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Dokumentum 32009R0290R(01)

    Corrigendum to Regulation (EC) No 290/2009 of the European Central Bank of 31 March 2009 amending Regulation (EC) No 63/2002 (ECB/2001/18) concerning statistics on interest rates applied by monetary financial institutions to deposits and loans vis-à-vis households and non-financial corporations (ECB/2009/7) ( OJ L 94, 8.4.2009 )

    HL L 273., 2009.10.17., 19—19. o. (BG, ES, DA, ET, EL, EN, FR, IT, NL, PL, PT, SK, FI, SV)

    ELI: http://data.europa.eu/eli/reg/2009/290/corrigendum/2009-10-17/1/oj

    17.10.2009   

    EN

    Official Journal of the European Union

    L 273/19


    Corrigendum to Regulation (EC) No 290/2009 of the European Central Bank of 31 March 2009 amending Regulation (EC) No 63/2002 (ECB/2001/18) concerning statistics on interest rates applied by monetary financial institutions to deposits and loans vis-à-vis households and non-financial corporations (ECB/2009/7)

    ( Official Journal of the European Union L 94 of 8 April 2009 )

    On page 77, Annex I(1), replace the footnote to paragraph 7 of Section III of Part 1 with the following:

    ‘(*)

    i.e. the sum of the intra-stratum variances defined as
    Formula
    is to be substantially lower than the total variance of the reporting population defined as
    Formula
    , where h indicates each stratum, xi the interest rate for institution i,
    Formula
    the simple average interest rate of stratum h, n the total number of institutions in the sample and
    Formula
    the simple average of interest rates of all institutions in the sample.’;

    on page 78, Annex II, paragraph 2 of Part 1(I), replace the formula with the following:

    Formula
    ’;

    on page 96, Annex III, footnote 1:

    for:

    ‘(1)

    Formula
    , with D as the maximum random error, zα/2 as the factor computed from the normal distribution or any suitable distribution according to the structure of the data (e.g. t-distribution) assuming a confidence level of 1-α, var(
    Image 1
    ) as the variance of the estimator of parameter θ, and vâr(
    Image 2
    ) as the estimated variance of the estimator of parameter .’

    read:

    ‘(1)

    Formula
    , with D as the maximum random error, zα/2 as the factor computed from the normal distribution or any suitable distribution according to the structure of the data (e.g. t-distribution) assuming a confidence level of 1-α, var(
    Image 3
    ) as the variance of the estimator of parameter θ, and vâr(
    Image 4
    ) as the estimated variance of the estimator of parameter θ.’

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