Betekenis van:
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Voorbeeldzinnen

1. Such areas will be made up essentially of NUTS level III geographic regions with a population density of less than 12,5 inhabitants per square kilometre.
2. the low population density regions: such areas are made up essentially of NUTS II geographic regions with a population density of less than eight inhabitants per square kilometre or NUTS III geographic regions as concerns Norway (…) with a population density of less than 12,5 inhabitants per square kilometre’.
3. when the closed area is based on one sample and lies outside the waters up to 12 miles from the baselines under the jurisdiction and sovereignty of the concerned Member State, it shall be 50 square miles, and,
4. a 10-day equivalent holding period (institutions may use value-at-risk numbers calculated according to shorter holding periods scaled up to 10 days by, for example, the square root of time.
5. Credit institutions may use volatility adjustment numbers calculated according to shorter or longer liquidation periods, scaled up or down to the liquidation period set out in point 48 for the type of transaction in question, using the square root of time formula:
6. The illuminance values shall be determined by means of a photoreceptor contained within a square of 65 mm side and set up to a distance of at least 25 m forward of the centre of reference of each lighting unit perpendicular to the measurement axis from the origin of the goniometer;
7. The Authority notes that the extension of the geographical scope of the scheme brings the total population coverage for the scheme up to 735506 inhabitants [16], or 16,3 % of the total population (without the municipalities Herøy, Ulstein, Hareid and Aukra).The Authority also notes that the population density in the proposed areas from Hedmark and Oppland is lower than 12,5 inhabitants per square kilometre.
8. If the liquidation period used by the credit institution in its day-to-day risk management process is longer than that set out in this Part for the type of transaction in question, the credit institution's volatility adjustments shall be scaled up in accordance with the square root of time formula set out in point 49.