single consistent stress calibration

08:04 Sep 5, 2011
This question was closed without grading. Reason: No acceptable answer

English to Lithuanian translations [PRO]
Bus/Financial - Finance (general)
English term or phrase: single consistent stress calibration
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.
Silvernight
Lithuania
Local time: 17:37


Summary of answers provided
2atskiras sutikrinimas pagal svarbą
Leonardas


  

Answers


3 hrs   confidence: Answerer confidence 2/5Answerer confidence 2/5
atskiras sutikrinimas pagal svarbą


Explanation:
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Leonardas
Local time: 17:37
PRO pts in category: 121
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