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URLhttps://www.lawinsider.com/dictionary/realized-volatility
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Meta TitleRealized Volatility Definition | Law Insider
Meta DescriptionDefine Realized Volatility. or “RV” means, in relation to a Rebalancing Date, an amount calculated in accordance with the following formula:
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Volatility means, in respect of the price of a security, a numerical measure of the tendency of the price to vary over time. Dilution Volatility Component means, at any time, the product (expressed as a percentage) of (i) the difference between (a) the highest three-month rolling average Dilution Ratio over the 12-month period then most recently ended and (b) the Adjusted Dilution Ratio, and (ii) a fraction, the numerator of which is equal to the amount calculated in (i)(a) of this definition and the denominator of which is equal to the amount calculated in (i)(b) of this definition. S&P Volatility Factor means 277% or such other potential dividend rate increase factor as S&P advises the Corporation in writing is applicable. Volatility Buffer means, with respect to a Transaction, an amount equal to the product of (a) the Factor applicable to the Transaction and (b) the Notional Amount of the Transaction. Series Adjusted Portfolio Yield means, with respect to any Monthly Period, the annualized percentage equivalent of a fraction, (A) the numerator of which is equal to (a) Reallocated Investor Finance Charge Collections with respect to such Monthly Period, plus (b) the amount of any Principal Funding Account Investment Proceeds for the related Distribution Date, plus (c) provided that each Rating Agency has consented in writing to the inclusion thereof in calculating the Series Adjusted Portfolio Yield, any Excess Finance Charge Collections that are allocated to Series 2022-2 with respect to such Monthly Period, plus (d) the amount of funds, if any, withdrawn from the Reserve Account which pursuant to subsection 4.12(d) are required to be deposited into the Collection Account and included as Class A Available Funds for the Distribution Date with respect to such Monthly Period, minus (e) the Investor Default Amount for the Distribution Date with respect to such Monthly Period, and (B) the denominator of which is the Invested Amount as of the last day of the preceding Monthly Period.
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Schedule a Demo Sign In Sign Up [Standard Templates](https://www.lawinsider.com/standards) [Public Contracts](https://www.lawinsider.com/tags) [Resources](https://www.lawinsider.com/resources) [About](https://www.lawinsider.com/about) [Pricing](https://www.lawinsider.com/pricing) - [Home](https://www.lawinsider.com/) - [Dictionary](https://www.lawinsider.com/dictionary) - Realized Volatility # *Realized Volatility* definition Realized Volatility or “RV” means, [in relation to](https://www.lawinsider.com/clause/in-relation-to) a [Rebalancing Date](https://www.lawinsider.com/dictionary/rebalancing-date), an amount calculated [in accordance with](https://www.lawinsider.com/dictionary/in-accordance-with) the following formula: [View Source](https://www.ise.ie/debt_documents/Prospectus%20-%20Series_8538cb05-ed89-4ca8-b679-d0f9d1dc8a20.PDF) Based on 1 documents 1 ![Microsoft® Word Add-in](https://www.lawinsider.com/images/common/icon-logo-msword.svg) Draft with AI![sparks](https://www.lawinsider.com/images/common/AI-sparks-dark-min.svg) Split View AI-Powered Contracts Draft, Review & Redline at the Speed of AI Get Started Schedule a Demo Realized Volatility means on every Basket [Valuation Date](https://www.lawinsider.com/dictionary/valuation-date) (t) [following the](https://www.lawinsider.com/dictionary/following-the) [Calculation Start Date](https://www.lawinsider.com/dictionary/calculation-start-date), the Realized Volatility shall be determined [in accordance with](https://www.lawinsider.com/dictionary/in-accordance-with) the following formula: [View Source](http://idoc.ngm.se/20210407133216014228.pdf) Based on 1 documents 1 ![Microsoft® Word Add-in](https://www.lawinsider.com/images/common/icon-logo-msword.svg) Draft with AI![sparks](https://www.lawinsider.com/images/common/AI-sparks-dark-min.svg) Realized Volatility or “RV” means that [the rate](https://www.lawinsider.com/clause/the-rate) calculated on the [Valuation Date](https://www.lawinsider.com/dictionary/valuation-date) will be a [per annum](https://www.lawinsider.com/clause/per-annum) rate calculated on the [basis of](https://www.lawinsider.com/clause/basis-of) the following formula (expressed as [a percentage](https://www.lawinsider.com/dictionary/a-percentage)): [View Source](https://www.newyorkfed.org/medialibrary/microsites/fxc/files/2011/fxc060811d.pdf) Based on 1 documents 1 ![Microsoft® Word Add-in](https://www.lawinsider.com/images/common/icon-logo-msword.svg) Draft with AI![sparks](https://www.lawinsider.com/images/common/AI-sparks-dark-min.svg) ## Related to *Realized Volatility* - [Volatility](https://www.lawinsider.com/dictionary/volatility) means, in respect of the price of a security, a numerical measure of the tendency of the price to vary over time. - [Dilution Volatility Component](https://www.lawinsider.com/dictionary/dilution-volatility-component) means, at any time, the product (expressed as a percentage) of (i) the difference between (a) the highest three-month rolling average Dilution Ratio over the 12-month period then most recently ended and (b) the Adjusted Dilution Ratio, and (ii) a fraction, the numerator of which is equal to the amount calculated in (i)(a) of this definition and the denominator of which is equal to the amount calculated in (i)(b) of this definition. - [S\&P Volatility Factor](https://www.lawinsider.com/dictionary/sp-volatility-factor) means 277% or such other potential dividend rate increase factor as S\&P advises the Corporation in writing is applicable. - [Volatility Buffer](https://www.lawinsider.com/dictionary/volatility-buffer) means, with respect to a Transaction, an amount equal to the product of (a) the Factor applicable to the Transaction and (b) the Notional Amount of the Transaction. - [Series Adjusted Portfolio Yield](https://www.lawinsider.com/dictionary/series-adjusted-portfolio-yield) means, with respect to any Monthly Period, the annualized percentage equivalent of a fraction, (A) the numerator of which is equal to (a) Reallocated Investor Finance Charge Collections with respect to such Monthly Period, plus (b) the amount of any Principal Funding Account Investment Proceeds for the related Distribution Date, plus (c) provided that each Rating Agency has consented in writing to the inclusion thereof in calculating the Series Adjusted Portfolio Yield, any Excess Finance Charge Collections that are allocated to Series 2022-2 with respect to such Monthly Period, plus (d) the amount of funds, if any, withdrawn from the Reserve Account which pursuant to subsection 4.12(d) are required to be deposited into the Collection Account and included as Class A Available Funds for the Distribution Date with respect to such Monthly Period, minus (e) the Investor Default Amount for the Distribution Date with respect to such Monthly Period, and (B) the denominator of which is the Invested Amount as of the last day of the preceding Monthly Period. ## Related Definitions - [Volatility](https://www.lawinsider.com/dictionary/volatility) - [Dilution Volatility Component](https://www.lawinsider.com/dictionary/dilution-volatility-component) - [S\&P Volatility Factor](https://www.lawinsider.com/dictionary/sp-volatility-factor) - [Volatility Buffer](https://www.lawinsider.com/dictionary/volatility-buffer) - [Series Adjusted Portfolio Yield](https://www.lawinsider.com/dictionary/series-adjusted-portfolio-yield) ![Law Insider](https://www.lawinsider.com/images/common/logo-white.svg) Tools to Draft Better Contracts - [About Us](https://www.lawinsider.com/about) - [Plans & Pricing](https://www.lawinsider.com/pricing) - [Email Sales](mailto:sales@lawinsider.com) - [Support](https://support.lawinsider.com/hc/en-us) Contract Standards - [Standards Hub](https://www.lawinsider.com/standards) - [oneNDA Template](https://www.lawinsider.com/standards/onenda) - [oneSaaS Template](https://www.lawinsider.com/standards/onesaas) - [oneDPA Template](https://www.lawinsider.com/standards#oneDPA) Law Insider Community - 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