Vertaling van "Interest rate derivative contract " (Engels → Nederlands) :

TERMINOLOGIE

interest rate derivative | interest rate derivative contract | IRD [Abbr.]

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rentederivaat

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derivative interest-rate contract

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afgeleid rentecontract

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interest-rate contract

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rentecontract

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IN-CONTEXT TRANSLATIONS

In August 2015, the Commission adopted a delegated regulation that determines that some classes of OTC interest rate derivative contracts be cleared through central counterparties.

https://eur-lex.europa.eu/summ (...) (...) [HTML] [2017-01-29]

In augustus 2015 heeft de Commissie een gedelegeerde verordening goedgekeurd waarin wordt bepaald dat sommige klassen van otc-rentederivatencontracten door centrale tegenpartijen worden gecleard.

https://eur-lex.europa.eu/summ (...) (...) [HTML] [2017-01-29]

https://eur-lex.europa.eu/summ (...) [HTML] [2017-01-29]

‘Financial stability: new Commission rules on central clearing for interest rate derivatives’ (press release).

https://eur-lex.europa.eu/summ (...) (...) [HTML] [2017-01-29]

Financiële stabiliteit: nieuwe regels van de Commissie over centrale clearing voor rentederivaten (persbericht)

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https://eur-lex.europa.eu/summ (...) [HTML] [2017-01-29]

1. Credit derivative and interest rate derivative contracts shall be reported:

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1. Contracten voor kredietderivaten en rentederivaten worden gerapporteerd:

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duration FDI is the duration (sensitivity of the market value of the financial derivative instrument to interest rate movements) of the interest rate derivative instrument,

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duration FDI de duration (gevoeligheid van de marktwaarde van het financieel derivaat voor renteveranderingen) is van het rentederivaat;

http://eur-lex.europa.eu/legal (...) (...) [HTML] [2012-12-31]

http://eur-lex.europa.eu/legal (...) [HTML] [2012-12-31]

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As the commitment method leads to interest rates with different maturities being considered as different underlying assets, AIFs that according to their core investment policy primarily invest in interest rate derivatives may use specific duration netting rules in order to take into account the correlation between the maturity segments of the interest rate curve.

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Aangezien de methode op basis van gedane toezeggingen ertoe leidt dat rentes met een andere looptijd als verschillende onderliggend activa worden beschouwd, mogen abi’s die volgens hun kernbeleggingsbeleid in de eerste plaats in rentederivaten beleggen specifieke durationsalderingregels gebruiken om rekening te houden met de correlatie tussen de looptijdbandbreedten van de rentecurve.

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http://eur-lex.europa.eu/legal (...) [HTML] [2012-12-31]

9. AIFMs managing AIFs that, in accordance with their core investment policy, primarily invest in interest rate derivatives shall make use of specific duration netting rules in order to take into account the correlation between the maturity segments of the interest rate curve as set out in Article 11.

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9. Abi-beheerders die abi’s beheren die overeenkomstig hun kernbeleggingsbeleid overwegend in rentederivaten beleggen, hanteren de in artikel 11 beschreven specifieke durationsalderingregels om met de correlatie tussen de looptijdsegmenten van de rentecurve rekening te houden.

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http://eur-lex.europa.eu/legal (...) [HTML] [2012-12-31]

interest rate related contracts: risk factors corresponding to interest rates in each currency in which the CCP clears financial instruments.

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rentegerelateerde contracten: risicofactoren die corresponderen met rentevoeten in elk van de valuta’s waarin de CTP financiële instrumenten cleart.

http://eur-lex.europa.eu/legal (...) (...) [HTML] [2012-12-31]

http://eur-lex.europa.eu/legal (...) [HTML] [2012-12-31]

durationFDI is the duration (sensitivity of the market value of the financial derivative instrument to interest rate movements) of the interest rate derivative instrument,

https://eur-lex.europa.eu/lega (...) (...) [HTML] [2012-12-18]

durationFDI de duration (gevoeligheid van de marktwaarde van het financieel derivaat voor renteveranderingen) is van het rentederivaat.

https://eur-lex.europa.eu/lega (...) (...) [HTML] [2012-12-18]

https://eur-lex.europa.eu/lega (...) [HTML] [2012-12-18]

As the commitment method leads to interest rates with different maturities being considered as different underlying assets, AIFs that according to their core investment policy primarily invest in interest rate derivatives may use specific duration netting rules in order to take into account the correlation between the maturity segments of the interest rate curve.

https://eur-lex.europa.eu/lega (...) (...) [HTML] [2012-12-18]

Aangezien de methode op basis van gedane toezeggingen ertoe leidt dat rentes met een andere looptijd als verschillende onderliggend activa worden beschouwd, mogen abi’s die volgens hun kernbeleggingsbeleid in de eerste plaats in rentederivaten beleggen specifieke durationsalderingregels gebruiken om rekening te houden met de correlatie tussen de looptijdbandbreedten van de rentecurve.

https://eur-lex.europa.eu/lega (...) (...) [HTML] [2012-12-18]

https://eur-lex.europa.eu/lega (...) [HTML] [2012-12-18]

9. AIFMs managing AIFs that, in accordance with their core investment policy, primarily invest in interest rate derivatives shall make use of specific duration netting rules in order to take into account the correlation between the maturity segments of the interest rate curve as set out in Article 11.

https://eur-lex.europa.eu/lega (...) (...) [HTML] [2012-12-18]

9. Abi-beheerders die abi’s beheren die overeenkomstig hun kernbeleggingsbeleid overwegend in rentederivaten beleggen, hanteren de in artikel 11 beschreven specifieke durationsalderingregels om met de correlatie tussen de looptijdsegmenten van de rentecurve rekening te houden.

https://eur-lex.europa.eu/lega (...) (...) [HTML] [2012-12-18]

https://eur-lex.europa.eu/lega (...) [HTML] [2012-12-18]

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Date index: 2022-06-07