natgillin/translations-raw huggingface dataset:
omfattet af en indskudsgarantiordning i henhold til direktiv 94/19/EF eller en tilsvarende indskudsgarantiordning i et tredjeland, der ikke skal indberettes under punkt 1.1.1.1 eller 1.1.1.2
‘In the case of an institution whose exposure arising from a credit default swap represents a long position in the underlying, the percentage for potential future credit exposure may be 0 %, unless the credit default swap is subject to close-out upon the insolvency of the entity whose exposure arising from the swap represents a short position in the underlying, even though the underlying has not defaulted.’
Artikel 421, stk. 2, i forordning (EU) nr. 575/2013
Therefore, for all sold credit default swaps institutions shall calculate the add-on at 5 % or 10 % depending on the nature (qualifying or not-qualifying) of the reference obligation.
ikkeforsikrede detailindskud
Institutions shall consider all credit derivatives, not just those assigned to the trading book.
indskud, der indebærer andre udgående pengestrømme end de i artikel 421, stk. 1 eller 2, definerede
Institutions shall not consider in this field contracts measured by application of the Original Exposure Method in accordance with Articles 429(7) and 275 of the CRR.
Artikel 421, stk. 3, i forordning (EU) nr. 575/2013
Derivatives — notional amount
Kategori 1
This is the sum of fields 020;7, 050;7 and 060;7
Kategori 2
Credit derivatives (protection sold) — Accounting balance sheet value
Kategori 3
Article 4(1)(77) of the CRR
indskud i tredjelande, hvor der anvendes større udgående pengestrømme
The accounting balance sheet value under the applicable accounting framework of credit derivatives where the institution is selling credit protection to a counterparty and the contract is recognised as an asset on the balance sheet.
Artikel 421, stk. 4, i forordning (EU) nr. 575/2013
Credit derivatives (protection sold) — Accounting value assuming no netting or other CRM
indskud, der er undtaget fra beregningen af udgående pengestrømme, når betingelserne i artikel 421, stk. 5, litra a) og b), er opfyldt
The accounting balance sheet value under the applicable accounting framework of credit derivatives where the institution is selling credit protection to a counterparty and the contract is recognised as an asset on the balance sheet assuming no prudential or accounting netting or risk mitigation effects (i.e. the accounting balance sheet value adjusted for the effects of accounting netting or risk mitigation).
Artikel 421, stk. 5, i forordning (EU) nr. 575/2013
Credit derivatives (protection sold) — Add-on — Mark-to-market Method — Assuming no netting or CRM
udgående pengestrømme vedrørende andre forpligtelser
This is the sum of fields 030;5 and 040;5
forpligtelser i forbindelse med instituttets egne driftsomkostninger
Credit derivatives (protection sold) — notional amount
Artikel 422, stk. 1, i forordning (EU) nr. 575/2013
This is the sum of fields 030;7 and 040;7
Når modparten ikke er en centralbank
Credit derivatives (protection sold) subject to close-out clause — Add-on — Mark-to-market Method — Assuming no netting or CRM
Når modparten er en centralbank
Article 299(2) of the CRR
Når modparten er en centralregering, en offentlig enhed i den medlemsstat, hvor kreditinstituttet har fået meddelt tilladelse eller har etableret en filial, eller en multilateral udviklingsbank (artikel 422, stk. 2, litra d))
This field provides the potential future exposure of credit derivatives where the institution is selling credit protection to a counterparty subject to a close-out clause assuming no netting or credit risk mitigation.
aktiver med særdeles stor likviditet og særdeles høj kreditkvalitet
Institutions shall not include in this field the add-on for credit derivatives where the institution is selling credit protection to a counterparty not subject to a close-out clause.
stor likviditet og høj kreditkvalitet
Institutions shall instead include this in field LR1;040;5.
anden likviditet og kreditkvalitet
A close-out clause shall be defined as a clause that provides the non-defaulting party the right to terminate and close-out in a timely manner all transactions under the agreement upon an event of default, including in the event of insolvency or bankruptcy of the counterparty.
Aktiver, der ikke kan betegnes som likvide aktiver i overensstemmelse med artikel 416
Credit derivatives (protection sold) subject to close-out clause — notional amount
Forfaldent beløb
This field provides the notional amount of credit derivatives where the institution is selling credit protection to a counterparty subject to a close-out clause.
Værdi i henhold til artikel 418 i forordning (EU) nr. 575/2013
Credit derivatives (protection sold) not subject to close-out clause — Add-on — Mark-to-market Method — Assuming no netting or CRM
Forpligtelser i forbindelse med sikrede udlåns- og kapitalmarkedstransaktioner, som defineret i artikel 192:
This field provides the potential future exposure of credit derivatives where the institution is selling credit protection to a counterparty not subject to ‘close-out clause’ assuming no netting or credit risk mitigation.
Artikel 422, stk. 2, i forordning (EU) nr. 575/2013
Institutions shall consider all credit derivatives, not just those assigned to the trading book
overdragelige aktiver, der udgør fordringer på eller er garanteret af en medlemsstats centralregering, en region med selvstændig beføjelse til at fastsætte og opkræve skatter, eller et tredjeland i centralregeringens eller den regionale myndigheds nationale valuta, hvis instituttet har en likviditetsrisiko i den pågældende medlemsstat eller det pågældende tredjeland, som det dækker ved at besidde de pågældende likvide aktiver
Credit derivatives (protection sold) not subject to close-out clause — Notional amount
overdragelige aktiver, der udgør fordringer på eller er garanteret af centralbanker og offentlige enheder, der ikke tilhører centralregeringen, i centralbankens og den offentlige enheds nationale valuta
This field provides the notional amount of credit derivatives where the institution is selling credit protection to a counterparty not subject to ‘close-out clause’.
Afsnit II, kapitel 5, og artikel 123, 124, 125 og 126 i forordning (EU) nr. 575/2013
Credit derivatives (protection bought): Accounting balance sheet value
Femte del, afsnit II, kapitel 5, og artikel 125 i forordning (EU) nr. 575/2013
The accounting balance sheet value under the applicable accounting framework of credit derivatives where the institution is buying credit protection from a counterparty and the contract is recognised as an asset on the balance sheet.
Afsnit II, kapitel 5, og artikel 125 i forordning (EU) nr. 575/2013
Credit derivatives (protection bought): Accounting value assuming no netting or other CRM
obligationer udstedt af et kreditinstitut som defineret i artikel 52, stk. 4, i direktiv 2009/65/EF, bortset fra obligationer som nævnt i punkt 1.9 i modellen for LCR-aktiver
The accounting balance sheet value under the applicable accounting framework of credit derivatives where the institution is buying credit protection from a counterparty and the contract is recognised as an asset on the balance sheet assuming no prudential or accounting netting or risk mitigation effects (i.e. the accounting balance sheet value adjusted for the effects of accounting netting or risk mitigation).
Tredje del, afsnit II, kapitel 2, i forordning (EU) nr. 575/2013
Credit derivatives (protection bought) — Add-on — Mark-to-market Method — Assuming no netting or CRM
Aktiver, der opfylder kravene i artikel 416, stk. 1, litra b) og d), men som ikke opfylder kravene i artikel 417, litra b) og c), i forordning (EU) nr. 575/2013
This field provides the potential future exposure of credit derivatives where the institution is buying credit protection from a counterparty assuming no netting or credit risk mitigation.
Poster, der er omfattet af krav om supplerende indberetning af likvide aktiver
Credit derivatives (protection bought) — Notional amount
Værdipapirer, undtagen de i punkt 3.3 i modellen for LCR-aktiver omhandlede, der udgør fordringer på eller fordringer garanteret af stater eller centralbanker, udstedt i nationale valutaer af staten eller centralbanken i den valuta og det land, hvor likviditetsrisikoen findes, eller udstedt i fremmede valutaer, i det omfang besiddelsen af sådan gæld matcher likviditetsbehovet i forbindelse med bankens transaktioner i det pågældende tredjeland
This field provides the notional amount of credit derivatives where the institution is buying credit protection from a counterparty.
værdipapirer med en risikovægt på 20 %, som ikke udgør en forpligtelse for et institut eller en af dets tilknyttede enheder
Notional amount credit derivatives (protection bought, same reference name):
værdipapirer, undtagen de i punkt 3.3 til 3.5 i modellen for LCR-aktiver omhandlede, der opfylder alle betingelser i punkt 6 i bilag III til forordning (EU) nr. 575/2013
The notional amount of credit derivatives where the institution is buying credit protection on the same underlying reference name as those credit derivatives written by the reporting institution.
værdipapirer, undtagen de i punkt 3.3 til 3.6 i modellen for LCR-aktiver omhandlede, der kan tillægges en risikovægt på 50 % eller bedre i henhold til tredje del, afsnit II, kapitel 2, i forordning (EU) nr. 575/2013, eller som internt vurderes til at have en tilsvarende kreditkvalitet og ikke udgør en fordring på en SSPE, et institut eller en af dets tilknyttede enheder
For the purpose of reporting this field value, underlying reference names are considered the same if they refer to the same legal entity and level of seniority.
værdipapirer, undtagen de i punkt 3.3 til 3.7 i modellen for LCR-aktiver omhandlede, der er sikret med aktiver, der kan tillægges en risikovægt på 35 % eller bedre i henhold til tredje del, afsnit II, kapitel 2, i forordning (EU) nr. 575/2013, eller som internt vurderes til at have en tilsvarende kreditkvalitet, og som er fuldt og helt sikret ved pant i beboelsesejendom i overensstemmelse med forordningens artikel 125
Credit protection bought on a pool of reference entities is considered the same if this protection is economically equivalent to buying protection separately on each of the individual names in the pool.
AKTIVER, DER IKKE OPFYLDER KRAVENE I ARTIKEL 416 I FORORDNING (EU) NR.
If an institution is buying credit protection on a pool of reference names, then this credit protection is only considered the same if the bought credit protection covers the entirety of the subsets of the pool on which credit protection has been sold.
575/2013, men som stadig opfylder kravene i artikel 417, litra b) og c), i forordning (EU) nr. 575/2013
In other words, offsetting may only be recognised when the pool of reference entities and the level of subordination in both transactions are identical.
Artikel 416, stk. 3, litra b)i forordning (EU) nr. 575/2013
For each reference name, the notional amounts of credit protection bought which are considered in this field must not exceed the amounts reported in 020; 7 and 050; 7.
Værdipapirer med sikkerhed i aktiver, der ikke allerede er indberettet under 1.10 til 1.11.3
Notional amount credit derivatives (protection bought, same reference name and counterparty or CCP):
Værdipapirer med sikkerhed i boliglån, der ikke allerede er indberettet under 1.10 til 1.11.3
The notional amount of credit derivatives where the institution is buying credit protection on the same underlying reference name as those credit derivatives written by the institution and undertaken either with the same counterparty under a netting agreement eligible under Article 295 of the CRR or with an authorised central counterparty as defined under Regulation 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories.
Tredje del, afsnit II, kapitel 5, og artikel 125 i forordning (EU) nr. 575/2013
For each reference name and counterparty, the notional amounts of credit protection bought which are considered in this field must not exceed the amount reported in 050; 8.
Finansielle produkter, der er i overensstemmelse med sharialovgivningen som et alternativ til aktiver, der kan betegnes som likvide aktiver i henhold til artikel 416, til brug i banker, der følger sharialovgivningen
Credit protection bought on a pool of reference entities is considered the same if this protection is is economically equivalent to buying protection separately on each of the ind ividual names in the pool.
Retsgrundlag
For each reference name, the notional amounts of credit protection bought which are considered in this field must not exceed the amount reported in 050; 9.
Indskudt beløb fra finansielle kunder
Notional amount credit derivatives (protection bought, same reference name and same or higher maturity):
Indskudt beløb fra kunder, der ikke er finansielle kunder
The notional amount of credit derivatives where the institution is buying credit protection on the same underlying reference name as those credit derivatives written by the institution and where the maturity of this credit protection is equal to or greater than the maturity of the sold protection.
indskud, der skal opretholdes af indskyderen:
For each reference name, the notional amounts of credit protection bought which are considered in this field must not exceed the amount reported in 050; 8.
Artikel 422, stk. 3, i forordning (EU) nr. 575/2013
Financial derivatives: Accounting balance sheet value
med henblik på at få adgang til clearing-, deponerings- eller kontantforvaltningstjenester eller lignende (undtagen korrespondentbank- eller mæglertjenester)
The accounting balance sheet value under the applicable accounting framework of contracts listed in Annex II of the CRR where the contracts are recognised as assets on the balance sheet.
Artikel 422, stk. 3, litra a), i forordning (EU) nr. 575/2013
Financial derivatives: Accounting value assuming no netting or other CRM
der er omfattet af en indskudsgarantiordning i henhold til direktiv 94/19/EF eller en tilsvarende indskudsgarantiordning i et tredjeland
The accounting balance sheet value under the applicable accounting framework of contracts listed in Annex II of the CRR where the contracts are recognised as assets on the balance sheet assuming no prudential or accounting netting or risk mitigation effects (i.e. the accounting balance sheet value adjusted for the effects of accounting netting or risk mitigation).
hvor der er dokumentation for, at kunden ikke kan hæve beløb, der retligt forfalder inden for en periode på 30 dage, uden at det går ud over driften
Financial Derivatives — Add-on — Mark-to-market Method — Assuming no netting or CRM
hvor der ikke er dokumentation for, at kunden ikke kan hæve beløb, der retligt forfalder inden for en periode på 30 dage, uden at det går ud over driften
Article 274 of the CRR
der ikke er dækket af en indskudsgarantiordning i henhold til direktiv 94/19/EF eller en tilsvarende indskudsgarantiordning i et tredjeland
This field provides the regulatory potential future exposure of contracts listed in Annex II of the CRR assuming no netting or credit risk mitigation.
som led i en anden etableret operationel forbindelse end den, der er nævnt i 1.2.3.1.1 og 1.2.3.1.2
Financial Derivatives — Notional amount
Artikel 422, stk. 3, litra c), i forordning (EU) nr. 575/2013
This field provides the notional amount of contracts listed in Annex II of the CRR.
som er korrespondentbank- eller mæglertjenester
Securities financing transactions covered by a master netting agreement: Accounting balance sheet value
Artikel 422, stk. 3, litra c), og stk. 4, i forordning (EU) nr. 575/2013
Articles 4(1)(77) and 206 of the CRR
som led i opgavefordeling inden for en institutsikringsordning, der opfylder kravene i artikel 113, stk. 7, eller som et lovbestemt eller vedtægtsmæssigt minimumsindskud foretaget af en anden enhed, der er medlem af samme institutsikringsordning
The accounting balance sheet value of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions under the applicable accounting framework that are covered by a master netting agreement eligible under Article 206.
Artikel 422, stk. 3, litra b), i forordning (EU) nr. 575/2013
Institutions shall instead include this in field 090, 1.
for at opnå likviditetsudligning og tjenesteydelser fra det centrale kreditinstitut, og hvis kreditinstituttet tilhører et netværk i henhold til lovfastsatte eller vedtægtsmæssige bestemmelser;
Securities financing transactions covered by a master netting agreement: Accounting value assuming no netting or other CRM
Artikel 422, stk. 3, litra d), i forordning (EU) nr. 575/2013
The accounting balance sheet value under the applicable accounting framework of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions that are covered by a master netting agreement eligible under Article 206 where the contracts are recognised as an asset on the balance sheet assuming no prudential or accounting netting or risk mitigation effects (i.e. the accounting balance sheet value adjusted for the effects of accounting netting or risk mitigation).
Kreditinstitutters indskud i centrale kreditinstitutter, der betragtes som likvide aktiver i henhold til artikel 416, stk. 1, litra f)
Furthermore, where sale accounting is achieved for an SFT under the applicable accounting framework, institutions shall reverse all sales-related accounting entries.
Artikel 422, stk. 3, i forordning (EU) nr. 575/2013
Institutions shall instead include this in field 090, 2.
likviditetsposter for aktiver i henhold til artikel 416, stk. 1, litra f)
Securities financing transactions covered by a master netting agreement: Add-on (SFT)
Artikel 416, stk. 1, litra f)
Articles 206 of the CRR
forpligtelser, der ikke indberettes under 1.2.2 til 1.2.5 i forbindelse med indskud fra kunder, der ikke er finansielle kunder
For repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions including those that are off-balance sheet, that are covered by a netting agreement that meets the requirements in Article 206, institutions shall form netting sets.
Artikel 422, stk. 5, i forordning (EU) nr. 575/2013
For each netting set, institutions shall calculate the add-on for current counterparty exposure (CCE) in accordance with the formula
der er omfattet af en indskudsgarantiordning i henhold til direktiv 94/19/EF eller en tilsvarende indskudsgarantiordning i et tredjeland
Where
der ikke er omfattet af en indskudsgarantiordning i henhold til direktiv 94/19/EF eller en tilsvarende indskudsgarantiordning i et tredjeland
i each transaction included in the netting set
forfaldne nettobeløb i henhold til de i bilag II omhandlede kontrakter (sikkerhed, der skal stilles, og som betragtes som likvide aktiver i henhold til artikel 416, indregnes ikke)
for transaction i, the value Ei as defined in Article 220, paragraph 3.
Artikel 422, stk. 6, i forordning (EU) nr. 575/2013
for transaction i, the value Ci as defined in Article 220, paragraph 3
forpligtelser, for hvilke den kompetente myndighed har identificeret en lavere udgående pengestrøm i henhold til artikel 422, stk. 8
Institutions shall aggregate the outcome of this formula for all netting sets and report the result in this field.
Artikel 422, stk. 8, i forordning (EU) nr. 575/2013
Securities financing transactions not covered by a master netting agreement: Accounting balance sheet value
Når alle betingelser i artikel 422, stk. 8, litra a), b), c) og d), er opfyldt
The accounting balance sheet value under the applicable accounting framework of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions that are not covered by a master netting agreement eligible under Article 206 where the contracts are recognised as assets on the balance sheet.
når de kompetente myndigheder har indrømmet en undtagelse fra artikel 422, stk. 8, litra d), og alle betingelserne i artikel 422, stk. 8, litra a), b) og (c) er opfyldt med hensyn til anvendelse af den konsoliderede behandling, jf. artikel 19, stk. 1, litra b), i forbindelse med institutioner, der ikke er omfattet af en undtagelse fra forpligtelserne i henhold til artikel 8, for hvilke den kompetente myndighed har konstateret en lavere udgående pengestrøm i henhold til artikel 422, stk. 9
Securities financing transactions not covered by a master netting agreement: Accounting value assuming no netting or other CRM
Artikel 422, stk. 9, i forordning (EU) nr. 575/2013
The accounting balance sheet value under the applicable accounting framework of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions that are not covered by a master netting agreement eligible under Article 206 where the contracts are recognised as assets on the balance sheet assuming no accounting netting or risk mitigation effects (i.e. the accounting balance sheet value adjusted for the effects of accounting netting or risk mitigation).
udgående pengestrømme, der ikke falder ind under ovenstående
Securities financing transactions not covered by a master netting agreement: Add-on (SFT)
Artikel 420, stk. 1, litra e), i forordning (EU) nr. 575/2013
For repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions including those that are off-balance sheet that are not covered by a master netting agreement eligible under Article 206, institutions shall form sets that consist of all assets included in a transaction (ie each SFT transaction is treated as its own set), and shall determine for each set the add-on for current counterparty exposure (CCE) according to the formula
forpligtelser, herunder bl.a., men ikke kun udgående pengestrømme fra kontrakter som f.eks. andre ikkebalanceførte forpligtelser og eventualforpligtelser, herunder bl.a., men ikke kun forpligtede finansieringsfaciliteter, uudnyttede lån og forskud til engrosmodparter, bevilgede, men endnu ikke udnyttede realkreditlån, kreditkort, overtræk, planlagte udgående pengestrømme i forbindelse med fornyelse eller forlængelse af nye detail- eller engroslån samt forventet derivatgæld
CCE = max (E – C); 0
Artikel 420, stk. 2, i forordning (EU) nr. 575/2013
E , the value Ei as defined in Article 220, paragraph 3.
produkter for handelsrelateret ikkebalanceført finansiering som omhandlet i artikel 429 og bilag I
C , the value Ci as defined in Article 220, paragraph 3
alle andre forpligtelser
Institutions shall aggregate the outcome of this formula for all of above-mentioned sets and report the result in this field.
Artikel 422, stk. 7, i forordning (EU) nr. 575/2013
Other assets: Accounting balance sheet value
Værdi i henhold til artikel 418 i forordning (EU) nr. 575/2013
The accounting balance sheet value under the applicable accounting framework of all assets other than contracts listed in Annex II of the CRR, credit derivatives, repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions.
supplerende udgående pengestrømme
Other assets: Accounting value assuming no netting or other CRM
for sikkerhed, som ikke er i form af aktiver omfattet af artikel 416, stk. 1, litra a), b) og c), og som stilles af instituttet for kontrakter nævnt i bilag II, og kreditderivater
The accounting balance sheet value under the applicable accounting framework of all assets other than contracts listed in Annex II of the CRR, credit derivatives, repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions assuming no accounting netting or risk mitigation effects (i.e. the accounting balance sheet value adjusted for the effects of accounting netting or risk mitigation).
Artikel 423, stk. 1, i forordning (EU) nr. 575/2013
Low risk off-balance sheet items in the RSA; of which