This question was closed without grading. Reason: No acceptable answer
Sep 5, 2011 08:04
12 yrs ago
English term
single consistent stress calibration
English to Lithuanian
Bus/Financial
Finance (general)
The own funds requirement for counterparty credit risk with respect to the CCR exposures to which an institution applies the IMM, shall be the higher of the following:
(a) the own funds requirement for those exposures calculated on the basis of Effective EPE using current market data;
(b) the own funds requirement for those exposures calculated on the basis of Effective EPE using a single consistent stress calibration for all CCR exposures to which they apply the IMM.
(a) the own funds requirement for those exposures calculated on the basis of Effective EPE using current market data;
(b) the own funds requirement for those exposures calculated on the basis of Effective EPE using a single consistent stress calibration for all CCR exposures to which they apply the IMM.
Proposed translations
(Lithuanian)
2 | atskiras sutikrinimas pagal svarbą | Leonardas |
Proposed translations
3 hrs
atskiras sutikrinimas pagal svarbą
.
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