Examples of 'volatility adjustment' in a sentence
Meaning of "volatility adjustment"
A volatility adjustment is a financial term used to describe a modification made to an investment or pricing model to account for changes in market volatility. It is typically done to ensure more accurate pricing or risk assessment in volatile market conditions
How to use "volatility adjustment" in a sentence
Basic
Advanced
volatility adjustment
The volatility adjustment applicable to eligible item i.
Hfx is the foreign exchange volatility adjustment.
Impact of volatility adjustment set to zero.
Best estimate subject to volatility adjustment.
Volatility adjustment for currency mismatch.
Not reported as volatility adjustment not applied.
Volatility adjustment to the exposure.
The foreign exchange volatility adjustment for currency k.
Identify if the undertaking is reporting figures using the volatility adjustment.
Is the volatility adjustment where there is daily revaluation.
The impact of a reduction of the volatility adjustment to zero.
Hsec is the volatility adjustment appropriate to a particular type of security.
Foreign exchange risk volatility adjustment.
H is the volatility adjustment to be applied.
It shall reflect the impact of setting the volatility adjustment to zero.
See also
Without volatility adjustment and without other transitional measures.
The best estimate reported shall take into account the volatility adjustment.
Best estimate subject to volatility adjustment by country and currency.
Amount of the adjustment to the SCR due to the application of the volatility adjustment.
No use of volatility adjustment.
Amount of the adjustment to the MCR due to the application of the volatility adjustment.
Technical provisions without volatility adjustment and without others transitional measures.
Volatility adjustment to the relevant risk-free interest rate term structure.
Part of the Best Estimate subject to volatility adjustment written in the reporting currency.
The volatility adjustment based on the liquidation period TN.
Part of the Best Estimate subject to volatility adjustment written in currencies.
HN is the volatility adjustment based on the liquidation period TN.
Total value of Best Estimate subject to volatility adjustment in all countries.
Scaling up of volatility adjustment under the Financial Collateral Comprehensive method.
Total value of Best Estimate subject to volatility adjustment in the Home country.
The volatility adjustment appropriate to a particular group of securities j ;.
Total value of Best Estimate subject to volatility adjustment for all currencies.
The volatility adjustment to be applied ;.
Part of the Best Estimate subject to volatility adjustment written in currencies - by country.
The volatility adjustment based on the liquidation period TM ;.
For instance, EIOPA still allows different methods to model volatility adjustment.
HM is the volatility adjustment under TM and.
Where the collateral consists of a number of recognised items, the volatility adjustment shall be H Σi.
Institutions may apply a 0 % volatility adjustment where all the following conditions are met.
Indicate the amount of Total amount of TP gross of IGT (C0050) subject to volatility adjustment.
Impact of volatility adjustment set to zero - SCR.
Condition for applying a 0 % volatility adjustment.
Impact of volatility adjustment set to zero - Technical provisions.
Best estimate subject to country and currency volatility adjustment - By country and currency.
Impact of volatility adjustment set to zero - Basic own funds.
Conditions for applying a 0 % volatility adjustment.
HM is the volatility adjustment under the relevant liquidation period ;.
Best estimate subject to country and currency volatility adjustment - Total and home country by currency.
Without volatility adjustment and without other transitional measures - SCR.
Total value of Best Estimate subject to volatility adjustment (for all currencies) - by country.
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The overall volatility of the results is limited
Producers are suffering from an increased volatility in prices
Minimum volatility and risk control investments
Examples of using Adjustment
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Adjustment for accrued income from investments
The single flow adjustment knob allows
Adjustment for other accruals and liabilities
