinbarung anwenden sollen" Tagairt "Council-DE in Anl. an Basler Ausschuss für Bankenaufsicht > CRE52 - Standardised approach to counterparty credit risk (5.3.2021)"
    standardised approach for counterparty credit risk | SA-CCR | standardised approach to counterparty credit risk
    en
    Sainmhíniú method for measuring the exposure value for counterparty credit risk to be used by financial institutions for OTC derivatives, exchange-traded derivatives and long settlement transactions under Basel III Tagairt "Council-EN based on: Basel Committee on Banking Supervision > Basel Framework > CRE - Calculation of RWA for credit risk > CRE52 - Standardised approach to counterparty credit risk (5.3.2021)"
    Nóta "The exposure at default (EAD) calculated under the SA-CCR consist of two components: replacement cost (RC) and potential future exposure (PFE), with a multiplier (called alpha).Replaced both previous non-internal models approaches, the Current Exposure Method (CEM) [ IATE:1121413 ] and the Standardised Method (SM) [ IATE:2249075 ]."
    approche standard du risque de crédit de contrepartie | SA-CCR | approche SA-CCR | approche standardisée du risque de crédit de contrepartie | approche standardisée pour le risque de crédit de contrepartie
    fr
    Sainmhíniú méthode standard de calcul de la valeur exposée au risque des opérations sur dérivés, instaurée dans le cadre de Bâle III Tagairt "CENTERM, d'après la proposition de règlement modifiant le règlement (UE) nº 575/2013 en ce qui concerne le ratio de levier, le ratio de financement stable net, les exigences en matière de fonds propres et d’engagements éligibles, le risque de crédit de contrepartie, le risque de marché, les expositions sur contreparties centrales, les expositions sur organismes de placement collectif, les grands risques et les exigences de déclaration et de publication, CELEX:52016PC0850/fr"
    Nóta "L’approche SA-CCR, approche révisée de la mesure du risque de crédit de contrepartie, remplace deux approches fondées sur des modèles non internes : la méthode du risque courant et la méthode standard (MS)."
  4. FINANCE|financial institutions and credit

    #639683

    IATE #2234128
    cur chuige caighdeánaithe Tagairt Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    Cur Chuige Caighdeánaithe maidir le riosca creidmheasa Tagairt Faomhadh an téarma seo mar chuid de Thionscadal Lex
    ga
    Comhthéacs 'Mar shampla, ba cheart na coigeartuithe sonracha maidir le riosca creidmheasa lena laghdaítear luach na neamhchosanta faoin gCur Chuige Caighdeánaithe maidir le riosca creidmheasa a laghdú bunaithe ar fhachtóir a fhágfaidh méadú ar luach na neamhchosanta.' Tagairt "Rialachán (AE) 2017/2395 lena leasaítear Rialachán (AE) Uimh. 575/2013 maidir leis na socruithe idirthréimhseacha leis an tionchar a bheidh ag tabhairt isteach IFRS 9 ar chistí dílse a mhaolú agus le haghaidh láimhseáil neamhchosaintí móra i gcás neamhchosaintí áirithe san earnáil phoiblí atá ainmnithe in airgeadra intíre Ballstáit ar bith, CELEX:32017R2395/GA"
    Standardansatz
    de
    standardised approach to credit risk | standardized approach to credit risk | standardised approach | standardized approach | SA
    en
    Sainmhíniú "one of three methods used to measure the credit risk [ IATE:824046 ] of financial institutions under Basel II capital adequacy rules, requiring banks to use ratings from external credit rating agencies to quantify required capital for credit risk" Tagairt "Council-EN, based on: - Wikipedia, ""Standardized approach (credit risk)"", http://en.wikipedia.org/wiki/Standardized_approach_(credit_risk) [29.11.2016] - Basel Committee on Banking Supervision, Consultative Document: Overview of The New Basel Capital Accord, April 2003, p. 3, http://www.bis.org/bcbs/cp3ov.pdf [29.11.2016]"
    Nóta "The most basic approach to credit risk under Basel II. This approach is similar to Basel I requirements, with regulatory capital requirements calculated by multiplying the value of a bank's exposure by an appropriate risk weight. The risk weights under the revised standardised approach are calculated by using external credit ratings that map onto defined credit steps. Reference: Managed Initiatives Ltd. > glossary > Standardised Approach to Credit Risk (SA), http://www.managedinitiatives.com/miB2gl_s.htm#Standardised_Approach_to_Credit_Risk [29.11.2016]"
    approche standard
    fr