natgillin/translations-raw huggingface dataset:
HANDLEDE GÆLDSINSTRUMENTER
The ‘other CTP-positions’ are neither securitisation positions nor n-th to default credit derivatives (see definition in Article 338 (3) CRR), but they are explicitly ‘linked’ (because of the hedging intent) to one of these two positions.
Svarer til den del af positionsrisiko, der er omhandlet i artikel 363, stk. 1, i forordning (EU) nr. 575/2013 kædet sammen med renterisikofaktorerne i forordningens artikel 367, stk. 2.
That is why they are assigned either under the sub-heading ‘securitisation’ or ‘n-th to default credit derivative’.
HANDLEDE GÆLDSINSTRUMENTER (TDI) — GENEREL RISIKO
Articles 102 and 105 (1) of CRR in connection with positions assigned to the Correlation Trading Portfolio according to Article 338 (2) and (3) of CRR.
Generel risiko defineret i artikel 362 i forordning (EU) nr. 575/2013.
BREAKDOWN OF THE NET POSITIONS ACCORDING TO RISK WEIGHTS (SA AND IRB)
HANDLEDE GÆLDSINSTRUMENTER (TDI) — SPECIFIK RISIKO
OTHER
Specifik risiko defineret i artikel 362 i forordning (EU) nr. 575/2013.
Other risk weights not explicitly mentioned in the previous columns.
AKTIER
For n-th-to-default credit derivatives only those which are not externally rated.
Svarer til den del af positionsrisiko, der er omhandlet i artikel 363, stk. 1, i forordning (EU) nr. 575/2013 kædet sammen med aktierisikofaktorerne i forordningens artikel 367, stk. 2.
Externally rated n-th to default credit derivatives are either to be reported in the MKR SA TDI template (row 321) or — if they are incorporated into the CTP — shall be assigned to the column of the respective risk weight.
AKTIER — GENEREL RISIKO
Article 259 (3) and (4) of CRR.
AKTIER — SPECIFIK RISIKO
BEFORE CAP — WEIGHTED NET LONG/SHORT POSITIONS
VALUTARISIKO
Article 338 without taking into account the discretion of Article 335 of CRR.
Artikel 363, stk. 1, og artikel 367, stk. 2, i forordning (EU) nr. 575/2013
AFTER CAP — WEIGHTED NET LONG/SHORT POSITIONS
RÅVARERISIKO
Article 338 taking into account the discretion of Article 335 of CRR.
SAMLET BELØB FOR GENEREL RISIKO
The own funds requirement is determined as the larger of either (i) the specific risk charge that would apply just to the net long positions (col.
Markedsrisiko forårsaget af generelle bevægelser på markederne for handlede gældsinstrumenter, aktier, valutaer og råvarer.
430) or (ii) the specific risk charge that would apply just to the net short positions (col.
VaR for generel risiko ved alle risikofaktorer under hensyntagen til evt. korrelationsvirkninger.
440).
SAMLET BELØB FOR SPECIFIK RISIKO
Total amount of outstanding positions (held in the correlation trading portfolio) reported by the institution playing the role/s of originator, investor or sponsor.
Specifik risikokomponent for handlede gældsinstrumenter og aktier.
The correlation trading portfolio comprises securitisations, n-th-to-default credit derivatives and possibly other hedging positions that meet the criteria set in Article 338 (2) and (3) of CRR.
VaR for specifik risiko ved aktier og handlede gældsinstrumenter i handelsbeholdningen under hensyntagen til evt. korrelationsvirkninger.
Derivatives of securitisation exposures that provide a pro-rata share as well as positions hedging CTP positions shall be included in row 'Other CTP positions'.
Artikel 271 i forordning (EU) nr. 575/2013, jf. forordningens artikel 382
N-th to default credit derivatives that are hedged by n-th-to-default credit derivatives according to Article 347 CRR shall both be reported here.
Samlet EAD fra alle transaktioner underlagt kreditværdijusteringskrav.
The positions originator, investor and sponsor do not fit for n-th to default credit derivatives.
Heraf: OTC-derivater
As a consequence, the breakdown as for securitisation positions cannot be provided for n-th to default credit derivatives..
Artikel 271 i forordning (EU) nr. 575/2013, jf. forordningens artikel 382, stk. 1.
The positions in:
Heraf: Værdipapirfinansieringstransaktioner
Other positions that satisfy Article 338 (3) of CRR; are included.
Artikel 271 i forordning (EU) nr. 575/2013, jf. forordningens artikel 382, stk. 2.
This template requests information on the positions and the corresponding own funds requirements for position risk in equities held in the trading book and treated under the standardised approach.
Den del af den samlede eksponering mod modpartsrisiko, der alene kan henføres til værdipapirfinansieringstransaktioner.
The template has to be filled out separately for the ‘Total’, plus a static, pre-defined list of following markets: Austria, Belgium, Bulgaria, Cyprus, Czech Republic, Denmark, Estonia, Egypt, Finland, France, Germany, Greece, Hungary, Iceland, Ireland, Italy, Latvia, Lithuania, Liechtenstein, Luxembourg, Malta, Netherlands, Norway, Poland, Portugal, Romania, Slovakia, Slovenia, Spain, Sweden, United Kingdom, Albania, Japan, Former Yugoslav Republic of Macedonia, Russian Federation, Serbia, Switzerland, Turkey, Ukraine, USA plus one residual template for all other markets.
Artikel 383 i forordning (EU) nr. 575/2013, jf. forordningens artikel 363, stk. 1, litra d).
For the purpose of this reporting requirement the term ‘market’ shall be read as ‘country’.
VaR-beregning baseret på interne modeller for markedsrisiko.
Articles 327, 329, 332, 341 and 345 of CRR.
Se instrukser til kolonne 040.
The capital charge has to be calculated for each national market separately.
Artikel 92, stk. 3, litra d), i forordning (EU) nr. 575/2013
Own funds requirements for position risk according to article 92 (3) point b) (i) CRR and Part 3 Title IV Chapter 2 Section 3 of CRR.
Kapitalgrundlagskrav for kreditværdijusteringsrisiko opgjort efter den valgte metode.
GENERAL RISK
Artikel 92, stk. 4, litra b), i forordning (EU) nr. 575/2013
Positions in equities subject to general risk (Article 343 of CRR) and their correspondent own funds requirement according to Part 3 Title IV Chapter 2 Section 3 of CRR.
Kapitalgrundlagskrav ganget med 12,5.
Both breakdowns (021/022 as well as 030/040) are a breakdown related to all positions subject to general risk.
Artikel 382 i forordning (EU) nr. 575/2013
Rows 021 and 022 requests information on the breakdown according to instruments.
Antal modparter, der indgår i beregningen af kapitalgrundlagskrav for kreditværdijusteringsrisiko.
Only the breakdown in rows 030 and 040 is used as a basis for the calculation of own funds requirements.
Modparter er en undergruppe af låntagere.
Derivatives included in the calculation of equity risk of trading book positions taking into account Articles 329 and 332, if applicable.
De findes kun i forbindelse med derivattransaktioner eller værdipapirfinansieringstransaktioner, hvor de blot er den anden kontraherende part.
Instruments other than derivatives included in the calculation of equity risk of trading book positions.
Heraf: Proxy anvendt til at bestemme kreditspænd
Exchange traded stock-index futures broadly diversified and subject to a particular approach
Antal modparter, hvor kreditspændet blev fastsat ved brug af en proxy i stedet for direkte observerede markedsdata.
Exchange traded stock-index futures broadly diversified and subject to a particular approach according to Article 344 (1) amd (4) of CRR.
Regnskabsmæssige hensættelser som følge af derivatmodparters reducerede kreditværdighed.
These positions are only subject to general risk and, accordingly, must not be reported in row (050).
Artikel 386, stk. 1, litra a), i forordning (EU) nr. 575/2013
Other positions in equities subject to specific risk and the correspondent own funds requirements according to Article 343 and 344 (3) of CRR.
Samlede fiktive værdier af single name credit default swaps, der anvendes som sikring for kreditværdijusteringsrisiko.
Positions in equities subject to specific risk and the correspondent own funds requirement according to Articles 342 and 344 (4) CRR.
Artikel 386, stk. 1, litra b), i forordning (EU) nr. 575/2013.
The CRR does not explicitly assign those positions to either the interest rate risk or the equity risk.
Samlede fiktive værdier af index credit default swaps, der anvendes som sikring for kreditværdijusteringsrisiko.
For reporting purposes, those positions shall be reported in the MKR SA EQU template.
Summen af række 020-040, for så vidt det er relevant.
Positions in CIUs if capital requirements are calculated according to Article 348 (1) CRR.
Kreditværdijusteringsrisiko opgjort efter den avancerede metode omhandlet i artikel 383 i forordning (EU) nr. 575/2013.
Applicable when positions in CIUs or the underlying instruments are not treated in accordance with the methods set out in Part 3 Title IV Chapter 5 (reference to the ‘Use of internal models to calculate own funds requirements’) of CRR.
Kreditværdijusteringsrisiko opgjort efter standardmetoden omhandlet i artikel 384 i forordning (EU) nr. 575/2013.
If the particular approach according to Article 348 (1) sentence 1 of CRR is applied, the amount to be reported is 32 % of the net position of the CIU exposure in question.
Beløb underlagt anvendelsen af artikel 385 i forordning (EU) nr. 575/2013.
If the particular approach according to Article 348 (1) sentence 2 of CRR is applied, the amount to be reported is the lower of 32 % of the net position of the relevant CIU exposure and the difference between 40 % of this net position and the own funds requirements that arise from the foreign exchange risk associated with this CIU exposure.
De data, som institutter skal angive i denne model, skal indberettes på et akkumuleret grundlag for kalenderåret for indberetningen (dvs. siden den 1. januar i det indeværende år).
If the specific methods of Article 350 CRR are applicable, the reporting of those positions shall follow the underlying investments.
»Enkeltstående institutter« er ikke medlem af en koncern, og de konsoliderer sig ikke i det land, hvor de er genstand for kapitalgrundlagskrav.
As a consequence, those positions would be reported in the relevant rows of either the MKR SA TDI or the MKR SA EQU template.
BILAG III
This template request information on the positions in each currency (reporting currency included) and the corresponding own funds requirements for foreign exchange and treated under the standardised approach.
INDBERETNING AF REGNSKABSDATA I HENHOLD TIL IFRS
The position is calculated for each currency (including euro), gold, and positions to CIUs.
FINREP-MODELLER TIL IFRS
The memorandum items of the template shall be filled out separately for All currencies of the member states of the European Union and the following currencies: USD, CHF, JPY, RUB, TRY, AUD, CAD, RSD, ALL, UAH, MKD, EGP, ARS, BRL, MXN, HKD, ICK, TWD, NZD, NOK, SGD, KRW, CNY and all other currencies.
MODEL NR.
CURRENCY
MODEL-KODE
The three-letter currency unit code according to ISO 4217 shall be reported under the block Memorandum of items (currency 6 onwards).
NAVN PÅ MODEL ELLER GRUPPEN AF MODELLER
Gross positions due to assets, amounts to be received and similar items referred to in Article 352 (1) of CRR.
DEL 1 [KVARTALSVIS INDBERETNING]
Articles 352 (3) and 353 of CRR.
Balance [opgørelse af finansiel stilling]
The net positions are calculated by each currency, accordingly there may be simultaneous long and short positions.
Balance: aktiver
Articles 352 (2) and (4), 353 and 354 of CRR.
Balance: forpligtelser
POSITIONS SUBJECT TO CAPITAL CHARGE (LONG AND SHORT)
Balance: egenkapital
The long and short net positions for each currency are calculated by deducting the total of short positions from the total of long positions.
Resultatopgørelse
Long net positions for each operation in a currency are added to obtain the long net position in that currency.
Totalindkomstopgørelse
Short net positions for each operation in a currency are added to obtain the short net position in that currency.
Opdeling af finansielle aktiver efter instrument og efter modpartens sektor
Unmatched positions are added to positions subject to capital charges for other currencies (row 030) in column (040) or (050) depending on their short or long arrangement.
Opdeling af finansielle aktiver efter instrument og efter modpartens sektor: finansielle aktiver, der besiddes med handelshensigt
POSITIONS SUBJECT TO CAPITAL CHARGE (MATCHED)
Opdeling af finansielle aktiver efter instrument og efter modpartens sektor: finansielle aktiver opgjort til dagsværdi gennem resultatet
Matched positions for closely correlated currencies
Opdeling af finansielle aktiver efter instrument og efter modpartens sektor: finansielle aktiver disponible for salg
RISK CAPITAL CHARGE (%)
Opdeling af finansielle aktiver efter instrument og efter modpartens sektor: lån og tilgodehavender samt hold-til-udløb-investeringer
As defined in Articles 351 and 354, the risk capital charges in percentage.
Efterstillede finansielle aktiver
The capital charge for any relevant position according to Part 3 Title IV Chapter 3 of CRR.
Opdeling af lån og forskud efter instrument
TOTAL POSITIONS IN NON REPORTING CURRENCIES
Opdeling af lån og forskud til ikkefinansielle selskaber efter NACE-koder
Positions in non-reporting currencies and their correspondent own funds requirements according to article 92 (3) point c) (i) and Article 352 (2) and (4) of CRR (for conversion into the reporting currency).
Finansielle aktiver, der testes for værdiforringelse, og som er misligholdte eller værdiforringede
CURRENCIES CLOSELY CORRELATED
Opdeling af finansielle forpligtelser
Positions and their correspondent own funds requirements for currencies referred to in Article 354 of CRR.
Opdeling af finansielle forpligtelser efter instrument og modpartens sektor
ALL OTHER CURRENCIES (including CIU's treated as different currencies)
Efterstillede finansielle forpligtelser
Positions and their correspondent own funds requirements for currencies subject to the general procedure referred to in Articles 351 and 352 (2) and (4) of CRR.
Modtagne låneforpligtelser, finansielle garantier og andre forpligtelser
The modified gold method, if the direction of the CIU's investment is not available (those CIU's shall be added to an institution's overall net foreign-exchange position)
Derivater – Handel
If the direction of the CIU's investment is available, those CIU's shall be added to the total open foreign exchange position (long or short, depending on the direction of the CIU)
Derivater – Regnskabsmæssig sikring
The reporting of those CIU's follows the calculation of the capital requirements accordingly.
Derivater – Regnskabsmæssig sikring: Opdeling efter risiko- og sikringstype
GOLD
Bevægelser i hensættelser til kredittab og værdiforringelse af aktieinstrumenter
Article 352 (5) and (6) of CRR.
Sikkerhedsstillelse opnået gennem akkumuleret overtagelse [materielle aktiver]
Breakdown of total positions (reporting currency included) by exposure types
Dagsværdihierarki: finansielle instrumenter til dagsværdi
Total positions shall be broken down according to derivatives, other assets and liabilities and off-balance sheet items.
Ophør af indregning og finansielle forpligtelser, der er knyttet til overførte finansielle aktiver
Positions not included in row 110 or 120 shall be included here.
Opdeling af den valgte opgørelse af poster på resultatopgørelsen
Items included in Annex I of CRR except those included as Securities Financing Transactions & Long Settlement Transactions or from Contractual Cross Product Netting.
Renteindtægter og -udgifter efter instrument og modpartens sektor
Positions valued according to Articles 352 CRR.
Gevinster eller tab ved ophør af indregning af finansielle aktiver og forpligtelser, der ikke opgøres til dagsværdi gennem resultatet, fordelt på instrument
MEMORANDUM ITEMS: CURRENCY POSITIONS
Gevinster eller tab på finansielle aktiver og forpligtelser, der besiddes med handelshensigt, efter instrument
This template request information on the positions in commodities and the corresponding own funds requirements treated under the standardised approach.
Gevinster eller tab på finansielle aktiver og forpligtelser, der besiddes med handelshensigt, efter risiko
All POSITIONS (LONG AND SHORT)
Gevinster eller tab på finansielle aktiver og forpligtelser, der opgøres til dagsværdi gennem resultatet, fordelt på instrument
Gross long/short positions considered positions in the same commodity according to Article 357 (1) and (5) of CRR (see also Article 359 (1) of CRR).
Gevinster eller tab ved regnskabsmæssig sikring
As defined in Article 357 (4) of CRR.
Værdiforringelse af finansielle og ikkefinansielle aktiver
Those net positions that, according to the different approaches considered in Part 3 Title IV Chapter 4 of CRR, receive a capital charge.
Afstemning mellem bogføring og konsolidering i henhold til forordning (EU) nr. 575/2013: balance
The capital charge for any relevant position according to Part 3 Title IV Chapter 4 of CRR.
Afstemning mellem bogføring og konsolidering i henhold til forordning (EU) nr. 575/2013: aktiver
Result of the multiplication of the own funds requirements * 12.5.
Afstemning mellem bogføring og konsolidering i henhold til forordning (EU) nr. 575/2013: Ikkebalanceførte eksponeringer – låneforpligtelser, finansielle garantier og andre forpligtelser
Positions in commodities and their correspondent own funds requirements for market risk according to article 92 (3) point c) (iii) CRR and Part 3 Title IV Chapter 4 of CRR.
Afstemning mellem bogføring og konsolidering i henhold til forordning (EU) nr. 575/2013: forpligtelser
POSITIONS BY CATEGORY OF COMMODITY
[Rentable og urentable forpligtelser: indsættes, når de er endelige]
For reporting purposes commodities are grouped in the four main groups of commodities referred to in Table 2 of Article 361 CRR.
[Forpligtelser med henstand: indsættes, når de er endelige]
MATURITY LADDER APPROACH
DEL 2 [KVARTALSVIS MED TÆRSKEL: KVARTALSVIS INDBERETNING ELLER INGEN INDBERETNING]
Positions in commodities subject to the Maturity Ladder approach as referred to in Article 359 of CRR.
Geografisk opdeling
EXTENDED MATURITY LADDER APPROACH
Geografisk opdeling af aktiver efter aktiviteternes placering
Positions in commodities subject to the Extended Maturity Ladder approach as referred to in Article 361 of CRR
Geografisk opdeling af passiver efter aktiviteternes placering
SIMPLIFIED APPROACH
Geografisk opdeling af vigtigste poster på resultatopgørelsen efter aktiviteternes placering
Positions in commodities subject to the Simplified approach as referred to in Article 360 of CRR.
Geografisk opdeling af aktiver efter modpartens hjemsted
Article 358 (4) of CRR.
Geografisk opdeling af ikkebalanceførte eksponeringer efter modpartens hjemsted z-akse Modpartens hjemland
The additional requirements for options related to non-delta risks shall be reported in the method used for its calculation
Geografisk opdeling af passiver efter modpartens hjemsted
This template provides a breakdown of VaR and stressed VaR (sVaR) figures according to the different market risks (debt, equity, FX, commodities) and other information relevant for the calculation of the own funds requirements.
Geografisk opdeling efter modpartens hjemsted af lån og forskud til ikkefinansielle selskaber efter NACE-koder
Generally the reporting depends on the structure of the model of the institutions whether they report the figures for general and specific risk separately or together.
Materielle og immaterielle aktiver: aktiver omfattet af operationel leasing
The same holds true for the decomposition of the VAR /Stress-Var into the risk categories (interest rate risk, equity risk, commodities risk and foreign exchange risk).
Porteføljeadministration, deponeringstjenester og andre serviceydelser
An institution can resign to report the decompositions mentioned above if it proves that a reporting of these figures would be unduly burdensome.
Gebyr- og provisionsindtægter og -udgifter efter aktivitet
columns
Aktiver involveret i de leverede tjenester
VaR
DEL 3 [HALVÅRLIG]
It means the maximum potential loss that would result from a price change with a given probability over a specified time horizon.
Kapitalandele i ukonsoliderede, strukturerede virksomheder
Multiplication factor (mc) x Average of previous 60 working days VaR (VaRavg)
Opdeling af kapitalandele i ukonsoliderede, strukturerede virksomheder efter aktiviteternes art
Articles 364 (1) point a) (ii) and 365 (1) of CRR.
Nærtstående parter
Previous day VaR (VaRt-1)
Nærtstående parter: gæld til og tilgodehavender fra
Articles 364 (1) point a) (i) and 365 (1) of CRR.
Nærtstående parter: udgifter og indtægter genereret af transaktioner med
Stressed VaR
DEL 4 [ÅRLIG]
It means the maximum potential loss that would result from a price change with a given probability over a specified time horizon obtained by using input calibrated to historical data from a continuous 12-months period of financial stress relevant to the institution's portfolio.
Selskabsstruktur
Multiplication factor (ms) x Average of previous 60 working days (SVaRavg)
Selskabsstruktur: »enhed-for-enhed«
Articles 364 (1) point b) (ii) and 365 (1) of CRR.
Selskabsstruktur: »instrument-for-instrument«
Latest available (SVaRt-1)
Dagsværdi
Articles 364 (1) point b) (i) and 365 (1) of CRR.
Dagsværdihierarki: finansielle instrumenter til dagsværdi
It means the maximum potential loss that would result from a price change linked to default and migration risks calculated accordingly to Article 364 (2) point b) in connection with Part Three Title IV Chapter 5 Section 4 of CRR.
Brug af dagsværdimuligheden
12 weeks average measure
Hybride finansielle instrumenter, der ikke er opgjort til dagsværdi gennem resultatet
Article 364 (2) point b) (ii) in connection with Part Three Title IV Chapter 5 Section 4 of CRR.
Materielle og immaterielle aktiver: regnskabsmæssig værdi efter målemetoden
Last Measure
Hensættelser
Article 364 (2) point b) (i) in connection with Part Three Title IV Chapter 5 Section 4 of CRR.
Ydelsesbaserede pensionsordninger og personaleydelser
Article 364 (3) point (c) of CRR.
Komponenter af nettoaktiver og -forpligtelser i ydelsesbaserede pensionsordninger
= 8 % of the capital charge that would be calculated in accordance with Article 338 (1) of CRR for all positions in the 'all price risks' capital charge.
Bevægelser i ydelsesbaserede pensionsforpligtelser
12 WEEKS AVERAGE MEASURE AND LAST MEASURE
Memorandumposter [vedrørende personaleudgifter]
Article 364 (3) point (b).
Opdeling af udvalgte poster på resultatopgørelsen
Article 364 (3) point (a)
Gevinster eller tab på finansielle aktiver og forpligtelser, der opgøres til dagsværdi gennem resultatet, fordelt på regnskabsportefølje
Referred to in Article 364 of CRR of all risk factors taking into account correlation effects, if applicable, plus incremental default and migration risk and all price of risks for CTP but excluding the Securitization capital charges for Securitization and nth-to-default credit derivative according Article 364 (2) of CRR.
Gevinster eller tab ved ophør af indregning af ikkefinansielle aktiver, som ikke besiddes med handelshensigt
Number of overshootings (during previous 250 working days)
Andre driftsindtægter og -udgifter
Referred to in Article 366 of CRR.
Aktiver
VaR Multiplication Factor (mc) and SVaR Multiplication Factor (ms)
Referencer
As referred to in Article 366 of CRR.
Opdeling i tabel
ASSUMED CHARGE FOR CTP FLOOR — WEIGHTED NET LONG/ SHORT POSITIONS AFTER CAP
Regnskabsmæssig værdi
The amounts reported and serving as the basis to calculate the floor capital charge for all price risks according to Article 364 (3) point (c) of CRR take into account the discretion of Article 335 of CRR which says that the institution may cap the product of the weight and the net position at the maximum possible default-risk related loss.
Kontanter og kassebeholdninger i centralbanker
Corresponds to the part of position, foreign exchange and commodities risk referred to in Article 363 (1) of CRR linked to the risk factors specified in Article 367 (2) of CRR.
Kontanter
Concerning the columns 030 to 060 (VAR and Stress-VAR) the figures in the total row is not equal to the decomposition of the figures for the VAR/Stress-VAR of the relevant risk components.
Bilag V.Del 2.1
Hence the decomposition are memorandum items.
Kassebeholdninger i centralbanker
TRADED DEBT INSTRUMENTS