Appendix 2: The calculation of the UCOH indicator: hypotheses and data sources .. 47 Limit for the mortgage interest tax relief (in euros). Country/Year.
12 sept. 2019 Currency risk adjustment for currencies pegged to the euro . ... Calculation of the relevant risk-free interest rates term structures at.
11 mai 2017 and loss given default for mortgage exposures directly at household ... largest euro area economies (Germany France
23 nov. 2020 mortgages consumer loans and SME loans; ... calculation and its consistency with the derivatives market
31 janv. 2016 markets or the calculation of the Solvency Capital Requirement (SCR) under ... corporate bonds and loans (excluding mortgage loans which are ...
costly equity capital is for euro area banks is useful for policymakers for Data on book value of equity for the calculation of price-to-book ratios.
L = loan amount r = interest rate if floating rn is the interest rate in year n n = tenor of the loan (if the repayment period is 6 months
20 août 2020 Currency risk adjustment for currencies pegged to the euro . ... rate) underpins the calculation of liabilities by insurance and reinsurance.
31 juil. 2020 This document covers the index family structure rules and calculation methodology. 1.1) Index family structure. Overview of Markit iBoxx ...