natgillin/translations-raw huggingface dataset:
RÆKKE-NR.
This row summarizes information on on-balance items and off-balance sheet items and derivatives and early amortisation of those securitisation positions for which the institution plays the role of originator, as defined by Article 4(1)(13) of CRR.
Rækkenummeret er en ID-kode for rækken og skal være unik for hver enkelt række i tabellen.
ON-BALANCE SHEET ITEMS
INTERN KODE
Article 246(1) point (a) of CRR states that for those institutions which calculate risk-weighted exposure amounts under the Standardised Approach, the exposure value of an on-balance sheet securitisation position shall be its accounting value after application of specific credit risk adjustments.
Intern (alfanumerisk) kode, som instituttet bruger til at identificere securitiseringen.
On-balance sheet items are broken down by securitisations (row 050) and re-securitisations (row 060).
Den interne kode skal være knyttet til ID'et for securitiseringen.
OFF-BALANCE SHEET ITEMS AND DERIVATIVES
ID FOR SECURITISERINGEN (kode/navn)
These rows gather information on off-balance sheet items and derivatives securitisation positions subject to a conversion factor under the securitisation framework.
Kode, der bruges til juridisk registrering af securitiseringen.
The exposure value of an off-balance sheet securitisation position shall be its nominal value, less any specific credit risk adjustment of that securitisation position, multiplied by a 100 % conversion figure unless otherwise specified.
Hvis den ikke foreligger, anvendes det navn, securitiseringen er kendt under på markedet.
The exposure value for the counterparty credit risk of a derivative instrument listed in Annex II of CRR, shall be determined in accordance to Part Three, Title II, Chapter 6 of CRR.
Hvis ISIN (International Securities Identification Number) er tilgængeligt (dvs. for offentlige transaktioner), indberettes de tegn, der er fælles for alle trancher i securitiseringen, i denne kolonne.
For liquidity facilities, credit facilities and servicer cash advances, institutions shall provide the undrawn amount.
ID FOR EKSPONERINGSLEVERENDE INSTITUT (kode/navn)
For interest rate and currency swaps they shall provide the exposure value (according to Article 246(1) of CRR) as specified in the CR SA Total template.
I denne kolonne indberettes den kode, som tilsynsmyndigheden har tildelt det eksponeringsleverende institut, eller, hvis den ikke foreligger, navnet på instituttet.
Off-balance sheet items and derivatives are broken down by securitisations (row 080) and re-securitisations (row 090) as in Article 251 Table 1 of CRR.
Hvis der er tale om securitiseringer med flere sælgere, skal den indberettende enhed angive ID'et for alle enheder i den konsoliderede koncern, som er involveret i transaktionen (som eksponeringsleverende eller organiserende institut eller som oprindelig långiver).
EARLY AMORTISATION
Når koden ikke er tilgængelig, eller den indberettende enhed ikke kender den, indberettes navnet på instituttet.
This row only applies to those originators with revolving exposure securitisations containing early amortisation provisions, as stated in Article 242(13) and (14) of CRR.
SECURITISERINGSTYPE:
INVESTOR:
(TRADITIONEL/SYNTETISK)
This row summarizes information on on-balance and off-balance sheet items and derivatives of those securitisation positions for which the institution plays the role of investor.
C korrelationshandelsporteføljen (CTP)
The CRR does not provide an explicit definition for investor.
for traditionel
Therefore, in this context it shall be understood as an institution that holds a securitisation position in a securitisation transaction for which it is neither originator nor sponsor.
for syntetisk.
The same criteria of classification among securitisations and re-securitisations used for on-balance sheet items for originators shall be applied here.
Definitionerne af »traditionel securitisering« og »syntetisk securitisering« er anført i artikel 242, nr. 10) og 11), i forordning (EU) nr. 575/2013.
The same criteria of classification among securitisations and re-securitisations used for off-balance sheet items and derivatives for originators shall be applied here.
REGNSKABSMÆSSIG BEHANDLING:
SPONSOR:
SECURITISEREDE EKSPONERINGER BEVARES PÅ ELLER FJERNES FRA BALANCEN?
This row summarizes information on on-balance and off-balance sheet items and derivatives of those securitisation positions for which the institution plays the role of a sponsor, as defined by Article 4(14) of CRR.
Eksponeringsleverende institutter, organiserende institutter og oprindelige långivere skal angive en af følgende forkortelser:
If a sponsor is also securitising it own assets, it shall fill in the originator's rows the information regarding its own securitised assets.
hvis de indregnes fuldt ud
BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION
hvis en del ikke længere indregnes
These rows gather information on outstanding positions (at reporting date) according to credit quality steps (envisaged for the SA in Article 251 (Table 1) of CRR) applied at origination date (inception).
hvis de ikke længere indregnes
In the absence of this information, the earliest CQS-equivalent data available shall be reported.
hvis det ikke er relevant.
These rows are only to be reported for columns 190 to 270 and columns 330 to 340.
I denne kolonne opsummeres den regnskabsmæssige behandling af transaktionen.
The information in this template is requested for all securitisations for which a significant risk transfer is recognised and in which the reporting institution is involved in a securitisation treated under the Internal Ratings Based Approach.
Hvis der er tale om syntetiske securitiseringer, skal eksponeringsleverende institutter angive, at securitiserede eksponeringer er fjernet fra balancen.
The CR SEC IRB template has the same scope as the CR SEC SA, it gathers joint information on both traditional and synthetic securitisations held in the banking book.
Hvis der er tale om securitiseringer af passiver, skal eksponeringsleverende institutter ikke udfylde denne kolonne.
For the row total on balance sheet items the amount reported under this column corresponds to the outstanding amount of securitised exposures at the reporting date.
»P« (en del indregnes ikke længere) angives, når de securitiserede aktiver balanceføres i overensstemmelse med den indberettende enheds fortsatte engagement, jf. IAS 39, afsnit 30-35.
See column 010 of CR SEC SA.
SOLVENSBEHANDLING:
Articles 249 and 250 of CRR.
ER SECURITISERINGSPOSITIONER UNDERLAGT KAPITALGRUNDLAGSKRAV?
Maturity mismatches shall not be taken into account in the adjusted value of the credit risk mitigation techniques involved in the securitisation structure.
Kun eksponeringsleverende institutter skal indberette følgende forkortelser:
Following the general rule for “inflows” and “outflows” the amounts reported under column 030 of the CR SEC IRB template shall appear as “inflows” in the corresponding credit risk template (CR SA or CR IRB) and exposure class relevant for the protection provider (i.e. the third party to which the tranche is transferred by means of unfunded credit protection).
ikke genstand for kapitalgrundlagskrav
Securitisation positions held by the reporting institution, calculated according to Article 246(1)(b), (d) and (e), and (2) of CRR, without applying credit conversion factors and gross of value adjustments and provisions.
anlægsbeholdningen
Value adjustments of securitized positions are not considered.
handelsbeholdningen
In case of early amortisation clauses, institutions must specify the amount of “originator's' interest” as defined in Article 256(2) of CRR.
delvist i begge beholdninger.
See Article 4(1)(57) and Part Three, Title II, Chapter 4 of CRR.
Artikel 109, 243 og 244 i forordning (EU) nr. 575/2013.
Unfunded credit protection is defined in Article 4(1)(59) of CRR.
I denne kolonne opsummeres det eksponeringsleverende instituts solvensbehandling af securitiseringsordningen.
Article 236 of CRR describes the computation procedure of GA in the case of full protection/partial protection — equal seniority.
Den angiver, om kapitalgrundlagskrav beregnes efter securitiserede eksponeringer eller securitiseringspositioner (anlægsbeholdning/handelsbeholdning).
This piece of information is related to columns 040 and 050 of the CR IRB template.
Hvis kapitalgrundlagskravene er baseret på securitiserede eksponeringer (fordi der ikke er tale om væsentlig risikooverførsel), skal beregningen af kapitalgrundlagskravene i relation til kreditrisiko indberettes i CR SA-modellen, hvis standardmetoden anvendes, eller CR IRB-modellen, hvis IRB-metoden anvendes af instituttet.
Funded credit protection is defined in Article 4(1)(58) of CRR.
Hvis kapitalgrundlagskravene omvendt er baseret på securitiseringspositioner i anlægsbeholdningen (fordi der er tale om væsentlig risikooverførsel), indberettes beregningen af kapitalgrundlagskravene i relation til kreditrisiko i CR SEC SA-modellen eller CR SEC IRB-modellen.
Since the Financial Collateral Simple Method is not applicable, only funded credit protection according to Article 200 of CRR shall be reported in this column.
Hvis der er tale om securitiseringspositioner i handelsbeholdningen, skal beregningen af kapitalgrundlagskravene i relation til markedsrisiko indberettes i MKR SA TDI-modellen (generel positionsrisiko efter standardmetoden) og i MKR SA SEC- eller MKR SA CTP-modellen (specifik positionsrisiko efter standardmetoden) eller i MKR IM-modellerne (interne modeller).
This piece of information is related to column 060 of the CR IRB template.
Hvis der er tale om securitiseringer af passiver, skal eksponeringsleverende institutter ikke udfylde denne kolonne.
Article 236 of CRR.
SECURITISERING ELLER RESECURITISERING?
This piece of information is related to column 070 of the CR IRB template.
I henhold til definitionerne af »securitisering« og »resecuritisering« i artikel 4, stk. 1, nr. 61-64), i forordning (EU) nr. 575/2013 indberettes typen af underliggende positioner ved hjælp af følgende forkortelser:
This piece of information is related to column 080 of the CR IRB template.
for securitisering
This piece of information is related to column 090 of the CR IRB template.
for resecuritisering.
Articles 218 to 222 of CRR.
TILBAGEHOLDELSE
Securitisation positions according to Article 246 of CRR, therefore without applying the conversion factors laid down in Article 246(1) point (c) of CRR.
Artikel 404-410 i forordning (EU) nr. 575/2013.
Article 246(1) point (c) of CRR foresees that the exposure value of an off-balance sheet securitisation position shall be its nominal value multiplied by a conversion figure.
TYPE AF ANVENDT TILBAGEHOLDELSE
This conversion figure shall be 100 % unless otherwise specified.
For hver securitiseringsordning skal den relevante type af tilbageholdelse af nettoøkonomisk interesse, jf. artikel 405 i forordning (EU) nr. 575/2013, indberettes:
In this respect, Article 4(1)(56) of CRR defines conversion factor.
A Vertikal del (securitiseringspositioner):
0 %, (0 %, 20 %], (20 %, 50 %] and (50 %, 100 %].
»tilbageholdelse af mindst 5 % af den nominelle værdi af hver af de trancher, der er solgt eller overført til investorerne«.
This piece of information is related to column 110 of the CR IRB template.
V Vertikal del (securitiserede eksponeringer):
Article 266(3) of CRR foresees that in case of a securitisation position in respect of which a 1250 % risk weight applies, institutions may, as an alternative to including the position in their calculation of risk-weighted exposure amounts, deduct from own funds the exposure value of the position.
tilbageholdelse af mindst 5 % af kreditrisikoen i relation til hver af de securitiserede eksponeringer, hvis den tilbageholdte kreditrisiko i relation til de securitiserede eksponeringer altid er sidestillet med eller efterstillet den kreditrisiko, der er blevet securitiseret, for så vidt angår de samme eksponeringer.
RATINGS BASED METHOD (CREDIT QUALITY STEPS)
B Revolverende eksponeringer:
Article 261 of CRR.
»i tilfælde af securitiseringer i forbindelse med revolverende eksponeringer, tilbageholdelse af det eksponeringsleverende instituts andel på mindst 5 % af de securitiserede eksponeringers nominelle værdi«.
IRB-Securitisation positions with an inferred rating according to Article 259(2) of CRR shall be reported as positions with a rating.
C Balanceførte:
Exposure values subject to risk weights are broken down according to credit quality steps (CQS) as envisaged for the IRB Approach Article 261(1) Table 4 of CRR.
»tilbageholdelse af »first loss«-tranchen og om nødvendigt andre trancher med samme eller en strengere risikoprofil end de trancher, der er overført eller solgt til investorer, og som ikke forfalder tidligere end de trancher, der er overført eller solgt til investorer, således at tilbageholdelsen i alt svarer til mindst 5 % af de securitiserede eksponeringers nominelle værdi«.
For the Supervisory Formula Method (SFM), Article 262 of CRR.
E Undtaget.
The risk weight for a securitisation position shall be the greater of 7 % or the risk weight to be applied in accordance with the formulas provided.
Denne kode indberettes for securitiseringer, der er omfattet af bestemmelserne i artikel 405, stk. 3, i forordning (EU) nr. 575/2013.
SUPERVSIORY FORMULA METHOD:
N Ikke relevant.
AVERAGE RISK WEIGHT
Denne kode indberettes for securitiseringer, der er omfattet af bestemmelserne i artikel 404 i forordning (EU) nr. 575/2013.
Credit risk mitigation on securitisation positions may be recognised in accordance with Article 264 of CRR.
U Ikke gyldig eller ukendt.
In this case, the institution shall indicate the “effective risk weight” of the position when full protection has been received, according to what is established in Article 264(2) of CRR (the effective risk weight equals the risk-weighted exposure amount of the position divided by the exposure value of the position, multiplied by 100).
Denne kode indberettes, hvis den indberettende enhed ikke ved, hvilken type tilbageholdelse der anvendes, eller hvis der er tale om manglende overensstemmelse.
When the position benefits from partial protection, the institution must apply the Supervisory Formula Method using the “T” adjusted according to what is established in Article 264(3) of CRR.
% AF TILBAGEHOLDELSE PÅ INDBERETNINGSDATOEN
Weighted average risk weights shall be reported in this column.
Det eksponeringsleverende instituts, det organiserende instituts eller den oprindelige långivers tilbageholdelse af væsentlig nettoøkonomisk interesse skal være mindst 5 % af securitiseringen (på indgåelsesdatoen).
The look-through columns comprise all the cases of unrated exposures where the risk weight is obtained from the underlying portfolio of exposures (highest risk weight of the pool).
Uanset artikel 405, stk. 1, i forordning (EU) nr. 575/2013 kan opgørelse af tilbageholdelse ved indgåelse typisk fortolkes som det tidspunkt, hvor eksponeringerne først blev securitiseret, og ikke det tidspunkt, hvor eksponeringer først blev oprettet (f.eks. ikke når de underliggende lån først blev ydet).
Article 263(2) and (3) of CRR envisage an exceptional treatment where Kirb cannot be calculated.
Opgørelse af tilbageholdelse ved indgåelse betyder, at 5 % er den tilbageholdelsesandel, der kræves på det tidspunkt, hvor tilbageholdelsesniveauet blev opgjort, og kravet blev opfyldt (f.eks. da eksponeringerne først blev securitiseret).
The undrawn amount of the liquidity facilities shall be reported under “Off balance sheet items and derivatives”.
Dynamisk opgørelse og justering af den tilbageholdte andel gennem hele transaktionens levetid kræves ikke.
As long as an originator would be under the exceptional treatment where Kirb cannot be calculated, then column 350 would be the right column to use for the reporting of the risk weighting treatment given to the exposure value of a liquidity facility subject to the treatment laid down in Article 263 of CRR.
Denne kolonne udfyldes ikke, hvis koderne »E« (undtaget) eller »N« (ikke relevant) er indsat i kolonne 080 (Type af anvendt tilbageholdelse).
For early amortisations see Articles 256(5) and 265 of CRR.
OVERHOLDES TILBAGEHOLDELSESKRAVET?
LOOK-THROUGH:
Artikel 405, stk. 1, i forordning (EU) nr. 575/2013.
INTERNAL ASSESSMENT APPROACH
Y Ja
Article 259(3) and (4) of CRR envisages the “Internal Assessment Approach” (IAA) for positions in ABCP programmes.
N Nej.
(-) REDUCTION IN RISK WEIGHTED EXPOSURE AMOUNT DUE TO VALUE ADJUSTMENTS AND PROVISIONS
INSTITUTTETS ROLLE:
Institutions applying the IRB Approach shall follow Article 266(1) (only applicable for originators, when the exposure has not been deducted from own funds) and (2) of CRR.
(EKSPONERINGSLEVERENDE INSTITUT/ORGANISERENDE INSTITUT/OPRINDELIG LÅNGIVER/INVESTOR)
Part Three, Title II, Chapter 5, Section 3 of CRR prior to adjustments due to maturity mismatches or infringement of due diligence provisions, and excluding any risk weighted exposure amount corresponding to exposures redistributed via outflows to another template.
for eksponeringsleverende institut
RWEA OF WHICH:
for organiserende institut
For synthetic securitisations with maturity mismatches, the amount to be reported in this column shall ignore any maturity mismatch.
for oprindelig långiver
Articles 14(2), 406(2) and 407 of CRR foresee that whenever certain requirements are not met by the institution, Member States shall ensure that the competent authorities impose a proportionate additional risk weight of no less than 250 % of the risk weight (capped at 1250 %) which would apply to the relevant securitisation positions under Part Three, Title II, Chapter 5, Section 3 of CRR.
Se definitionerne i artikel 4, stk. 1, nr. 13) (eksponeringsleverende institut) og nr. 14) (organiserende institut), i forordning (EU) nr. 575/2013.
ADJUSTMENT TO THE RISK-WEIGHTED EXPOSURE AMOUNT DUE TO MATURITY MISMATCHES
Det antages, at investorer er institutter, som er omfattet af bestemmelserne i forordningens artikel 406 og 407.
Note that RW(SP) not only includes the risk weighted exposure amounts reported under column 400 but also the risk weighted exposure amounts corresponding to exposures redistributed via outflows to other templates.
IKKE-ABCP-PROGRAMMER
Negative values shall be reported in this column.
ABCP-programmer (defineret i artikel 242, nr. 9), i forordning (EU) nr. 575/2013) adskiller sig, fordi de omfatter flere enkelte securitiseringspositioner, og er derfor fritaget for indberetning i kolonne 120 og 130.
Total risk-weighted exposure amount calculated according to Part Three, Title II, Chapter 5, Section 3 of CRR, before (col 440)/after (col 450) applying the limits specified in Article 260 of CRR.
INDGÅELSESDATO (mm/åååå)
Additionally Article 265 of CRR (additional own funds requirements for securitisations of revolving exposures with early amortisation provisions) has to be considered.
Måneden og året for indgåelsen (dvs. afskærings- eller lukkedato for puljen) af securitiseringen indberettes i følgende format:
RISK WEIGHTED EXPOSURE AMOUNT CORRESPONDING TO THE OUTFLOWS FROM THE IRB SECURITISATION TO OTHER EXPOSURE CLASSES
»mm/åååå«.
The CR SEC IRB template is divided into three major blocks of rows which gather data on the originated/sponsored/retained or purchased exposures by originators, investors and sponsors.
Disse oplysninger indberettes, selv om den indberettende enhed ikke besidder positioner i securitiseringen.
On-balance sheet items are broken down according to risk weight groupings of securitisations (A-B-C), in rows 050-070, and re-securitisations (D-E), in rows 080-090, as stated in Article 261(1) Table 4 of CRR.
SAMLEDE SECURITISEREDE EKSPONERINGER PÅ INDGÅELSESDATOEN
The exposure value of an off-balance sheet securitisation position shall be its nominal value, less any specific credit risk adjustment of that securitisation position, multiplied by a 100 % conversion factor unless otherwise specified.
I denne kolonne indberettes værdien (i henhold til de oprindelige eksponeringer før anvendelse af konverteringsfaktorer) af den securitiserede portefølje på indgåelsesdatoen.
Off-balance sheet securitisation positions arising from a derivative instrument listed in Annex II of CRR, shall be determined in accordance to Part Three, Title II, Chapter 6 of CRR.
Hvis securitiseringsordningen er understøttet af åbne puljer, indberettes værdien på indgåelsesdatoen for den første udstedelse af værdipapirer.
The exposure value for the counterparty credit risk of a derivative instrument listed in Annex II of CRR, shall be determined in accordance to Part Three, Title II, Chapter 6 of CRR.
Hvis der er tale om traditionelle securitiseringer, skal der ikke medtages andre aktiver fra securitiseringspuljen.
Off-balance sheet items are broken down according to risk weight groupings of securitisations (A-B-C), in rows 110-130, and re-securitisations (D-E), in rows 140-150, as stated in Article 261(1) Table 4 of CRR.
Hvis der er tale om securitiseringer med flere sælgere (dvs. med mere end ét eksponeringsleverende institut), indberettes kun den værdi, der svarer til den indberettende enheds bidrag til den securitiserede portefølje.
The same criteria of classification among securitisations (A-B-C) and re-securitisations (D-E) used for on-balance sheet items for originators shall be applied here.
Hvis der er tale om securitiseringer af passiver, indberettes kun de beløb, der er udstedt af den indberettende enhed.
The same criteria of classification among securitisations (A-B-C) and re-securitisations (D-E) used for off-balance sheet items and derivatives for originators shall be applied here.
SECURITISEREDE EKSPONERINGER
This row summarizes information on on-balance and off-balance sheet items and derivatives of those securitisation positions for which the institution plays the role of a sponsor, as defined by Article 4(1)(14) of CRR.
I kolonne 140 til 220 skal den indberettende enhed angive oplysninger om flere elementer af den securitiserede portefølje.
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.
SAMLET VÆRDI
The same criteria of classification among securitisations (A-B-C) and re-securitisations (D-E) used for on-balance sheet items and derivatives for originators shall be applied here.
Institutter skal indberette værdien af den securitiserede portefølje på indberetningsdatoen, dvs. det udestående beløb af securitiserede eksponeringer.
These rows gather information on outstanding positions (at reporting date) according to credit quality steps (envisaged for the IRB in Article 261 Table 4 of CRR) applied at origination date (inception).
Hvis securitiseringsordningen er understøttet af lukkede puljer (dvs. porteføljen af securitiserede aktiver ikke kan udvides efter indgåelsesdatoen), reduceres beløbet progressivt.
These rows are only to be reported for columns 170 to 320 and columns 400 to 410.
INSTITUTTETS ANDEL (%)
This template gathers information on a transaction basis (versus the aggregate information reported in CR SEC SA, CR SEC IRB, MKR SA SEC and MKR SA CTP templates) on all securitisations the reporting institution is involved.
Instituttets andel (procentdel med to decimaler) af den securitiserede portefølje på indberetningsdatoen skal indberettes.
The main features of each securitisation, such as the nature of the underlying pool and the own funds requirements are requested.
Det tal, der indberettes i denne kolonne, er som standard 100 %, medmindre der er tale om securitiseringer med flere sælgere.
This template is to be reported for:
I så fald skal den indberettende enhed indberette sit aktuelle bidrag til den securitiserede portefølje (svarende til kolonne 140 i relative tal).
a.
I denne kolonne indberettes der oplysninger om typen af aktiver (»1« til »8«) eller passiver (»9« og »10«) i den securitiserede portefølje.
Securitisations originated/sponsored by the reporting institution in case it holds at least one position in the securitisation.
Instituttet skal indberette en af følgende koder:
This means that, regardless of whether there has been a significant risk transfer or not, institutions shall report information on all the positions they hold (either in the banking book or trading book).