Login or register (free and only takes a few minutes) to participate in this question.You will also have access to many other tools and opportunities designed for those who have language-related jobs (or are passionate about them). Participation is free and the site has a strict confidentiality policy.
Romanian to English translations [PRO] Bus/Financial - Accounting | | Romanian term or phrase: preliminare | Mă interesează sensul din DEX precizat mai jos:
PRELIMINÁRE, preliminări, s. f. Includere în mod treptat, în cheltuielile curente, a unor sume care reprezintă cheltuieli viitoare, spre a evita creșterea excesivă a cheltuielilor din perioadele următoare
În contextul meu, nişte situaţii contabile, am (cam eliptic): "preliminarea dobânzilor la conturile NOSTRO", "preliminare dobânzi obligaţiuni" etc.
Mi-ar trebui un răspuns repede. Mulţumesc. |
|  Mihaela BuruianaKudoZ activityQuestions: 54 ( 1 open) ( 1 without valid answers) ( 4 closed without grading) Answers: 176 Romania
| | Local time: 07:46
|
| | estimate | Explanation: În cazul de față complexitatea a putut fi menținută la un nivel foarte redus prin măsurile pregătitoare ale LfM, astfel încât fiecare radiodifuzor a fost informat cu privire la costurile de transmisie preliminate și a putut chiar să-și estimeze în prealabil veniturile și cheltuielile.
->However, in the case at hand, this complexity was considerably reduced by the preparatory action of the LfM and every broadcaster knew about the estimated transmission costs and could make its own revenue forecasts. (eurlex)
În plus, comitetul examinează resursele proprii preliminate.
->The committee shall also examine estimates of own resources. (eurlex)
Estimating Interest Rate Term Structures Using Linear Programming
The term structure of interest rates is not directly observable and can be implied from market prices of coupon bearing bonds. As a result, several techniques have been proposed in order to provide an estimate of the term structures for benchmark risky and risk-free securities. This project examined the linear programming approach for stripping coupons as introduced by Allen et al (2000).
Key changes relative to the initial formulation of the problem include:
A nonlinear reformulation of the forward rate constraint
Imposing smoothness directly on the forward rate curves, thus inhibiting large “jumps” in forward rate
Analysis was undertaken for Sterling, Euro and USD bond market data. Significant gains in model smoothness where observed when including the proposed reformulations with little or no impact on pricing accuracy.
http://mbsanalysis.com/content/view/39/40/
-------------------------------------------------- Note added at 59 mins (2011-04-07 10:00:01 GMT) --------------------------------------------------
HTH |
| Selected response from: Word_Wise Local time: 05:46
| Grading comment | 4 KudoZ points were awarded for this answer |
| |
| Discussion entries: 0 |
|---|
Automatic update in 00:
|
43 mins confidence:  peer agreement (net): +3 estimate
Explanation: În cazul de față complexitatea a putut fi menținută la un nivel foarte redus prin măsurile pregătitoare ale LfM, astfel încât fiecare radiodifuzor a fost informat cu privire la costurile de transmisie preliminate și a putut chiar să-și estimeze în prealabil veniturile și cheltuielile.
->However, in the case at hand, this complexity was considerably reduced by the preparatory action of the LfM and every broadcaster knew about the estimated transmission costs and could make its own revenue forecasts. (eurlex)
În plus, comitetul examinează resursele proprii preliminate.
->The committee shall also examine estimates of own resources. (eurlex)
Estimating Interest Rate Term Structures Using Linear Programming
The term structure of interest rates is not directly observable and can be implied from market prices of coupon bearing bonds. As a result, several techniques have been proposed in order to provide an estimate of the term structures for benchmark risky and risk-free securities. This project examined the linear programming approach for stripping coupons as introduced by Allen et al (2000).
Key changes relative to the initial formulation of the problem include:
A nonlinear reformulation of the forward rate constraint
Imposing smoothness directly on the forward rate curves, thus inhibiting large “jumps” in forward rate
Analysis was undertaken for Sterling, Euro and USD bond market data. Significant gains in model smoothness where observed when including the proposed reformulations with little or no impact on pricing accuracy.
http://mbsanalysis.com/content/view/39/40/
-------------------------------------------------- Note added at 59 mins (2011-04-07 10:00:01 GMT) --------------------------------------------------
HTH
| Word_Wise Local time: 05:46 Specializes in field Native speaker of: Romanian, Moldavian PRO pts in category: 8
|
| | Notes to answerer
| | KudoZ™ translation helpThe KudoZ network provides a framework for translators and others to assist each other with translations or explanations of terms and short phrases. See also: Search millions of term translations |
| |