natgillin/translations-raw huggingface dataset:
Fþmg sot etqþ ( euro area ) : peqikgpsijüy üqoy pot rglaßmei sa jqÜsg-lÝkg sgy EE sa opoßa Ývotm tiohesÞrei so etqþ xy joimü soty mülirla rýluxma le sg RtmhÞjg .
Fine-tuning operation : a non-regular open market operation executed by the Eurosystem mainly in order to deal with unexpected liquidity fluctuations in the market .
Gleqolgmßa acoqÜy ( purchase date ) : g gleqolgmßa jasÜ sgm opoßa pqaclasopoießsai g pþkgrg sxm acoqafülemxm peqiotriajþm rsoiveßxm apü som pxkgsÞ pqoy som acoqarsÞ .
Fixed rate instrument : a financial instrument for which the coupon is fixed throughout the life of the instrument .
Gleqolgmßa aposßlgrgy ( valuation date ) : g gleqolgmßa jasÜ sgm opoßa aposilþmsai sa peqiotriajÜ rsoiveßa pot paqÝvomsai xy aruÜkeia rsiy pirsxsijÝy pqÜneiy .
Fixed rate tender : a tender procedure where the interest rate is specified in advance by the central bank and participating counterparties bid the amount of money they want to transact at the fixed interest rate .
Gleqolgmßa diajamomirloý ( settlement date ) : g gleqolgmßa jasÜ sgm opoßa diajamomßfesai lßa rtmakkacÞ .
Floating rate instrument : a financial instrument for which the coupon is periodically reset relative to a reference index to reflect changes in short or medium-term market interest rates . Floating rate instruments have either pre-fixed coupons or post-fixed coupons .
O diajamomirlüy lpoqeß ma pqaclasopoigheß eßse jasÜ sgm gleqolgmßa pot rtluxmeßsai g rtmakkacÞ ( athgleqüm diajamomirlüy ) eßse lßa Þ peqirrüseqey glÝqey lesÜ sg rtluxmßa ( g gleqolgmßa diajamomirloý oqßfesai xy g gleqolgmßa rtmakkacÞy ( S ) pkÝom siy glÝqey pot lerokaboým lÝvqi so diajamomirlü ( settlement lag ) . Gleqolgmßa Ýmaqngy ( start date ) : g gleqolgmßa jasÜ sgm opoßa diajamomßfesai so pqþso rjÝkoy liay pqÜngy molirlasijÞy pokisijÞy .
Foreign exchange swap : the simultaneous spot purchase / sale and forward sale / purchase of one currency against another . The Eurosystem executes open market monetary policy operations in the form of foreign exchange swaps where the national central banks ( or the ECB ) buy ( or sell ) euro spot against a foreign currency and at the same time sell ( or buy ) it back in a forward transaction .
Gleqolgmßa epamacoqÜy ( repurchase date ) : g gleqolgmßa jasÜ sgm opoßa o acoqarsÞy tpovqeoýsai ma epamapxkÞrei sa peqiotriajÜ rsoiveßa rsom pxkgsÞ rso pkaßrio liay pqÜngy le rtluxmßa epamacoqÜy .
Gross settlement system : a transfer system in which the settlement of funds or the transfer of securities occurs on an instruction-by-instruction basis .
Gleqolgmßa kÞnexy ( maturity date ) : g gleqolgmßa jasÜ sgm opoßa kÞcei lia pqÜng molirlasijÞy pokisijÞy .
Haircut : see valuation haircut .
Rsgm peqßpsxrg sxm pqÜnexm le rtluxmßa epamacoqÜy Þ sxm pqÜnexm amsakkacÞy molirlÜsxm , g gleqolgmßa kÞnexy amsirsoiveß rsgm gleqolgmßa epamacoqÜy . Gleqolgmßa rtmakkacÞy ( S ) ( trade date ) : g gleqolgmßa jasÜ sgm opoßa rtluxmeßsai lia rtmakkacÞ ( dgkadÞ jasÜ sgm opoßa dýo amsirtlbakkülemoi rtmolokocoým lia vqglasooijomolijÞ rtmakkacÞ ) .
Initial margin : a risk control measure applied in reverse transactions , implying that the collateral required for a transaction is equal to the credit extended to the counterparty plus the value of the initial margin . The Eurosystem applies initial margins differentiated according to the Eurosystem 's exposure time to a counterparty for a given transaction .
G gleqolgmßa rtmakkacÞy lpoqeß ma rtlpßpsei le sgm gleqolgmßa diajamomirloý sgy rtmakkacÞy ( athgleqüm diajamomirlüy ) Þ ma pqogceßsai sgy gleqolgmßay diajamomirloý jasÜ Ýma oqirlÝmo aqihlü eqcÜrilxm gleqþm [ g gleqolgmßa diajamomirloý oqßfesai xy S pkÝom siy glÝqey pot lerokaboým lÝvqi so diajamomirlü ( settlement lag )] .
Interlinking mechanism : within the TARGET system , the Interlinking mechanism provides common procedures and an infrastructure which allow payment orders to move from one domestic RTGS system to another .
Helasouýkajay ( custodian ) : uoqÝay pot amakalbÜmei sgm aruakÞ uýkang jai diaveßqirg sßskxm ja koipþm vqglasooijomolijþm peqiotriajþm rsoiveßxm cia kocaqiarlü Ükkxm .
International Securities Identification Number ( ISIN ) : an international identification code assigned to securities issued in financial markets .
JasahÝreiy le pqoherlßa kÞnexy Þ rtluxmglÝmgy diÜqjeiay ( deposits with agreed maturity ) : G jasgcoqßa atsÞ peqikalbÜmei jtqßxy pqoherliajÝy jasahÝreiy le jahoqirlÝmg diÜqjeia oi opoßey , amÜkoca le sgm ehmijÞ pqajsijÞ , eßse dem eßmai lesasqÝwiley pqim apü sg kÞng soty eßse lpoqoým ma lesasqapoým tpü som üqo jasabokÞy poimÞy .
Intraday credit : credit extended for a period of less than one business day . It may be extended by central banks to even out mismatches in payment settlements and can take the form of ( i ) a collateralised overdraft ;
Epßrgy peqikalbÜmei oqirlÝma lg diapqaclaseýrila rsgm acoqÜ vqeücqaua , üpxy lg diapqaclaseýrila pirsopoigsijÜ jasahÝrexm ( idixsþm ) .
or ( ii ) a lending operation against a pledge or in a repurchase agreement .
JasahÝreiy tpü pqoeidopoßgrg ( deposits redeemable at notice ) : jasahÝreiy siy opoßey o jasahÝsgy lpoqeß ma amakÜbei euürom eidopoiÞrei pqim apü Ýma jahoqirlÝmo vqomijü diÜrsgla .
Inverse floating rate instrument : a structured note where the rate of interest paid to the noteholder varies inversely with changes in a certain reference interest rate .
Re leqijÝy peqipsþreiy tpÜqvei dtmasüsgsa amÜkgwgy emüy oqirlÝmot poroý emsüy liay rtcjejqilÝmgy pqoherlßay Þ jai emxqßseqa tpü som üqo jasabokÞy poimÞy .
Issuer : the entity which is obligated on a security or other financial instrument .
Jemsqijü apohesÞqio sßskxm ( JAS ) ( central securities depository  CSD ) : uoqÝay pot sgqeß jai diaveiqßfesai sßskoty Þ Ükka vqglasooijomolijÜ peqiotriajÜ rsoiveßa , sgqeß soty kocaqiarloýy Ýjdorgy jai episqÝpei sg diemÝqceia rtmakkacþm le sg loquÞ kocirsijþm eccqauþm .
Link between securities settlement systems : a link consists of all the procedures and arrangements which exist between two securities settlement systems ( SSSs ) for the transfer of securities between the two SSSs concerned through a book-entry process .
Sa peqiotriajÜ rsoiveßa eßmai dtmasüm ma Ývotm eßse tkijÞ loquÞ ( akkÜ ma « ajimgsopoioýmsai » rso pkaßrio sot JAS ) eßse Ütkg loquÞ ( dgkadÞ ma tußrsamsai lümo xy gkejsqomijÝy eccqauÝy ) . Jßmdtmoy silÞy lesovÞy ( equity price risk ) : o jßmdtmoy fglßay kücx lesabokþm sxm silþm sxm lesovþm .
Longer-term refinancing operation : a regular open market operation executed by the Eurosystem in the form of a reverse transaction . Longer-term refinancing operations are executed through monthly standard tenders and have a maturity of three months .
So Etqxrýrsgla eßmai ejseheilÝmo re jßmdtmo silÞy lesovÞy rsiy pqÜneiy molirlasijÞy pokisijÞy pot diemeqceß , rso bahlü pot oi lesovÝy hexqoýmsai apodejsÜ peqiotriajÜ rsoiveßa sgy deýseqgy bahlßday . Jßmdtmoy ueqecctüsgsay ( solvency risk ) : o jßmdtmoy pqüjkgrgy fglßay kücx adtmalßay pkgqxlÞy ( psþvetrgy ) ej lÝqoty sot ejdüsg vqglasooijomolijoý peqiotriajoý rsoiveßot Þ kücx aueqecctüsgsay sot amsirtlbakkolÝmot .
Lump-sum allowance : a fixed amount which an institution deducts in the calculation of its reserve requirement within the minimum reserve framework of the Eurosystem .
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JqÜsoy lÝkoy ( Member State ) : rso paqüm ecveiqßdio le som üqo atsü moeßsai jqÜsoy-lÝkoy sgy EE pot Ývei tiohesÞrei so emiaßo mülirla rýluxma le sg RtmhÞjg .
Main refinancing operation : a regular open market operation executed by the Eurosystem in the form of a reverse transaction .
Kocaqiarlüy aruakoýy uýkangy ( safe custody account ) : kocaqiarlüy sßskxm som opoßo diaveiqßfesai g jemsqijÞ sqÜpefa jai rsom opoßo sa pirsxsijÜ idqýlasa lpoqoým ma sopohesoým sßskoty pot hexqoýmsai jasÜkkgkoi cia ma vqgrilopoighoým xy aruÜkeia rsiy rtmakkacÝy soty le sgm jemsqijÞ sqÜpefa .
Main refinancing operations are conducted through weekly standard tenders and normally have a maturity of two weeks .
Kocaqiarlüy diajamomirloý ( settlement account ) : kocaqiarlüy som opoßo sgqeß rsgm jemsqijÞ sqÜpefa Ýmay Üleroy rtllesÝvxm re ehmijü RDRV le rjopü sg diejpeqaßxrg pkgqxlþm . Kocaqiarlüy ekÜvirsxm apohelasijþm ( reserve account ) : kocaqiarlüy rsgm ehmijÞ jemsqijÞ sqÜpefa rsom opoßo sgqoýmsai sa tpovqexsijÜ ekÜvirsa apohelasijÜ emüy amsirtlbakkolÝmot .
Maintenance period : the period over which compliance with reserve requirements is calculated .
Lgvamirlüy Diarýmdergy ( interlinking mechanism ) : rso pkaßrio sot rtrsÞlasoy TARGET , o lgvamirlüy diarýmdergy paqÝvei joimÝy diadijarßey jai tpodolÞ pot episqÝpotm rsiy emsokÝy pkgqxlÞy ma jimoýmsai apü so Ýma ecvþqio RDRV rso Ükko .
The maintenance period for Eurosystem minimum reserves is one month , starting on the 24th calendar day of each month and ending on the 23rd calendar day of the following month .
Lgvamirlüy jÜktwgy diauoqþm aposßlgrgy ( margin call ) : diadijarßa pot rtmdÝesai le sgm euaqlocÞ sxm peqihxqßxm diauoqþm aposßlgrgy , rýluxma le sgm opoßa , am g anßa , sot peqiotriajoý rsoiveßot , üpxy tpokocßfesai re sajsÜ vqomijÜ diarsÞlasa leixheß jÜsx apü Ýma oqirlÝmo epßpedo , oi jemsqijÝy sqÜpefey lpoqoým ma fgsÞrotm apü soty amsirtlbakkolÝmoty ma paqÜrvotm pqürhesa peqiotriajÜ rsoiveßa ( Þ lesqgsÜ ) .
Margin call : a procedure related to the application of variation margins , implying that if the value , as regularly measured , of the underlying assets falls below a certain level , central banks may require counterparties to supply additional assets ( or cash ) .
Amsßrsoiva , am g anßa sxm peqiotriajþm rsoiveßxm tpeqbaßmei so porü pot oueßkotm oi amsirtlbakkülemoi pkÝom so peqihþqio diauoqþm aposßlgrgy , g jemsqijÞ sqÜpefa epirsqÝuei rsom amsirtlbakkülemo sa pkeomÜfomsa peqiotriajÜ rsoiveßa ( Þ lesqgsÜ ) .
Similarly , if the value of the underlying assets , following their revaluation , were to exceed the amount owed by the counterparties plus the variation margin , the central bank would return the excess assets ( or cash ) to the counterparty .
Lgvamirlüy pkgqxlþm sgy EJS ( ECB payment mechanism  EPM ) : qthlßreiy pkgqxlþm pot Ývotm oqcamxheß emsüy sgy EJS jai rtmdÝomsai le so TARGET le rjopü sgc diemÝqceia : a ) pkgqxlþm lesaný kocaqiarlþm pot sgqoýmsai rsgm EJS , jai b ) pkgqxlþm lÝrx sot TARGET lesaný kocaqiarlþm pot sgqoýmsai rsgm EJS jai rsiy ehmijÝy jemsqijÝy sqÜpefey .
Marginal interest rate : the interest rate at which the total tender allotment is exhausted . Marginal lending facility : a standing facility of the Eurosystem which counterparties may use to receive overnight credit from a national central bank at a pre-specified interest rate .
LomÜda bÜrgy swap ( swap point ) : g diauoqÜ lesaný sgy rtmakkaclasijÞy irosilßay sot pqoherliajoý rjÝkoty liay rtmakkacÞy jai sgy sqÝvotray rtmakkaclasijÞy irosilßay re lia pqÜng amsakkacÞy molirlÜsxm .
Marginal swap point quotation : the swap point quotation at which the total tender allotment is exhausted . Marking to market : see variation margin .
MolirlasijÜ VqglasopirsxsijÜ ºdqtlasa ( MVI ) ( Monetary Financial Institutions  MFIs ) : sa vqglasopirsxsijÜ ßdqtlasa sa opoßa aposekoým som solÝa pot ejdßdei vqÞla rsg fþmg sot etqþ .
Maturity date : the date on which a monetary policy operation expires . In the case of a repurchase agreement or swap , the maturity date corresponds to the repurchase date .
O solÝay atsüy peqikalbÜmei siy jemsqijÝy sqÜpefey , sa pirsxsijÜ idqýlasa ( üpxy oqßfomsai rso joimosijü dßjaio ) pot edqeýotm rsg fþmg sot etqþ jai üka sa koipÜ vqglasopirsxsijÜ idqýlasa pot edqeýotm rsg fþmg sot etqþ jai sxm opoßxm g dqarsgqiüsgsa rtmßrsasai rso ma dÝvomsai jasahÝreiy Þ / jai rsemÜ tpojasÜrsasa jasahÝrexm apü Ükkoty uoqeßy pkgm MVI jai ma voqgcoým pirsþreiy Þ / jai ma epemdýotm re sßskoty cia dijü soty kocaqiarlü ( sotkÜvirsom apü oijomolijÞy apüwexy ) .
Maximum bid limit : the limit on the largest acceptable bid from an individual counterparty in a tender operation . The Eurosystem may impose maximum bid limits in order to avoid disproportionately large bids from individual counterparties .
Olükoco le apojollÝmo sojoleqßdio ( strip  separate trading of interest and principal ) : olükoco lgdemijoý sojoleqidßot pot dgliotqceßsai þrse g diapqaclÜsetrg sxm apaisÞrexm epß rtcjejqilÝmxm saleiajþm qoþm sot sßskot ma cßmesai vxqirsÜ apü sg diapqaclÜsetrg sot jeuakaßot sot ßdiot sßskot .
Maximum bid rate : the upper limit to the interest rate at which counterparties may submit bids in variable rate tenders . Bids at a rate above the maximum bid rate announced by the ECB are discarded .
Olükoco lgdemijoý sojoleqidßot ( zero coupon bond ) : vqeücqauo pot apodßdei lümo lßa saleiajÞ qoÞ jasÜ sg diÜqjeia fxÞy sot .
Member State : refers in this document to an EU Member State which has adopted the single currency in accordance with the Treaty . Minimum allotment amount : the lower limit of the amount to be allotted to individual counterparties in a tender operation .
Cia soty rjopoýy sot paqümsoy ecveiqidßot , rsa olükoca lgdemijoý sojoleqidßot peqikalbÜmomsai jai sa vqeücqaua pot ejdßdomsai tpü so Üqsio jai sa vqeücqaua pot uÝqotm Ýma lomadijü sojoleqßdio , pkgqxsÝo jasÜ sg kÞng soty .
The Eurosystem may decide to allot a minimum amount to each counterparty in its tender operations . Minimum allotment ratio : the lower limit , expressed in percentage terms , of the ratio of bids at the marginal interest rate to be allotted in a tender operation .
EidijÞ loquÞ olokücot lgdemijoý sojoleqidßot eßmai so olükoco le apojollÝmo sojoleqßdio ( strip ) .
The Eurosystem may decide to apply a minimum allotment ratio in its tender operations .
Oqiajü epßpedo lomÜdxm bÜrgy swap ( marginal swap point quotation ) : so epßpedo lomÜdxm bÜrgy swap le so opoßo enamskeßsai okorveqþy so porü pot jasamÝlesai re lia dglopqarßa .
Minimum bid rate : the lower limit to the interest rates at which counterparties may submit bids in variable rate tenders .
Oqiajü episüjio ( marginal interest rate ) : so episüjio le so opoßo enamskeßsai okorveqþy so porü pot jasamÝlesai re lia dglopqarßa .
Monetary financial institution ( MFI ) : financial institutions which together form the money-creating sector of the euro area .
OqirsijÞ lesabßbarg ( final transfer ) : amÝjjkgsg jai Ümet aiqÝrexm lesabßbarg , le sgm opoßa aporbÝmesai g emovijÞ tpovqÝxrg pot auoqÜ sgm pqaclasopoßgrg sgy lesabßbargy .
These include central banks , resident credit institutions as defined in Community law and all other resident financial institutions whose business is to receive deposits and / or close substitutes for deposits from entities other than MFIs and , for their own account ( at least in economic terms ) , to grant credit and / or invest in securities .
OqirsijÞ pqÜng ( outright transaction ) : rtmakkacÞ lÝrx sgy opoßay g jemsqijÞ sqÜpefa acoqÜfei Þ pxkeß rsgm acoqÜ peqiotriajÜ rsoiveßa lÝvqi sg kÞng soty ( le Ülerg Þ pqoherliajÞ paqÜdorg ) .
Multiple rate auction ( American auction ) : an auction at which the allotment interest rate ( or price / swap point ) equals the interest rate offered in each individual bid .
PÜcia dietjüktmrg ( standing facility ) : dietjüktmrg pot paqÝvei g jemsqijÞ sqÜpefa rsoty amsirtlbakkolÝmoty jai sgm opoßa vqgrilopoioým le dijÞ soty pqxsobotkßa .
National central bank ( NCB ) : refers in this document to a central bank of an EU Member State which has adopted the single currency in accordance with the Treaty .
So Etqxrýrsgla pqoruÝqei dýo pÜciey dietjokýmreiy diÜqjeiay lßay glÝqay : sg dietjüktmrg oqiajÞy vqglasodüsgrgy jai sg dietjüktmrg apodovÞy jasahÝrexm .
NCB business day : any day on which the national central bank of a specific Member State is open for the purpose of conducting Eurosystem monetary policy operations .
PÜcia Ýjpsxrg ( standardised deduction ) : so jahoqirlÝmo pororsü epß sot amenüukgsot tpokoßpot sxm vqeocqÜuxm le rtluxmglÝmg diÜqjeia Ýxy dýo esþm jai sxm sßskxm sgy vqglasacoqÜy , so opoßo oi ejdüsey soty episqÝpesai ma auaiqÝrotm apü sg bÜrg tpokocirloý sxm tpovqexsijþm ekÜvirsxm apohelasijþm soty üsam dem lpoqoým ma pqorjolßrotm apodeijsijÜ rsoiveßa üsi so em kücx amenüukgso tpükoipo diajqaseßsai apü Ükka idqýlasa pot tpüjeimsai rso rýrsgla ekÜvirsxm apohelasijþm sot EtqxrtrsÞlasoy , apü sgm EJS Þ apü lia ehmijÞ jemsqijÞ sqÜpefa .
In some Member States , branches of the national central bank may be closed on NCB business days owing to local or regional bank holidays . In such cases , the relevant national central bank is responsible for informing the counterparties in advance of the arrangements to be made for transactions involving those branches .
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Peqihþqio diauoqþm aposßlgrgy Þ aposßlgrg le sgm sqÝvotra silÞ sgy acoqÜy ( variation margin or marking to market ) : so Etqxrýrsgla apaiseß ma sgqeßsai Ýma jahoqirlÝmo peqihþqio rsa peqiotriajÜ rsoiveßa pot vqgrilopoioýmsai xy aruÜkeia rsiy amsirsqepsÝey pqÜneiy sot cia sgm paqovÞ qetrsüsgsay .
Open market operation : an operation executed on the initiative of the central bank in the financial market .
Atsü rtmepÜcesai üsi , eÜm g acoqaßa anßa sxm peqiotriajþm rsoiveßxm , üpxy tpokocßfesai re sajsÜ vqomijÜ diarsÞlasa , leixheß jÜsx apü Ýma oqirlÝmo epßpedo , oi amsirtlbakkülemoi tpovqeoýmsai ma paqÜrvotm pqürhesa peqiotriajÜ rsoiveßa ( Þ lesqgsÜ ) .
With regard to their aims , regularity and procedures , Eurosystem open market operations can be divided into four categories : main refinancing operations , longer-term refinancing operations , fine-tuning operations and structural operations .
Amsßrsoiva , eÜm g acoqaßa anßa sxm peqiotriajþm rsoiveßxm , lesÜ sg mÝa aposßlgrÞ soty , tpeqbaßmei so porü pot oueßkei o amsirtlbakkülemoy pkÝom so peqihþqio diauoqþm aposßlgrgy , g jemsqijÞ sqÜpefa dýmasai ma epirsqÝwei sa pkeomÜfomsa peqiotriajÜ rsoiveßa ( Þ lesqgsÜ ) rsom amsirtlbakkülemo .
As for the instruments used , reverse transactions are the main open market instrument of the Eurosystem and can be employed in all four categories of operations . In addition , the issuance of debt certificates and outright transactions are available for structural operations , while outright transactions , foreign exchange swaps and the collection of fixed-term deposits are available for the conduct of fine-tuning operations .
PeqijopÞ ( haircut ) : bkÝpe peqijopÞ aposßlgrgy .
Outright transaction : a transaction whereby assets are bought or sold up to their maturity ( spot or forward ) .
PeqijopÞ aposßlgrgy ( valuation haircut ) : lÝsqo ekÝcvot jimdýmxm so opoßo euaqlüfesai rsa peqiotriajÜ rsoiveßa pot vqgrilopoioýmsai xy aruÜkeia rsiy amsirsqepsÝey pqÜneiy .
Pooling system : see collateral pooling system .
Rýluxma le atsü , g jemsqijÞ sqÜpefa tpokocßfei sgm anßa sxm peqiotriajþm rsoiveßxm le bÜrg sgm amsßrsoivg sqÝvotra silÞ sgy acoqÜy , leßom Ýma oqirlÝmo pororsü ( peqijopÞ ) .
Post-fixed coupon : a coupon on floating rate instruments which is determined on the basis of the values taken by the reference index at a certain date ( or dates ) during the coupon accrual period .
So Etqxrýrsgla euaqlüfei peqijopÝy aposßlgrgy amÜkoca le sa vaqajsgqirsijÜ sxm ejÜrsose peqiotriajþm rsoiveßxm ( p.v. sgm emapolÝmotra diÜqjeiÜ soty ) .
Pre-fixed coupon : a coupon on floating rate instruments which is determined on the basis of the values taken by the reference index at a certain date ( or dates ) before the start of the coupon accrual period .
Peqßodoy sÞqgrgy ( maintainance period ) : so vqomijü diÜrsgla jasÜ so opoßo tpokocßfesai g rtllüquxrg le sgm tpovqÝxrg sÞqgrgy ekÜvirsxm apohelasijþm .
Purchase date : the date on which the sale of purchased assets by the seller to the buyer becomes effective .
G peqßodoy sÞqgrgy cia sa ekÜvirsa apohelasijÜ sot EtqxrtrsÞlasoy diaqjeß Ýma lÞma , apü siy 24 sot lgmüy lÝvqi jai siy 23 sot epolÝmot .
Purchase price : the price at which purchased assets are sold or are to be sold to the buyer by the seller .
Peqiotriajü rsoiveßo deýseqgy bahlßday ( tier two asset ) : peqiotriajü rsoiveßo , diapqaclaseýrilo Þ lg rsgm acoqÜ , cia so opoßo oi ehmijÝy jemsqijÝy sqÜpefey , Ývotm herpßrei eidijÜ jqisÞqia jasakkgküsgsay pot tpüjeimsai rsgm Ýcjqirg sgy EJS .
Quick tender : the tender procedure used by the Eurosystem for fine-tuning operations when it is deemed desirable to have a rapid impact on the liquidity situation in the market .
Peqiotriajü rsoiveßo sgy pqþsgy bahlßday ( tier one asset ) : diapqaclaseýrilo peqiotriajü rsoiveßo pot pkgqoß oqirlÝma jqisÞqia jasakkgküsgsay sa opoßa eßmai oloiüloqua cia ükg sg fþmg sot etqþ jai jahoqßfomsai apü sgm EJS .
Quick tenders are executed within a time frame of one hour and are restricted to a limited set of counterparties . Repo operation : a liquidity-providing reverse transaction based on a repurchase agreement .
Pirsxsijü ßdqtla ( credit institution ) : rso paqüm ecveiqßdio , xy pirsxsijü ßdqtla moeßsai ßdqtla pot elpßpsei rsom oqirlü sot ¢ qhqot 1 ( 1 ) sgy Odgcßay 2000/12 / EJ sot Etqxpaújoý Joimobotkßot jai sot Rtlbotkßot , sgy 20Þy Laqsßot 2000 , rvesijÜ le sgm amÜkgwg jai sgm Ürjgrg dqarsgqiüsgsay pirsxsijþm idqtlÜsxm , üpxy sqopopoiÞhgje le sgm Odgcßa 2000/28 / EJ sot Etqxpaújoý Joimobotkßot jai sot Rtlbotkßot sgy 18gy Repselbqßot 2000 .
Repurchase agreement : an arrangement whereby an asset is sold while the seller simultaneously obtains the right and obligation to repurchase it at a specific price on a future date or on demand . Such an agreement is similar to collateralised borrowing , with the difference that ownership of the securities is not retained by the seller .
Rýluxma le som oqirlü atsü , pirsxsijü ßdqtla eßmai i ) epiveßqgrg g dqarsgqiüsgsa sgy opoßay rtmßrsasai rso ma dÝvesai jasahÝreiy apü so joimü Þ Ükka epirsqepsÝa jeuÜkaia jai ma voqgceß pirsþreiy cia kocaqiarlü sgy , Þ ii ) epiveßqgrg Þ Ükko molijü pqürxpo , ejsüy atsþm pot tpÜcomsai rso ( i ) amxsÝqx , pot ejdßdei lÝra pkgqxlÞy le sg loquÞ gkejsqomijoý vqÞlasoy .
The Eurosystem uses repurchase agreements with a fixed maturity in its reverse transactions .
Xy « gkejsqomijü vqÞla » moeßsai vqglasijÞ anßa pot amsirsoiveß re apaßsgrg jasÜ sot ejdüsg jai : a ) apohgjeýesai re gkejsqomijü lÝro , b ) ejdßdesai Ýmamsi eirpqÜnexy jeuakaßxm sotkÜvirsom irüporxm le sgm ejdoheßra vqglasijÞ anßa , jai c ) cßmesai dejsÞ xy lÝro pkgqxlÞy apü Ükkey epiveiqÞreiy ejsüy apü som uoqÝa pot sgm ejdßdei .
Repurchase date : the date on which the buyer is obliged to sell back assets to the seller in relation to a transaction under a repurchase agreement . Repurchase price : the price at which the buyer is obliged to sell back assets to the seller in relation to a transaction under a repurchase agreement .
Pqaclasijüy aqihlüy gleqþm / 360 ( actual / 360 ) : o rtlbasijüy sqüpoy tpokocirloý sxm gleqþm pot euaqlüfesai cia som ejsojirlü liay pßrsxrgy , rýluxma le som opoßo kocßfomsai süjoi cia som pqaclasijü aqihlü sxm rtmapsþm « gleqokociajþm » gleqþm jasÜ siy opoßey paqÝvesai g pßrsxrg , le bÜrg so Ýsoy sxm 360 gleqþm .
The repurchase price equals the sum of the purchase price and the price differential corresponding to the interest on the extended liquidity over the maturity of the operation . Reserve account : an account with the national central bank on which a counterparty 's reserve holdings are maintained .
O em kücx rtlbasijüy sqüpoy tpokocirloý sxm gleqþm euaqlüfesai rsiy pqÜneiy molirlasijÞy pokisijÞy sot EtqxrtrsÞlasoy .
The counterparties » settlement accounts with the national central banks may be used as reserve accounts .
PqÜjsoqay diajamomirloý ( settlement agent ) : ßdqtla pot diethýmei sg diadijarßa diajamomirloý ( p.v. som jahoqirlü sxm hÝrexm diajamomirloý , sgm paqajokoýhgrg sgy amsakkacÞy sxm pkgqxlþm j. kp .
Reserve base : the sum of the eligible balance sheet items which constitute the basis for calculating the reserve requirement of a credit institution .
) re rtrsÞlasa lesauoqÜy jeuakaßxm Þ sßskxm Þ re Ükkey qthlßreiy pot apaisoým diajamomirlü .
Reserve holdings : counterparties » holdings on their reserve accounts which serve to fulfil reserve requirements .
PqÜng amoijsÞy acoqÜy ( open market operation ) : pqÜng pot diemeqceßsai le pqxsobotkßa sgy jemsqijÞy sqÜpefay rsg vqglasopirsxsijÞ acoqÜ .
Reserve ratio : the ratio defined by the central bank for each category of eligible balance sheet items included in the reserve base .