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| > بولتن مالي و اقتصادي بين المللي > شماره 79 |
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(IIF) : - 鐢 IIF ꗢ ⛐ 쐢 䑓 ( ) 됤 IIF ⛐ IIF 쟗 쟗 : - IIF 줪 ꤪ 䤨 쑓 쓑 ꤪ ꗨ 㓐 : ( ( 𗨓 ꗨ ꤯ ᐢ Stress Scenario ꑮ netting Collateral 餯 엨 ꗨ) ( Scenario Stress ) ( 𗨓 ꗨ 㗐 엨 줪 : 㮖 IIF IIF 됤 ꤪ) ( (Option ) future 㮤 () ꤬ ꤬ ꗨ ꤦ 㓐 IIF 줪 ꤪ : * 拉 ( ) 𗨓 㓤 ꤪ 쐢) 袐 䑓 ( * ꤬ ) ( ᑮ ( Stress tests ) * ꗤ 𗨓 ( : ꗨ 줪 ( ꗨ 𗨓 엨 𗨓 * ꗨ ꗤ Obliger 餯 * counterpatry exposures ꗤ ꗨ ꐤ 믑 ꗤ counterparty ꗤ ꗐ : : - ( scenario analysis ) - Stress testing ꗤ - Stress test ) 𗨓 Scenario ꗐ ( ꗤ - 䤨 Stress ꑟ ꗤ ꗨ ꑟ 엨 - 䐖 - - 鐤 餯 𗨑 - - 食 鑯 𤐤 ꑟ 食 됤 - 됤 䤨 netting - 쐢 - 㓑 㓐 㓗 䤢 𗨑 |