Examples of using Exposure value in English and their translations into Slovak
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Financial
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Colloquial
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Official
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Medicine
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Ecclesiastic
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Official/political
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Computer
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Programming
Institutions shall calculate the exposure value for the contracts listed in Annex II on the basis of one of the methods set out in Sections 3 to 6 of this Chapter in accordance with this Article.
to calculate the exposure value of their derivative positions.
For this purpose, the exposure value of an off-balance sheet item listed in Annex I shall be equal to 100% of the item's value rather than the exposure value indicated in Article 106(1).
Where an institution calculates risk-weighted exposure amounts under Sub-section 3, the exposure value of an off-balance sheet securitisation position shall be its nominal value, less any specific credit risk adjustment of that securitisation position, multiplied by a conversion factor as prescribed in this Chapter.
An institution may determine the exposure value of repurchase transactions,
replace the SM and the MtMM with a new standardised approach for computing the exposure value of derivatives exposures,
The exposure value according to Article 106; for this purpose, the exposure value of an off-balance sheet item listed in Annex I shall be 100% of its value rather than the exposure value indicated in Article 106(1);
Where an institution calculates risk-weighted exposure amounts under Sub-section 3, the exposure value of an on-balance sheet securitisation position shall be its accounting value remaining after specific credit risk adjustments have been applied;
re-securitisation position by applying the relevant risk weight to the exposure value and multiplying the result by 1.06.
to calculate the exposure value of their derivative positions.
In these cases, and where the option in the second sentence of point 11 in Annex II of Directive 2006/49/ EC is not applied, the exposure value for CCR for these credit derivatives is set to zero.
Where an institution calculates risk-weighted exposure amounts under Sub-section 4, the exposure value of an off-balance sheet securitisation position shall be its nominal value multiplied by a conversion factor as prescribed in this Chapter.
an institution may determine the exposure value for the following items using the Internal Model Method set out in Section 6.
replace the SM and the MtMM with a new standardised approach for computing the exposure value of derivative exposures,
the application of the methods set out in this Annex and shall be attributed an exposure value of zero.
Where an institution calculates risk-weighted exposure amounts under Sub-section 4, the exposure value of an on-balance sheet securitisation position shall be the accounting value measured without taking into account any credit risk adjustments made;
E is the exposure value for each separate exposure under the agreement that would apply in the absence of the credit protection.
For institutions calculating risk-weighted exposure amounts under the Standardised Approach, the exposure value of an off-balance sheet item listed in Annex I shall be 100% of that item's value rather than the exposure value indicated in Article 106(1);
institutions shall calculate the exposure value as the product of alpha(α) times Effective EPE, as follows.
Where the ratio of the value of the collateral to the exposure value exceeds a second,