natgillin/translations-raw huggingface dataset:
V případě nástrojů definovaných v příloze I se použijí konverzní faktory k úvěrovému riziku (čl.
Where an institution has been in operation for less than three years it may use forward looking business estimates in calculating the relevant indicator, provided that it starts using historical data as soon as they are available.
166 odst.
By columns, this template presents information, for the three most recent years, on the amount of the relevant indicator of the banking activities subject to operational risk and on the amount of loans and advances (the latter only applicable in the case of ASA).
Hodnota expozice uvedená v řádcích 040 až 060 (transakce s financováním cenných papírů, deriváty a transakce s delší dobou vypořádání a expozice, které jsou výsledkem smluvního křížového započtení), jež podléhají části třetí hlavě II kapitole 6 nařízení o kapitálových požadavcích, se rovná hodnotě úvěrového rizika protistrany vypočítané v souladu s metodami stanovenými v části třetí hlavě II kapitole 6 oddílech 3, 4, 5, 6 a 7 nařízení o kapitálových požadavcích.
If applicable, it must be detailed which part of this amount is due to an allocation mechanism.
Tyto hodnoty se vykazují v tomto sloupci, a nikoli ve sloupci 130 „Z toho: hodnota expozice vyplývající z úvěrového rizika protistrany“.
Regarding AMA, memorandum items are added to present a detail of the effect of the expected loss, diversification and mitigation techniques on own funds requirement for operational risk.
Z toho: hodnota expozice vyplývající z úvěrového rizika protistrany
By rows, information is presented by method of calculation of the operational risk own funds requirement detailing business lines for TSA and ASA.
Viz pokyny k šabloně CR SA.
This template shall be submitted by all institutions subject to operational risk own funds requirement.
Struktura hodnoty expozice u všech expozic definovaných v čl.
010-030
142 odst.
Institutions using the relevant indicator to calculate the own funds requirement for operational risk (BIA, TSA and ASA) report relevant indicator for the respective years in columns 010 to 030.
4 a 5 nařízení o kapitálových požadavcích, které podléhají vyšší korelaci podle čl.
Moreover, in the case of a combined use of different approaches as referred in Article 314 of CRR, institutions also report, for information purposes, relevant indicator for the activities subject to AMA.
153 odst. 2 nařízení o kapitálových požadavcích.
It is also the case for all other AMA banks.
Techniky snižování úvěrového rizika, jež mají dopad na LGD v důsledku zohlednění substitučních vlivů technik snižování úvěrového rizika, se do těchto sloupců nezapočítávají.
Hereafter, the term ‘relevant indicator’ refers to ‘the sum of the elements’ at the end of the financial year as defined in Article 316 point 1, Table1 of CRR.
Pokud nejsou používány vlastní odhady LGD: Ustanovení čl.
If the institution has less than 3 years of data on ‘relevant indicator’ available, the available historical data (audited figures) shall be assigned by priority to the corresponding columns in the table.
228 odst.
If, for instance, historical data for only one year is available, it shall be reported in column 030.
2, čl.
If it seems reasonable, the forward looking estimates shall then be included in column 020 (estimate of next year) and column 010 (estimate of year +2).
230 odst.
Furthermore if there are no historical data on ‘relevant indicator’ available the institution may use forward-looking business estimates.
1 a 2 a článku 231 nařízení o kapitálových požadavcích.
LOANS AND ADVANCES (IN THE CASE OF ASA APPLICATION)
Co se týče osobního zajištění úvěrového rizika, u expozic vůči ústředním vládám a centrálním bankám, institucím a podnikům: Ustanovení čl.
These amounts shall be used to calculate the alternative relevant indicator that leads to the own funds requirements corresponding to the activities subject to ASA (Article 319(1) point (a) of CRR).
161 odst.
For the ‘commercial banking’ business line, securities held in the non-trading book shall also be included.
3 nařízení o kapitálových požadavcích.
OWN FUND REQUIREMENT
164 odst.
TOTAL OPERATIONAL RISK EXPOSURE AMOUNT
2 nařízení o kapitálových požadavcích.
Article 92(4) of CRR.
Co se týče majetkového zajištění úvěrového rizika, jedná se o kolaterál zohledňovaný v odhadech LGD podle čl.
Own funds requirements in column 070 multiplied by 12.5.
181 odst.
OF WHICH: DUE TO AN ALLOCATION MECHANISM
1 písm. e) a f) nařízení o kapitálových požadavcích.
Article 18(1) of CRR (related to the inclusion, in the application referred to in Article 312(2) of CRR) of the methodology used for allocating operational risk capital between the different entities of the group and of whether and how diversification effects are intended to be factored in the risk measurement system used by a EU parent credit institution and its subsidiaries or jointly by the subsidiaries of an EU parent financial holding company or EU parent mixed financial holding company.
Viz pokyny ke sloupci 040.
090-120
Viz pokyny ke sloupci 050.
The own funds requirement reported in column 090 is the one of column 070 but calculated before taking into account the alleviation effects due to expected loss, diversification and risk mitigation techniques (see below).
V PŘÍPADĚ, ŽE SE POUŽÍVAJÍ VLASTNÍ ODHADY LGD: JINÉ MAJETKOVÉ ZAJIŠTĚNÍ ÚVĚROVÉHO RIZIKA
(-) ALLEVIATION OF OWN FUNDS REQUIREMENTS DUE TO THE EXPECTED LOSS CAPTURED IN BUSINESS PRACTICES
Relevantní hodnota, kterou instituce použila při interním modelování.
In column 100 the alleviation of own funds requirements due to expected loss captured in internal business practices (as referred to in Article 322(2) point (a) of CRR) is reported.
Zmírnění úvěrového rizika, která splňují kritéria uvedená v článku 212 nařízení o kapitálových požadavcích.
(-) ALLEVIATION OF OWN FUNDS REQUIREMENTS DUE TO DIVERSIFICATION
V případě operací v obchodním portfoliu tato hodnota zahrnuje finanční nástroje a komodity způsobilé pro expozice v obchodním portfoliu v souladu s čl.
The diversification effect in column 110 is the difference between the sum of own funds requirements calculated separately for each operational risk class (i.e. a ‘perfect dependence’ situation) and the diversified own funds requirement calculated by taking into account correlations and dependencies (i.e. assuming less than ‘perfect dependence’ between the risk classes).
299 odst.
The ‘perfect dependence’ situation occurs in the ‘default case’, that is when the institution does not use explicit correlations structure between the risk classes, hence the AMA capital is computed as the sum of the individual operational risk measures of the chosen risk classes.
2 písm. c) až f) nařízení o kapitálových požadavcích.
In this case the correlation between the risk classes is assumed of 100 % and the value in the column has to be set to zero.
Úvěrové dluhové cenné papíry a rozvahové započtení podle části třetí hlavy II kapitoly 4 oddílu 4 nařízení o kapitálových požadavcích se považují za hotovostní kolaterál.
Conversely, when the institution computes an explicit correlations structure between risk classes, it has to include in this column the difference between the AMA capital as stemming from the ‘default case’ and that obtained after applying the correlations structure between the risk classes.
Pokud nejsou používány vlastní odhady LGD: hodnoty v souladu s čl.
The value reflects the ‘diversification capacity’ of the AMA model, that is the ability of the model to capture the not simultaneous occurrence of severe operational risk loss events.
193 odst.
In the column 110 the amount by which the assumed correlation structure decreases the AMA capital relative to the assumption of 100 % correlation has to be reported.
1 až 4 a čl. 194 odst.
In column 120 the impact of insurance and other risk transfer mechanisms according to Article 323(1) to (5) of CRR is reported.
1 nařízení o kapitálových požadavcích.
This row shall present the amounts corresponding to activities subject to the BIA to calculate the own funds requirement for operational risk (Articles 315 and 316 of CRR).
Vykazuje se upravená hodnota (Cvam) stanovená v čl.
BANKING ACTIVITIES SUBJECT TO STANDARISED (TSA)/ALTERNATIVE STANDARDISED (ASA) APPROACHES
223 odst.
The own funds requirement calculated according to the TSA and ASA (Articles 317 to 319 of CRR) shall be reported.
2 nařízení o kapitálových požadavcích.
030-100
Pokud jsou používány vlastní odhady LGD: finanční kolaterál zohledňovaný v odhadech LGD podle čl.
SUBJECT TO TSA
181 odst.
In the case of using the TSA, relevant indicator for each respective year shall be distributed in rows 030 to 100 amongst the business lines defined in Article 317, Table 2 of CRR.
1 písm. e) a f) nařízení o kapitálových požadavcích.
The mapping of activities into business lines shall follow the principles described in Article 318 of CRR.
Výše, která má být vykázána, odpovídá odhadované tržní hodnotě kolaterálu.
110-120
Pokud nejsou používány vlastní odhady LGD: ustanovení čl.
SUBJECT TO ASA
199 odst.
Institutions using the ASA (Article 319 of CRR) shall report for the respective years the relevant indicator separately for each business line in the rows 030 to 050 and 080 to 100 and in the rows 110 and 120 for business lines ‘Commercial banking’ and ‘Retail banking’.
1 až 8 a článku 229 nařízení o kapitálových požadavcích.
Rows 110 and 120 shall present the amount of relevant indicator of activities subject to ASA distinguishing between those corresponding to the business line ‘Commercial banking’ and those corresponding to the business line ‘Retail banking’ (Article 319 of CRR).
Pokud jsou používány vlastní odhady LGD: jiný kolaterál zohledňovaný v odhadech LGD podle čl.
There can be amounts for the rows corresponding to ‘Commercial banking’ and ‘Retail banking’ under the TSA (rows 060 and 070) as well as under the ASA rows 110 and 120 (e.g. if a subsidiary is subject to TSA whereas the parent entity is subject to ASA).
181 odst.
The relevant data for AMA institutions (Article 312 point 2 and Article 321 to 323 of CRR) shall be reported.
1 písm. e) a f) nařízení o kapitálových požadavcích.
In the case of combined use of different approaches as indicated in Article 314 of CRR, information on relevant indicator for activities subject to AMA shall be reported.
199 odst.
Template C 17.02 (OPR DETAILS 2) provides detailed information on the largest loss events in the last year.
2 až 4 nařízení o kapitálových požadavcích.
Operational risk losses that are related to credit risk and are subject to own funds requirements for credit risk (boundary credit-related operational risk events) are neither considered in template C 17.01 nor template C 17.02.
Zohledňuje se zde i pronájem nemovitostí (viz čl.
In case of a combined use of different approaches for the calculation of own funds requirements for operational risk according to Article 314 CRR, losses and recoveries registered by an institution shall be reported in C 17.01 and C 17.02 irrespective of the approach applied to calculate own funds requirements.
199 odst.
‘Gross loss’ means a loss stemming from an operational risk event or event type — as referred to in Article 322(3)(b) of Regulation (EU) No 575/2013 — before recoveries of any type, without prejudice to ‘rapidly recovered loss events’ as defined below.
7 nařízení o kapitálových požadavcích).
‘Recovery’ means an independent occurrence related to the original operational risk loss that is separate in time, in which funds or inflows of economic benefits are received from first or third parties, such as insurers or other parties.
Viz také článek 229 nařízení o kapitálových požadavcích.
Recoveries are broken down into recoveries from insurance and other risk transfer mechanisms and direct recoveries.
Pokud jsou používány vlastní odhady LGD, vykazuje se odhadovaná tržní hodnota.
‘Rapidly recovered loss events’ means operational risk events that lead to losses that are partly or fully recovered within five working days.
Pokud nejsou používány vlastní odhady LGD, vykazují se hodnoty podle čl.
In case of a rapidly recovered loss event, only the part of the loss that is not fully recovered (i.e. the loss net of the partial rapid recovery) shall be included into the gross loss definition.
199 odst.
As a consequence, loss events that lead to losses that are fully recovered within five working days shall not be included into the gross loss definition, as well as into the OPR DETAILS reporting at all.
Zohledňuje se zde i pronájem jiného majetku než nemovitostí (viz čl.
This date logically follows the ‘Date of occurrence’ (i.e. the date when the operational risk event happened or first began) and the ‘Date of discovery’ (i.e. the date on which the institution became aware of the operational risk event).
199 odst.
Losses caused by a common operational risk event or by multiple events linked to an initial operational risk event generating events or losses (‘root-event’) are grouped.
7 nařízení o kapitálových požadavcích).
The grouped events shall be considered and reported as one event, and thus the related gross loss amounts respectively amounts of loss adjustments shall be summed up.
Viz také čl.
The figures reported in June of the respective year are interim figures, while the final figures are reported in December.
229 odst.
Therefore the figures in June have a six-month reference period (i.e. from 1 January to 30 June of the calendar year) while the figures in December have a twelve-month reference period (i.e. from 1 January to 31 December of the calendar year).
3 nařízení o kapitálových požadavcích.
Both for data reported as of June and December, ‘previous reporting reference periods’ means all reporting reference periods until and including the one ending at the preceding calendar year end.
Pokud jsou používány vlastní odhady LGD, vykazuje se odhadovaná tržní hodnota kolaterálu.
In order to verify the conditions envisaged by Article 5 (b) (2) (b) (i) of this Regulation, the institutions shall use the latest statistics as available in the Supervisory Disclosure webpage of the EBA to get ‘the sum of individual balance sheet totals of all institutions within the same Member State’.
Pokud nejsou používány vlastní odhady LGD, vykazují se hodnoty podle čl.
In order to verify the conditions envisaged by Article 5 (b) 2 (b) (iii), the gross domestic product at market prices as defined in point 8.89 of Annex A to Regulation (EU) No 549/2013 of the European Parliament and of the Council (ESA 2010) and published by Eurostat for the previous calendar year shall be used.
199 odst.
C 17.01: Operational risk losses and recoveries by business lines and event types in the last year (OPR DETAILS 1)
5 a čl. 229 odst.
In template C 17.01, the information is presented by distributing the losses and recoveries above internal thresholds amongst business lines (as defined in Article 317, Table 2 of CRR including the additional business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR) and event types (as defined in Article 324 CRR), being possible that the losses corresponding to one event are distributed amongst several business lines.
2 nařízení o kapitálových požadavcích.
Columns present the different event types and the totals for each business line, together with a memorandum item that shows the lowest internal threshold applied in the data collection of losses, revealing within each business line the lowest and the highest threshold if there is more than one threshold.
Pokud jsou používány vlastní odhady LGD, vykazuje se odhadovaná tržní hodnota kolaterálu.
Rows present the business lines, and within each business line, information on the number of events (new events), the gross loss amount (new events), the number of events subject to loss adjustments, the loss adjustments relating to previous reporting periods, the maximum single loss, the sum of the five largest losses and the total loss recoveries (direct loss recoveries as well as recoveries from insurance and other risk transfer mechanisms).
EXPOZICE, KTERÉ PODLÉHAJÍ PŘÍSTUPU DVOJÍHO SELHÁNÍ: OSOBNÍ ZAJIŠTĚNÍ ÚVĚROVÉHO RIZIKA
For the total business lines, data on the number of events and the gross loss amount is also requested for certain ranges based on set thresholds, 10000, 20000, 100000, and 1000000.
Záruky a úvěrové deriváty, které se vztahují na expozice podléhající přístupu dvojího selhání podle článku 202 a čl.
The thresholds are set in Euro amounts and are included for comparability purposes of the reported losses among institutions; therefore they do not necessarily relate with the minimum loss thresholds used for the internal loss data collection, to be reported in another section of the template.
217 odst.
010-070
1 nařízení o kapitálových požadavcích.
Institutions report the losses in the respective columns 010 to 070 according to the event types as defined in Article 324 CRR.
Viz také sloupce 040 „Záruky“ a 050 „Úvěrové deriváty“.
Institutions that calculate their own funds requirement according to BIA may report those losses for which the event type is not identified in column 080 only.
Zohledňuje se celkový dopad technik snižování úvěrového rizika na hodnoty LGD, jak je uvedeno v části třetí hlavě II kapitolách 3 a 4 nařízení o kapitálových požadavcích.
In column 080, for each business line, institutions report the total ‘number of events (new events)’, the total of ‘gross loss amount (new events)’, the total ‘number of events subject to loss adjustments’, the total of ‘loss adjustments relating to previous reporting periods’, the ‘maximum single loss’, the ‘sum of the five largest losses’, the total of ‘total direct loss recovery’ and the total of ‘total recovery from insurance and other risk transfer mechanisms’.
V případě, že expozice podléhají přístupu dvojího selhání, odpovídá hodnota LGD, která má být vykázána, jedné z možností podle čl.
Provided that the institution has identified the event types for all losses, column 080 shows the simple aggregation of the number of loss events, the total gross loss amounts, the total loss recovery amounts and the ‘loss adjustments relating to previous reporting periods’ reported in columns 010 to 070.
161 odst.
The ‘maximum single loss’ reported in column 080 is the maximum single loss within a business line and identical to the maximum of the ‘maximum single losses’ reported in columns 010 to 070, provided that the institution has identified the event types for all losses.
4 nařízení o kapitálových požadavcích.
For the sum of the five largest losses, in column 080 the sum of the five largest losses within one business line is reported.
V případě expozic, u nichž došlo k selhání, se přihlédne k ustanovením čl.
Institutions report in the columns 090 and 100 the minimum loss thresholds they are using for the internal loss data collection in accordance with Article 322(3) point (c), last sentence CRR.
181 odst.
If the institution applies only one threshold for in each business line, only the column 090 shall be filled in.
1 písm. h) nařízení o kapitálových požadavcích.
In the case where there are different thresholds applied within the same regulatory business line, then the highest applicable threshold (column 100) shall be filled in as well.
Pro výpočet expozicemi vážených průměrných hodnot se použije definice hodnoty expozice (sloupec 110).
010-880
Zohledňují se všechny dopady (do vykazování se tedy zahrnuje i minimální úroveň použitelná na hypotéky).
BUSINESS LINES: CORPORATE FINANCE, TRADING AND SALES, RETAIL BROKERAGE, COMMERCIAL BANKING, RETAIL BANKING, PAYMENT AND SETTLEMENT, AGENCY SERVICES, ASSET MANAGEMENT, CORPORATE ITEMS
U institucí, které uplatňují přístup IRB, ale nepoužívají vlastní odhady LGD, se dopady finančního kolaterálu na snižování rizika odráží v E*, tedy plně upravené hodnotě expozice, a následně se odráží v LGD* v souladu s čl.
For each business line as defined in Article 317(4), table 2 CRR, including the additional business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, and for each event type, the institution shall report, according to the internal thresholds the following information: number of events (new events), gross loss amount (new events), the number of events subject to loss adjustments, loss adjustments relating to previous reporting periods, maximum single loss, sum of the five largest losses, total direct loss recovery and the total recovery from insurance and other risk transfer mechanisms.
228 odst.
For a loss event that affects more than one business line the ‘gross loss amount’ is distributed among all the affected business lines.
2 nařízení o kapitálových požadavcích.
Institutions that calculate their own funds requirement according to BIA can report those losses for which the business line is not identified in rows 910-980 only.
Expozicí vážená průměrná hodnota LGD přiřazená ke každé hodnotě PD pro „stupeň nebo seskupení dlužníků“ vyplývá z průměru obezřetnostních hodnot LGD přidělených expozicím, na něž se vztahuje daná hodnota PD pro stupeň/seskupení vážená hodnotou expozice uvedenou ve sloupci 110.
The number of events is the number of operational risk events for which gross losses were accounted for within the reporting reference period.
Pokud jsou používány vlastní odhady LGD, zohledňují se ustanovení článku 175 a čl.
The number of events shall refer to ‘new events’, i.e. operational risk events
181 odst.
‘accounted for the first time’ within the reporting reference period or
1 a 2 nařízení o kapitálových požadavcích.
‘accounted for the first time’ within a previous reporting reference period, if the event had not been included in any previous supervisory report, e.g. because it was identified as operational risk event only in the current reporting reference period or because the accumulated loss attributable to that event (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) exceeded the internal data collection threshold only in the current reporting reference period.
Výpočet expozicí vážené průměrné hodnoty LGD se odvozuje na základě rizikových parametrů, které se skutečně používají v interních ratingových systémech schválených příslušným orgánem.
‘New events’ do not include operational risk events ‘accounted for the first time’ within a previous reporting reference period, which had been included already in previous supervisory reports.
153 odst. 5.
All losses related to a single event which are accounted for within the reporting reference period are summed up and considered as the gross loss for that event for that reporting reference period.
Expozicí vážená průměrná hodnota LGD (%) pro všechny expozice definované v čl.
For events ‘accounted for the first time’ within a previous reporting reference period which had not been included in any previous supervisory report, the total loss accumulated until the reporting reference date (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) shall be reported as the gross loss at the reporting reference date.
Pro výpočet expozicí vážených průměrných hodnot se použije hodnota expozice (sloupec 110).
The number of loss events subject to loss adjustments is the number of operational risk events ‘accounted for the first time’ in previous reporting reference periods and already included in previous reports, for which loss adjustments were made in the current reporting reference period.
Průměrná splatnost se vykazuje ve dnech.
If more than one loss adjustment was made for an event within the reporting reference period, the sum of those loss adjustments shall be counted as one adjustment in the period.
Tento údaj se nevykazuje u hodnot expozice, v jejichž případě splatnost není součástí výpočtu objemů rizikově vážených expozic.
Loss adjustments relating to previous reporting reference periods is the sum of the following elements (positive or negative):
Znamená to, že tento sloupec se nevyplňuje pro kategorii „retailové expozice“.
the gross loss amounts pertinent to positive loss adjustments made within the reporting reference period (e.g. increase of provisions, linked loss events, additional settlements) of operational risk events ‘accounted for the first time’ and reported in previous reporting reference periods;