Examples of using Underlying exposures in English and their translations into Dutch
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Financial
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Colloquial
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Official
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Ecclesiastic
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Medicine
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Computer
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Ecclesiastic
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Official/political
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Programming
uncoordinated stricter requirements in individual Member States might result in shifting the underlying exposures and risks to the shadow banking sector
Where the pool of underlying exposures consists in a mix of securitisation tranches
Av in the case of a traditional securitisation, exclude the underlying exposures from its calculation of risk-weighted exposure amounts,
Where the institution does not know the delinquency status for more than 5% of underlying exposures in the pool, the position in the securitisation must be risk weighted at 1,250.
The amount of expected losses associated with all the underlying exposures of the securitisation including defaulted underlying exposures that are still part of the pool in accordance with Chapter 3; and.
Where an institution does not know the delinquency status for 5% or less of underlying exposures in the pool, the institution may use the SEC-SA subject to the following adjustment in the calculation KA.
it shall continue including the underlying exposures in its calculation of risk-weighted exposure amounts
The amount of unexpected losses associated with the all the underlying exposures including defaulted underlying exposures in the pool in accordance with Chapter 3;
In the case of securitisations where the underlying exposures are residential loans,
Institutions should not be required to apply to a senior position a higher risk weight than that which would apply if it held the underlying exposures directly, thus reflecting the benefit of credit enhancement that senior positions receive from junior tranches in the securitisation structure.
the capital charge for the underlying exposures under the SA, and a factor“W”, which is the ratio of the sum of the amount of all underlying pool of exposures that are delinquent to the total amount of underlying exposures.
provided that the bank is able to determine KIRB or KSA for underlying exposures.
including the performance of underlying exposures, and on the procedures, methodologies,
Originators, sponsors and SSPE's should make all materially relevant data on the credit quality and performance of underlying exposures available in the investor report,
Note that under IAS39 the hedged item cannot contain an optionality if this optionality is not present in the underlying exposure.
Where the share of the largest underlying exposure in the pool(C1) is no more than 3%,
Where an institution intends to deliver an obligation other than the underlying exposure, it shall ensure that the deliverable obligation is sufficiently liquid
Where collateral is denominated in a currency that differs from the currency in which the underlying exposure is denominated, institutions shall add an adjustment
the maturity of the protection is less than the maturity of the underlying exposure that protection does not qualify as eligible credit protection.