Examples of using Underlying exposures in English and their translations into Polish
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Colloquial
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Official
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Medicine
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Ecclesiastic
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Ecclesiastic
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Financial
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Official/political
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Programming
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Computer
The methodology would follow a look-through approach based on the capital charge for the underlying exposures, increased by a non-neutrality factor to capture the model risk of the securitisation.
The underlying exposures shall be originated in the ordinary course of the originator's
the bank shall have:(i) a supervisory-approved IRB model for the type of underlying exposures in the securitisation pool;
The underlying exposures shall not include loans secured by residential
An originator institution which has transferred significant credit risk associated with the underlying exposures of the securitisation in accordance with Section 2
by calculating the exposure-weighted average of the capital requirements of the IRB and Standardised Approach portions of the underlying exposures in accordance with paragraph 1.
The underlying exposures transferred from the seller to the SSPE shall meet predetermined
Insofar as the securitisation process reduces the risk attached to the underlying exposures, this cap should be available to all originator
The underlying exposures transferred from the seller to the SSPE should meet predetermined
any maturity mismatch between the credit protection by which the transfer of risk is achieved and the underlying exposures shall be calculated as follows.
The underlying exposures are placed beyond the reach of the originator institution
shall fulfil additional requirements related to the underlying exposures, namely credit granting standards,
In synthetic securitisations the underlying exposures are not transferred to such an entity,
a credit institution shall assess the scheme and its underlying exposures.
to existing securitisations where new underlying exposures are added
The internal assessment of the credit quality of the position reflects the publicly available assessment methodology of one or more ECAIs for the rating of securitisation positions or underlying exposures of the same type;
to the best of its knowledge, the underlying exposures included in the securitisation are not encumbered
dependent upon the actual performance of the underlying exposures.
In the case of securitisations where the underlying exposures are residential loans,
In the case of securitisations where the underlying exposures are residential loans,