natgillin/translations-raw huggingface dataset:
HANDLEDE GÆLDSINSTRUMENTER (TDI) — SPECIFIK 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 (column 430) or (ii) the specific risk charge that would apply just to the net short positions (column 440).
Specifik risiko defineret i artikel 362 i forordning (EU) nr. 575/2013.
Total amount of outstanding positions (held in the correlation trading portfolio) reported by the institution playing the role/s of originator, investor or sponsor.
AKTIER
Article 4(14) of CRR.
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.
If a sponsor is also securitising it own assets, it shall fill in the originator's rows with the information regarding its own securitised assets
AKTIER — GENEREL RISIKO
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.
AKTIER — SPECIFIK RISIKO
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'.
VALUTARISIKO
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.
Artikel 363, stk. 1, og artikel 367, stk. 2, i forordning (EU) nr. 575/2013.
The positions originator, investor and sponsor do not fit for n-th to default credit derivatives.
RÅVARERISIKO
As a consequence, the breakdown as for securitisation positions cannot be provided for n-th to default credit derivatives.
SAMLET BELØB FOR GENEREL RISIKO
The positions in:
Markedsrisiko forårsaget af generelle bevægelser på markederne for handlede gældsinstrumenter, aktier, valutaer og råvarer.
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';
VaR for generel risiko ved alle risikofaktorer under hensyntagen til evt. korrelationsvirkninger.
CTP positions hedged by credit derivatives according to Article 346 CRR;
SAMLET BELØB FOR SPECIFIK RISIKO
Other positions that satisfy Article 338(3) of CRR;
Specifik risikokomponent for handlede gældsinstrumenter og aktier.
are included.
VaR for specifik risiko ved aktier og handlede gældsinstrumenter i handelsbeholdningen under hensyntagen til evt. korrelationsvirkninger.
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.
Artikel 271 i forordning (EU) nr. 575/2013, jf. forordningens artikel 382
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, Turk ey, Ukraine, USA plus one residual template for all other markets.
Samlet EAD fra alle transaktioner underlagt kreditværdijusteringskrav.
For the purpose of this reporting requirement the term ‘market’ shall be read as ‘country’.
Heraf: OTC-derivater
Articles 327, 329, 332, 341 and 345 of CRR
Artikel 271 i forordning (EU) nr. 575/2013, jf. forordningens artikel 382, stk. 1.
The capital charge has to be calculated for each national market separately.
Den del af den samlede eksponering mod modpartsrisiko, der alene kan henføres til OTC-derivater.
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.
Oplysningen skal ikke indberettes af IMM-institutter, der besidder OTC-derivater og værdipapirfinansieringstransaktioner i samme nettinggruppe.
GENERAL RISK
Heraf: Værdipapirfinansieringstransaktioner
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.
Artikel 271 i forordning (EU) nr. 575/2013, jf. forordningens artikel 382, stk. 2.
Both breakdowns (021/022 as well as 030/040) are a breakdown related to all positions subject to general risk.
Den del af den samlede eksponering mod modpartsrisiko, der alene kan henføres til værdipapirfinansieringstransaktioner.
Rows 021 and 022 requests information on the breakdown according to instruments.
Artikel 383 i forordning (EU) nr. 575/2013, jf. forordningens artikel 363, stk. 1, litra d).
Only the breakdown in rows 030 and 040 is used as a basis for the calculation of own funds requirements.
VaR-beregning baseret på interne modeller for markedsrisiko.
Derivatives included in the calculation of equity risk of trading book positions taking into account Articles 329 and 332, if applicable.
Se instrukser til kolonne 040.
Instruments other than derivatives included in the calculation of equity risk of trading book positions.
Artikel 92, stk. 3, litra d), i forordning (EU) nr. 575/2013.
Exchange traded stock-index futures broadly diversified and subject to a particular approach
Kapitalgrundlagskrav for kreditværdijusteringsrisiko opgjort efter den valgte metode.
Exchange traded stock-index futures broadly diversified and subject to a particular approach according to Article 344(1) and (4) of CRR.
Artikel 92, stk. 4, litra b), i forordning (EU) nr. 575/2013.
These positions are only subject to general risk and, accordingly, must not be reported in row (050).
Kapitalgrundlagskrav ganget med 12,5.
Other positions in equities subject to specific risk and the correspondent own funds requirements according to Article 343 and 344 (3) of CRR.
Artikel 382 i forordning (EU) nr. 575/2013.
Positions in equities subject to specific risk and the correspondent own funds requirement according to Articles 342 and 344 (4) CRR.
Antal modparter, der indgår i beregningen af kapitalgrundlagskrav for kreditværdijusteringsrisiko.
The CRR does not explicitly assign those positions to either the interest rate risk or the equity risk.
Modparter er en undergruppe af låntagere.
For reporting purposes, those positions shall be reported in the MKR SA EQU template.
De findes kun i forbindelse med derivattransaktioner eller værdipapirfinansieringstransaktioner, hvor de blot er den anden kontraherende part.
Positions in CIUs if capital requirements are calculated according to Article 348(1) CRR.
Heraf: proxy anvendt til at bestemme kreditspænd
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.
Antal modparter, hvor kreditspændet blev fastsat ved brug af en proxy i stedet for direkte observerede markedsdata.
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.
Artikel 386, stk. 1, litra a), i forordning (EU) nr. 575/2013.
If the specific methods of Article 350 CRR are applicable, the reporting of those positions shall follow the underlying investments.
Samlede fiktive værdier af single name credit default swaps, der anvendes som sikring for kreditværdijusteringsrisiko.
As a consequence, those positions would be reported in the relevant rows of either the MKR SA TDI or the MKR SA EQU template.
Artikel 386, stk. 1, litra b), i forordning (EU) nr. 575/2013.
Institutions shall report information on the positions in each currency (reporting currency included) and the corresponding own funds requirements for foreign exchange treated under the standardised approach.
Samlede fiktive værdier af index credit default swaps, der anvendes som sikring for kreditværdijusteringsrisiko.
The position is calculated for each currency (including euro), gold, and positions to CIUs.
Summen af række 020-040, for så vidt det er relevant.
Rows 100 to 470 of this template shall be reported even if institutions are not required to calculate own funds requirements for foreign exchange risk according to Article 351 of CRR.
Kreditværdijusteringsrisiko opgjort efter den avancerede metode omhandlet i artikel 383 i forordning (EU) nr. 575/2013.
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.
Kreditværdijusteringsrisiko opgjort efter standardmetoden omhandlet i artikel 384 i forordning (EU) nr. 575/2013.
Gross positions due to assets, amounts to be received and similar items referred to in Article 352(1) of CRR.
Beløb underlagt anvendelsen af artikel 385 i forordning (EU) nr. 575/2013.
According to Article 352(2) and subject to permission from competent authorities, positions taken to hedge against the adverse effect of the exchange rate on their ratios in accordance with Article 92(1) and positions related to items that are already deducted in the calculation of own funds shall not be reported.
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).
Articles 352(3) and (4), first and second sentences, and 353 of CRR.
»Enkeltstående institutter« er ikke medlem af en koncern, og de konsoliderer sig ikke i det land, hvor de er genstand for kapitalgrundlagskrav.
The net positions are calculated by each currency, accordingly there may be simultaneous long and short positions.
BILAG III
Articles 352(4), third sentence, 353 and 354 of CRR.
INDBERETNING AF REGNSKABSDATA I HENHOLD TIL IFRS
POSITIONS SUBJECT TO CAPITAL CHARGE (LONG AND SHORT)
FINREP-MODELLER TIL IFRS
The long and short net positions for each currency are calculated by deducting the total of short positions from the total of long positions.
MODEL NR.
Long net positions for each operation in a currency are added to obtain the long net position in that currency.
MODELKODE
Short net positions for each operation in a currency are added to obtain the short net position in that currency.
NAVN PÅ MODEL ELLER GRUPPEN AF MODELLER
Unmatched positions are added to positions subject to capital charges for other currencies (row 030) in column (060) or (070) depending on their short or long arrangement.
DEL 1 [KVARTALSVIS INDBERETNING]
POSITIONS SUBJECT TO CAPITAL CHARGE (MATCHED)
Balance: aktiver
RISK CAPITAL CHARGE (%)
Balance: forpligtelser
As defined in Articles 351 and 354, the risk capital charges in percentage.
Balance: egenkapital
The capital charge for any relevant position according to Part 3 Title IV Chapter 3 of CRR.
Resultatopgørelse
TOTAL POSITIONS IN NON REPORTING CURRENCIES
Totalindkomstopgørelse
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).
Opdeling af finansielle aktiver efter instrument og efter modpartens sektor
CURRENCIES CLOSELY CORRELATED
Opdeling af finansielle aktiver efter instrument og efter modpartens sektor: finansielle aktiver, der besiddes med handelshensigt
Positions and their correspondent own funds requirements for currencies referred to in Article 354 of CRR.
Opdeling af finansielle aktiver efter instrument og efter modpartens sektor: finansielle aktiver klassificeret til dagsværdi gennem resultatet
ALL OTHER CURRENCIES (including CIU’s treated as different currencies)
Opdeling af finansielle aktiver efter instrument og efter modpartens sektor: finansielle aktiver disponible for salg
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.
Opdeling af finansielle aktiver efter instrument og efter modpartens sektor: lån og tilgodehavender samt hold-til-udløb-investeringer
Reporting of CIU’s treated as separate currencies according to Article 353 CRR:
Efterstillede finansielle aktiver
There a re two different treatments of CIU’s treated as separate currencies for calculating the capital requirements:
Opdeling af lån og forskud efter produkt
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)
Opdeling af lån og forskud til ikkefinansielle selskaber efter NACE-koder og modpartens hjemsted
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)
Finansielle aktiver, der testes for værdiforringelse, og som er misligholdte eller værdiforringede
The reporting of those CIU’s follows the calculation of the capital requirements accordingly.
Opdeling af finansielle forpligtelser
GOLD
Opdeling af finansielle forpligtelser efter produkt og efter modpartens sektor
Article 352(5) and (6) of CRR.
Efterstillede finansielle forpligtelser
Breakdown of total positions (reporting currency included) by exposure types
Lånetilsagn, finansielle garantier og andre forpligtelser
Total positions shall be broken down according to derivatives, other assets and liabilities and off-balance sheet items.
Ikkebalanceførte eksponeringer: lånetilsagn, finansielle garantier og andre forpligtelser
Positions not included in row 110 or 120 shall be included here.
Modtagne lånetilsagn, finansielle garantier og andre forpligtelser
Items included in Annex I of CRR except those included as Securities Financing Transactions & Long Settlement Transactions or from Contractual Cross Product Netting.
Derivater – Handel
Positions valued according to Articles 352 CRR.
Derivater – Regnskabsmæssig sikring
MEMORANDUM ITEMS: CURRENCY POSITIONS
Derivater – Regnskabsmæssig sikring Opdeling efter risiko- og sikringstype
This template request information on the positions in commodities and the corresponding own funds requirements treated under the standardised approach.
Bevægelser i hensættelser for kredittab og værdiforringelse af aktieinstrumenter Kilder Nationale almindeligt anerkendte regnskabsprincipper
All POSITIONS (LONG AND SHORT)
Modtagne sikkerhedsstillelser og garantier
Gross long/short positions considered positions in the same commodity according to Article 357(1) and (4) of CRR (see also Article 359(1) of CRR).
Opdeling af lån og forskud efter sikkerhedsstillelser og garantier
As defined in Article 357(3) of CRR
Sikkerhedsstillelse opnået gennem overtagelse i perioden [som besiddes på indberetningsdatoen]
Those net positions that, according to the different approaches considered in Part 3 Title IV Chapter 4 of CRR, receive a capital charge.
Sikkerhedsstillelse opnået gennem overtagelse [materielle aktiver], akkumuleret
The capital charge for any relevant position according to Part 3 Title IV Chapter 4 of CRR.
Dagsværdihierarki: finansielle instrumenter til dagsværdi
Article 92(4) lit. b of CRR.
Ophør af indregning og finansielle forpligtelser, der er knyttet til overførte finansielle aktiver
Result of the multiplication of the own funds requirements * 12.5.
Opdeling af udvalgte poster i resultatopgørelsen
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.
Renteindtægter og -udgifter efter instrument og modpartens sektor
POSITIONS BY CATEGORY OF COMMODITY
Gevinster eller tab ved ophør af indregning af finansielle aktiver og forpligtelser, der ikke klassificereres til dagsværdi gennem resultatet, fordelt på instrument
For reporting purposes commodities are grouped in the four main groups of commodities referred to in Table 2 of Article 361 CRR.
Gevinster eller tab på finansielle aktiver og forpligtelser, der besiddes med handelshensigt, efter instrument
MATURITY LADDER APPROACH
Gevinster eller tab på finansielle aktiver og forpligtelser, der besiddes med handelshensigt, efter risiko
Positions in commodities subject to the Maturity Ladder approach as referred to in Article 359 of CRR.
Gevinster eller tab på finansielle aktiver og forpligtelser, der klassificereres til dagsværdi gennem resultatet, fordelt på instrument
EXTENDED MATURITY LADDER APPROACH
Gevinster eller tab ved regnskabsmæssig sikring
Positions in commodities subject to the Extended Maturity Ladder approach as referred to in Article 361 of CRR
Værdiforringelse af finansielle og ikkefinansielle aktiver
SIMPLIFIED APPROACH
Afstemning mellem bogføring og konsolidering i henhold til forordning (EU) nr. 575/2013: Balance
Positions in commodities subject to the Simplified approach as referred to in Article 360 of CRR.
Afstemning mellem bogføring og konsolidering i henhold til forordning (EU) nr. 575/2013: Aktiver
Article 358(4) of CRR.
Afstemning mellem bogføring og konsolidering i henhold til forordning (EU) nr. 575/2013: Ikkebalanceførte eksponeringer – lånetilsagn, finansielle garantier og andre forpligtelser
The additional requirements for options related to non-delta risks shall be reported in the method used for its calculation
Ikkemisligholdte og misligholdte eksponeringer
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.
Eksponeringer med henstand
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).
DEL 2 [KVARTALSVIS MED TÆRSKEL: KVARTALSVIS INDBERETNING ELLER INGEN INDBERETNING]
An institution can resign to report the decompositions mentioned above if it proves that a reporting of these figures would be unduly burdensome.
Geografisk opdeling
It means the maximum potential loss that would result from a price change with a given probability over a specified time horizon.
Geografisk opdeling af aktiver efter aktiviteternes placering
Multiplication factor (mc) x Average of previous 60 working days VaR (VaRavg)
Geografisk opdeling af forpligtelser efter aktiviteternes placering
Articles 364(1) point (a) (ii) and 365 (1) of CRR.
Geografisk opdeling af vigtigste poster i resultatopgørelsen efter aktiviteternes placering
Previous day VaR (VaRt-1)
Geografisk opdeling af aktiver efter modpartens hjemsted
Articles 364(1) point (a) (i) and 365 (1) of CRR.
Geografisk opdeling af ikkebalanceførte eksponeringer efter modpartens hjemsted
Stressed VaR
Geografisk opdeling af forpligtelser efter modpartens hjemsted
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.
Geografisk opdeling efter modpartens hjemsted af lån og forskud til ikkefinansielle selskaber efter NACE-koder
Multiplication factor (ms) x Average of previous 60 working days (SVaRavg)
Materielle og immaterielle aktiver: aktiver omfattet af operationel leasing
Articles 364(1) point (b) (ii) and 365 (1) of CRR.
Porteføljeadministration, deponeringstjenester og andre serviceydelser
Latest available (SVaRt-1)
Gebyr- og provisionsindtægter og -udgifter efter aktivitet
Articles 364(1) point (b) (i) and 365 (1) of CRR.
Aktiver involveret i de leverede tjenester
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.
DEL 3 [HALVÅRLIG]
12 weeks average measure
Ikkebalanceførte aktiviteter: kapitalandele i ukonsoliderede, strukturerede enheder
Article 364(2) point (b) (ii) in connection with Part Three Title IV Chapter 5 Section 4 of CRR.
Kapitalandele i ukonsoliderede, strukturerede enheder
Last Measure
Opdeling af kapitalandele i ukonsoliderede, strukturerede enheder efter aktiviteternes art
Article 364(2) point (b) (i) in connection with Part Three Title IV Chapter 5 Section 4 of CRR.
Nærtstående parter
Article 364(3) point (c) of CRR.
Nærtstående parter: gæld til og tilgodehavender fra
= 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.
Nærtstående parter: udgifter og indtægter genereret af transaktioner med
12 WEEKS AVERAGE MEASURE AND LAST MEASURE
DEL 4 [ÅRLIG]
Article 364(3) point (b).
Selskabsstruktur
Article 364(3) point (a)
Selskabsstruktur: "enhed-for-enhed"
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.
Selskabsstruktur: "instrument-for-instrument"
Number of overshootings (during previous 250 working days)
Dagsværdi
Referred to in Article 366 of CRR.
Dagsværdihierarki: finansielle instrumenter til amortiseret kostpris
VaR Multiplication Factor (mc) and SVaR Multiplication Factor (ms)
Brug af dagsværdimuligheden
As referred to in Article 366 of CRR.
Sammensatte finansielle instrumenter, der ikke er klassificeret til dagsværdi gennem resultatet
ASSUMED CHARGE FOR CTP FLOOR — WEIGHTED NET LONG/SHORT POSITIONS AFTER CAP
Materielle og immaterielle aktiver: regnskabsmæssig værdi efter målemetoden
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.
Hensættelser
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.
Ydelsesbaserede pensionsordninger og personaleydelser
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.
Bestanddele af nettoaktiver og -forpligtelser i ydelsesbaserede pensionsordninger
Hence the decomposition are memorandum items.
Bevægelser i ydelsesbaserede pensionsforpligtelser
TRADED DEBT INSTRUMENTS
Memorandumposter [vedrørende personaleudgifter]
Corresponds to the part of position risk referred to in 363 (1) of CRR linked to the interest rates risk factors as specified in Article 367(2) of CRR.
Opdeling af udvalgte poster på resultatopgørelsen
TDI – GENERAL RISK
Gevinster eller tab på finansielle aktiver og forpligtelser, der klassificereres til dagsværdi gennem resultatet, fordelt på regnskabsportefølje
General risk defined in Article 362 of CRR.
Gevinster eller tab ved ophør af indregning af ikkefinansielle aktiver, som ikke besiddes med handelshensigt
TDI – SPECIFIC RISK
Andre driftsindtægter og -udgifter
Specific risk defined in Article 362 of CRR.
Opgørelse af egenkapitalbevægelser
EQUITIES
Aktiver
Corresponds to the part of position risk referred to in 363 (1) of CRR linked to the equity risk factors as specified in Article 367(2) of CRR.
Referencer
EQUITIES – GENERAL RISK
Opdeling i tabel
EQUITIES – SPECIFIC RISK
Regnskabsmæssig værdi
FOREIGN EXCHANGE RISK
Kontanter, kassebeholdninger i centralbanker og andre anfordringsindskud
Articles 363(1) and 367 (2) of CRR.
Kontanter
COMMODITY RISK
Bilag V.Del 2.1
TOTAL AMOUNT FOR GENERAL RISK
Kassebeholdninger i centralbanker
Market risk caused by general market movements of traded debt instruments, equities, foreign exchange and commodities.