1. The allotment to the counterparties is

2. Reduce the risk of counterparty failure and broaden access.

3. Guarantee Fund Fixed Term Deposits – Profile of counterparties

4. A price requires two counterparties, a buyer, and a seller.

5. • no restrictions are placed a priori on the range of counterparties to outright transactions; and

6. (a) suspend, limit or exclude the Counterparty from access to open market operations;

7. (a) suspending, limiting or excluding the counterparty from access to open market operations;

8. The overnight deposits accepted from counterparties are remunerated at a fixed rate of interest.

9. This valuation markdown applies to all counterparties mobilising the covered bond in question.

10. a list of all counterparties involved in a transaction, their role and their credit ratings;

11. Integer multiplier of the time period describing how often the counterparties reset the floating repo rate.

12. Sanctions shall be applicable, regardless of whether a counterparty is actively participating in monetary policy operations.

13. The overnight deposits accepted from counterparties are remunerated at a fixed rate of interest

14. Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply:

15. — no restrictions are placed a priori on the range of counterparties to outright transactions;

16. For outright transactions, no restrictions are placed a priori on the range of counterparties.

17. In addition, NCBs may announce the allotment result directly to counterparties without access to wire services

18. (a) the status of the counterparties concerned, in relation to their ability and willingness to pay;

19. (vi) credit risk to each counterparty is aggregated to arrive at a single legal exposure across transactions.

20. ( 6 ) For outright transactions, no restrictions are placed a priori on the range of counterparties.

21. In addition, NCBs may announce the allotment result directly to counterparties without access to wire services.

22. Position data should include derivatives data aggregated by criteria, including underlying, product and maturity for individual counterparties.

23. Therefore Dutch counterparties must deliver the assets directly to De Nederlandsche Bank’s account, without using the model.

24. Geographical breakdown by residence of the counterparty of loans and advances to non-financial corporations by NACE codes

25. Maximum bid limit: the limit on the largest acceptable bid from an individual counterparty in a tender operation.

26. 66 links are currently available to counterparties, of which only a limited number are actively used.

27. ABN AMRO, for example, is counterparty to derivatives worth an estimated EURO 10 trillion in notional principal.

28. In addition, National Central Banks may announce the allotment result directly to counterparties without access to wire services.

29. As an addition to the ISDA agreements, Credit Support Annexes are in place with primary derivative counterparties.

30. The deposits accepted from counterparties are for a fixed term and with a fixed rate of interest.

31. In addition, National Central Banks may announce the allotment result directly to counterparties without access to wire services

32. In addition, national central banks may announce the allotment result directly to counterparties without access to wire services

33. In addition, national central banks may announce the allotment result directly to counterparties without access to wire services.

34. Whether counterparties actually want to borrow stock and for what duration is outside the control of the PSAs.

35. Maximum bid limit : the limit on the largest acceptable bid from an individual counterparty in a tender operation.

36. A counterparty shall provide the Eurosystem with accurate and up-to-date information affecting the value of collateral.

37. To minimize counterparty risk to traders, trades executed on regulated futures exchanges are guaranteed by a clearing house.

38. A Closed account is any account that has been deactivated or otherwise terminated, either by the customer, custodian or counterparty

39. Some derivatives (especially swaps) expose investors to counterparty risk, or risk arising from the other party in a financial transaction.

40. Other adjustments to arrive at fair value (eg for counterparty credit risk) are not included in the term ‘bid-ask spread’.

41. Other adjustments to arrive at fair value (e.g. for counterparty credit risk) are not included in the term bid-ask spread

42. 3. An institution may treat an exposure to a counterparty that results from a reverse repurchase agreement under which the institution has purchased from the counterparty non-accessory independent mortgage liens on immovable property of third parties as a number of individual exposures to each of those third parties, provided that all of the following conditions are met:

43. The multitude of functions include repos, tri-party, Collateral outsourcing, Collateral arbitrage, Collateral tax treatment, cross-border Collateralization, credit risk, counterparty

44. Other adjustments to arrive at fair value (e.g. for counterparty credit risk) are not included in the term ‘bid-ask spread’.

45. The Bill usually states the names of the counterparties, the goods and/or services purchased, and adds any applicable sales tax or VAT

46. Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default — Total (Health similar to life insurance)

47. Therefore, it is common that OTC derivatives are priced by Independent Agents that both counterparties involved in the deal designate upfront (when signing the contract).

48. The Communities take on exposure to credit risk, which is the risk that a counterparty will be unable to pay amounts in full when due

49. The counterparty therefore delivers Bond A for a nominal amount of EUR # million, the adjusted market value of which is EUR # on that day

50. the activity is performed on an ad hoc and irregular bilateral basis with wholesale counterparties as part of business relationships which are themselves characterised by dealings above standard market size;

51. Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default — Total (Life other than health insurance, incl. Unit–Linked)

52. An Accreting principal swap is a derivative contract in which two counterparties agree to exchange cash flows —usually a fixed rate for a variable rate, …

53. Counterparties by Member State are identified to analyse further monetary developments and also for the purposes of the transitional requirements and for data quality checks

54. These rules, that implement the accrual recording concept, are particularly important in the QSA context where all related transactions must be recorded simultaneously for all the counterparties.

55. Total amount of recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default of technical provisions calculated as a whole for Health similar to life insurance.

56. For infringements of rules related to tender operations and bilateral transactions, the financial penalties are calculated on the basis of the amount of collateral or cash that the counterparty could not settle, multiplied by the coefficient X/360, where X is the number of calendar days, with a maximum of seven, during which the counterparty was unable to collateralise or supply the allotted amount during the maturity of an operation.

57. Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP as a whole — Total (Health similar to life insurance)

58. The clearing house becomes the buyer to each seller, and the seller to each buyer, so that in the event of a counterparty default the clearer assumes the risk of loss.

59. ‘Resolution authorities shall not exercise the power set out in paragraph 1 in relation to any security interest of acentral counterparty over assets pledged by way of margin or collateral by the institution under resolution collateral security as defined in Article 2(m) of Directive 98/26/EC.’

60. Centralised virtual treasury solutions are wide-ranging, with European companies being the most likely to involve Centralised structures such as shared service centres (SSCs) than their peers, and 64% of respondents telling researchers that their company treasury operated as the central counterparty of group in-house bank (IHB).

61. Arbitrages in a Progressive Enlargement Setting (Anna Aksamit, Tahir Choulli, Jun Deng and Monique Jeanblanc) Credit Risk: Pricing Credit Derivatives with a Structural Default Model (Sébastien Hitier and Ying Zhu) Reduced-Form Modeling of Counterparty Risk on Credit Derivatives (Stéphane Crépey) Dynamic One-default Model (Shiqi Song)

62. Balance of payments estimates for # covering key items for the future single currency area will be compiled from data without breaking counterparties down into residents of countries participating in the single currency area and residents of other countries, and so will take the form of an aggregation of net balances in each category of the national balances of payments

63. The level of activity in OTC derivatives should serve as a basis to differentiate the degree of legal and operational capacity of financial counterparties, and a quantitative threshold should therefore be defined for division between the second and third categories on the basis of the aggregate month-end average notional amount of non-centrally cleared derivatives.

64. This applies if a counterparty fails to transfer a sufficient amount of underlying assets or cash (when applicable, as regards margin calls) to settle on the settlement day, or to collateralise, until the maturity of the operation by means of corresponding margin calls, the amount of liquidity it has been allotted in a liquidity-providing operation, or if it fails to transfer a sufficient amount of cash to settle the amount it has been allotted in a liquidity-absorbing operation.

65. Other operational features The operational features of foreign exchange swaps can be summarised as follows: — they can take the form of liquidity-providing or liquidity-absorbing operations; — their frequency is not standardised; — their maturity is not standardised; — they are executed through quick tenders or bilateral procedures (see Chapter 5); — they are normally executed in a decentralised manner by the national central banks (the Governing Council of the ECB can decide whether, under exceptional circumstances, bilateral foreign exchange swaps may be executed by the ECB); and — the Eurosystem may select, according to the criteria specified in Section 2.2 and Annex 3, a limited number of counterparties to participate in foreign exchange swaps.