natgillin/translations-raw huggingface dataset:
Se artikel 328, stk. 2, i forordning (EU) nr. 575/2013 for oplysninger om sondringen mellem lange og korte positioner, som også gælder for disse bruttopositioner.
See columns 050/060 of MKR SA SEC or MKR SA CTP, respectively.
NETTOPOSITIONER (LANGE OG KORTE)
TOTAL OWN FUNDS REQUIREMENTS (SA) - SPECIFIC RISK
Artikel 327-329 samt artikel 334 i forordning (EU) nr. 575/2013.
See column 610 of MKR SA SEC, or column 450 of MKR SA CTP, respectively.
Se forordningens artikel 328, stk. 2, for oplysninger om sondringen mellem lange og korte positioner.
General Remarks
Nettopositioner, som i henhold til de forskellige metoder, der er omhandlet i tredje del, afsnit IV, kapitel 2, i forordning (EU) nr. 575/2013, pålægges et kapitalkrav.
This template provides information on the calculation of own funds requirements according to Articles 312 to 324 of CRR for Operational Risk under the Basic Indicator Approach (BIA), the Standardised Approach (TSA), the Alternative Standardised Approach (ASA) and the Advanced Measurement Approaches (AMA).
Kapitalkravet for en relevant position i henhold til tredje del, afsnit IV, kapitel 2, i forordning (EU) nr. 575/2013.
An institution can not apply TSA and ASA for the business lines retail banking and commercial banking at the same time at solo level
Positioner i handlede gældsinstrumenter i handelsbeholdningen og deres tilsvarende kapitalgrundlagskrav for positionsrisiko i henhold til artikel 92, stk. 3, litra b, nr. i), i forordning (EU) nr. 575/2013 og forordningens tredje del, afsnit IV, kapitel 2, indberettes afhængigt af risikokategori, løbetid og anvendt metode.
Institutions using the BIA, TSA and/or ASA shall calculate their own funds requirement, based on the information at financial year end.
GENEREL RISIKO.
When audited figures are not available, institutions may use business estimates.
Andre instrumenter end derivater, der indgår i beregningen af renterisikoen ved positioner i handelsbeholdningen.
Deviations from this "unchanged" principle are possible, for instance if during that period the exceptional circumstances, such as recent acquisitions or disposals of entities or activities, are met.
LØBETIDSBASERET METODE
If an institution can justify its competent authority that – due to exceptional circumstances such as a merger or a disposal of entities or activities – using a three year average to calculating the relevant indicator would lead to a biased estimation for the own funds requirement for operational risk the competent authority may permit the institution to modify the calculation in a way that would take into account such events.
Positioner i handlede gældsinstrumenter, der opgøres ved hjælp af den løbetidsbaserede metode, jf. artikel 339, stk. 1-8, i forordning (EU) nr. 575/2013 og de tilsvarende kapitalgrundlagskrav fastsat i samme artikels stk. 9.
Also the competent authority may on its own initiative, require an institution to modify the calculation.
Positionen opdeles i zone 1, 2 og 3, og de opdeles i instrumenternes løbetid.
Where an institution has been in operation for less than three years it may use forward looking business estimates in calculating the relevant indicator, provided that it starts using historical data as soon as they are available.
Positioner i handlede gældsinstrumenter, der opgøres ved hjælp af den varighedsbaserede metode, jf. artikel 340, stk. 1-6, i forordning (EU) nr. 575/2013 og de tilsvarende kapitalgrundlagskrav fastsat i samme artikels stk. 7.
By columns, this template presents information, for the three most recent years, on the amount of the relevant indicator of the banking activities subject to operational risk and on the amount of loans and advances (the latter only applicable in the case of ASA).
Indberetning af positioner omfattet af artikel 336, stk. 3, i forordning (EU) nr. 575/2013:
Institutions using the relevant indicator to calculate the own funds requirement for operational risk (BIA, TSA and ASA) report relevant indicator for the respective years in columns 010 to 030.
Obligationer, der er berettiget til en risikovægt på 10 % i anlægsbeholdningen i henhold til artikel 129, stk. 3, i forordning (EU) nr. 575/2013 (særligt dækkede obligationer og særligt dækkede realkreditobligationer), behandles særskilt.
Moreover, in the case of a combined use of different approaches as referred in Article 314 of CRR, institutions also report, for information purposes, relevant indicator for the activities subject to AMA.
Kapitalgrundlagskravet for specifik risiko er halvdelen af procentdelen for den anden kategori i tabel 1 i artikel 336 i forordning (EU) nr. 575/2013.
It is also the case for all other AMA banks.
Disse poster skal anføres i række 280-300 i henhold til restløbetiden.
Hereafter, the term "relevant indicator" refers to "the sum of the elements" at the end of the financial year as defined in Article 316 point 1, Table1 of CRR.
Hvis den generelle risiko i forbindelse med rentepositioner sikres med et kreditderivat, anvendes artikel 346 og 347.
If the institution has less than 3 years of data on ‘relevant indicator’ available, the available historical data (audited figures) shall be assigned by priority to the corresponding columns in the table.
De samlede kapitalgrundlagskrav indberettet i kolonne 610 i MKR SA SEC-modellen.
If, for instance, historical data for only one year is available, it shall be reported in column 030.
Beløbet indberettes kun på Total-niveauet i MKR SA TDI.
If it seems reasonable, the forward looking estimates shall then be included in column 020 (estimate of next year) and column 010 (estimate of year + 2).
De samlede kapitalgrundlagskrav indberettet i kolonne 450 i MKR SA CTP-modellen.
Furthermore if there are no historical data on "relevant indicator" available the institution may use forward-looking business estimates.
SÆRLIG METODE TIL POSITIONSRISIKO I CIU'er
LOANS AND ADVANCES (IN THE CASE OF ASA APPLICATION)
Artikel 348-350 i forordning (EU) nr. 575/2013.
These columns shall be used to report the amounts of the loans and advances for business lines ‘Commercial banking’ and ‘Retail banking’, as referred to in Article 319(1) point (b) of CRR.
Hvis den særlige metode i henhold til forordningens artikel 348, stk. 1, første punktum, anvendes, udgør det beløb, der skal indberettes, 32 % af nettopositionen i den pågældende CIU-eksponering.
OWN FUND REQUIREMENT
Hvis den særlige metode i henhold til forordningens artikel 348, stk. 1, andet punktum, anvendes, er det beløb, der skal indberettes, det laveste af 32 % af nettopositionen i den pågældende CIU-eksponering og forskellen mellem 40 % af denne nettoposition og de kapitalgrundlagskrav, der følger af valutarisikoen i forbindelse med den pågældende CIU-eksponering.
The own fund requirement is calculated according to the approach used, following Articles 312 to 324 of CRR The resulting amount is reported in column 070.
YDERLIGERE KRAV TIL OPTIONER (BORTSET FRA DELTARISICI)
TOTAL OPERATIONAL RISK EXPOSURE AMOUNT
Artikel 329, stk. 3, i forordning (EU) nr. 575/2013.
Article 92(4) of CRR.
De yderligere krav til optioner vedrørende andre risici end deltarisici indberettes ved hjælp af den metode, der er anvendt til beregningen heraf.
Own funds requirements in column 070 multiplied by 12.5.
I denne model indberettes der oplysninger om positioner (alle/netto og lange/korte) og de relaterede kapitalgrundlagskrav for den specifikke risikokomponent af positionsrisiko i securitiseringer/resecuritiseringer i handelsbeholdningen (kan ikke indgå i korrelationshandelsporteføljen) opgjort efter standardmetoden.
Article 18(1) of CRR (related to the inclusion, in the application referred to in Article 312(2) of CRR) of the methodology used for allocating operational risk capital between the different entities of the group and of whether and how diversification effects are intended to be factored in the risk measurement system used by a EU parent credit institution and its subsidiaries or jointly by the subsidiaries of an EU parent financial holding company or EU parent mixed financial holding company.
MKR SA SEC-modellen omhandler kun kapitalgrundlagskrav for den specifikke risiko i forbindelse med securitiseringspositioner omhandlet i artikel 335 i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings artikel 337.
The own funds requirement reported in column 090 is the one of column 070 but calculated before taking into account the alleviation effects due to expected loss, diversification and risk mitigation techniques (see below).
Hvis securitiseringspositioner i handelsbeholdningen sikres med kreditderivater, finder forordningens artikel 346 og 347 anvendelse.
(-) ALLEVIATION OF OWN FUNDS REQUIREMENTS DUE TO THE EXPECTED LOSS CAPTURED IN BUSINESS PRACTICES
Der er kun én model for alle positioner i handelsbeholdningen, uanset om instituttet anvender standardmetoden eller IRB-metoden til at fastlægge risikovægten for hver af positionerne i overensstemmelse med forordningens tredje del, afsnit II, kapitel 5.
In column 100 the alleviation of own funds requirements due to expected loss captured in internal business practices (as referred to in Article 322(2) point (a) of CRR) is reported.
Indberetningen af kapitalgrundlagskravene for den generelle risiko i forbindelse med disse eksponeringer foretages i MKR SA TDI- eller MKR IM-modellen.
(-) ALLEVIATION OF OWN FUNDS REQUIREMENTS DUE TO DIVERSIFICATION
Positioner, som tillægges en risikovægt på 1250 % kan alternativt fratrækkes den egentlige kernekapital (se artikel 243, stk. 1, litra b), artikel 244, stk. 1, litra b), og artikel 258 i forordning (EU) nr. 575/2013).
The diversification effect in column 110 is the difference between the sum of own funds requirements calculated separately for each operational risk class (i.e. a ‘perfect dependence’ situation) and the diversified own funds requirement calculated by taking into account correlations and dependencies (i.e. assuming less than ‘perfect dependence’ between the risk classes).
I så fald skal disse positioner indberettes i række 460 i CA1.
The ‘perfect dependence’ situation occurs in the ‘default case’, that is when the institution does not use explicit correlations structure between the risk classes, hence the AMA capital is computed as the sum of the individual operational risk measures of the chosen risk classes.
Artikel 102 og artikel 105, stk. 1, i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings artikel 337 (securitiseringspositioner).
In this case the correlation between the risk classes is assumed of 100 % and the value in the column has to be set to zero.
(-) POSITIONER FRATRUKKET KAPITALGRUNDLAG (LANGE OG KORTE)
Conversely, when the institution computes an explicit correlations structure between risk classes, it has to include in this column the difference between the AMA capital as stemming from the ‘default case’ and that obtained after applying the correlations structure between the risk classes.
Artikel 251, tabel 1, og artikel 261, stk. 1, tabel 4, i forordning (EU) nr. 575/2013.
In column 120 the impact of insurance and other risk transfer mechanisms according to Article 323(1) to (5) of CRR is reported.
Denne opdeling foretages separat for lange og korte positioner.
This row shall present the amounts corresponding to activities subject to the BIA to calculate the own funds requirement for operational risk (Articles 315 and 316 of CRR).
Artikel 337, stk. 2, i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings artikel 262.
BANKING ACTIVITIES SUBJECT TO STANDARISED (TSA)/ALTERNATIVE STANDARDISED (ASA) APPROACHES
Disse kolonner udfyldes, når institutter anvender den alternative tilsynsformelmetode (SFA), som bestemmer kapitalgrundlagskrav som en funktion af karakteristikken af sikkerhedspuljen og tranchens kontraktlige egenskaber.
The own funds requirement calculated according to the TSA and ASA (Articles 317 to 319 of CRR) shall be reported.
LOOK-THROUGH
SUBJECT TO TSA
Se forordningens artikel 265, stk. 1, og artikel 256, stk. 5, for oplysninger om førtidsindfrielse.
SUBJECT TO ASA
Artikel 109, stk. 1, andet punktum, og artikel 259, stk. 3 og 4, i forordning (EU) nr. 575/2013.
Institutions using the ASA (Article 319 of CRR) shall report for the respective years relevant indicator separately for each business line in the rows 030 to 050 and 080 to 100 and in the rows 110 and 120 for business lines "Commercial banking" and "Retail banking".
Disse kolonner udfyldes, når instituttet anvender den interne vurderingsmetode til at bestemme kapitalkravene i forbindelse med likviditetsfaciliteter og kreditforbedringer, som banker (herunder tredjepartsbanker) yder til ABCP-conduiter.
Rows 110 and 120 shall present the amount of relevant indicator of activities subject to ASA distinguishing between those corresponding to the business line ‘Commercial banking’ and those corresponding to the business line ‘Retail banking’ (Article 319 of CRR).
Den interne vurderingsmetode, som er baseret på ECAI's metodologier, anvendes kun på eksponeringer mod ABCP-conduiter, der har en intern rating svarende til »investment grade« ved indgåelsen.
There can be amounts for the rows corresponding to ‘Commercial banking’ and ‘Retail banking’ under the TSA (rows 060 and 070) as well as under the ASA rows 110 and 120 (e.g. if a subsidiary is subject to TSA whereas the parent entity is subject to ASA).
Artikel 337, stk. 3, i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings artikel 407.
The relevant data for AMA institutions (Article 312 point 2 and Article 321 to 323 of CRR) shall be reported.
Artikel 14, stk. 2, i forordning (EU) nr. 575/2013.
In the case of combined use of different approaches as indicated in Article 314 of CRR, information on relevant indicator for activities subject to AMA shall be reported.
FØR LOFT — VÆGTEDE LANGE/KORTE NETTOPOSITIONER OG SUMMEN AF VÆGTEDE LANGE OG KORTE NETTOPOSITIONER
This template summarises the information on the gross losses registered by an institution in the last year according to event types and business lines, based on the first accounting date of the loss.
Artikel 337 i forordning (EU) nr. 575/2013 uden indregning af skønnet i forordningens artikel 335, der giver et institut mulighed for at begrænse vægten og nettopositionen til det højest mulige tab forbundet med misligholdelsesrisikoen.
The information is presented by distributing the gross losses above internal thresholds amongst business lines (as defined in Article 317 of CRR, Table 2 of CRR including the additional business line "Corporate items" as referred to in Article 322(3) point (b) of CRR) and event types (as defined in Article 324 of CRR), being possible that the losses corresponding to one event are distributed amongst several business lines.
EFFER LOFT — VÆGTEDE LANGE/KORTE NETTOPOSITIONER OG SUMMEN AF VÆGTEDE LANGE OG KORTE NETTOPOSITIONER
Columns present the different event types and the totals for each business line, together with a memorandum item that shows the lowest internal threshold applied in the data collection of losses, revealing within each business line the lowest and the highest threshold if there is more than one threshold.
Artikel 337 i forordning (EU) nr. 575/2013 med indregning af skønnet i forordningens artikel 335.
Rows present the business lines, and within each business line, information on the number of events, the amount of the total loss, the maximum single loss and the sum of the five largest losses (regardless the number of losses).
I henhold til artikel 337, stk. 4, i forordning (EU) nr. 575/2013 skal instituttet i en overgangsperiode, der slutter den 31. december 2014, addere sine vægtede lange nettopositioner (kolonne 580) og sine vægtede korte nettopositioner særskilt (kolonne 590).
This template shall be reported by institutions using AMA or TSA/ASA for the calculation of their own funds requirements.
Den største af disse summer (efter loft) er lig med kapitalgrundlagskravet.
Institutions subject to Article 5(b)(2)(ii) of this Regulation may only report the following information for the sum of all event types (column 080) of the OPR Details template:
Artikel 4, stk. 1, nr. 61) og 62), i forordning (EU) nr. 575/2013.
maximum single loss (row 930); and
Artikel 4, stk. 1, nr. 63), i forordning (EU) nr. 575/2013.
sum of the five largest losses (row 940).
EKSPONERINGSLEVERENDE INSTITUT
Institutions report the losses in the respective columns 010 to 070 according to the event types as defined in Article 324 of CRR.
Artikel 4, stk. 1, nr. 13), i forordning (EU) nr. 575/2013.
Institutions that calculate their own funds requirement according to TSA or ASA can report the losses for which the event type is not identified in column 080.
Kreditinstitut, der er indehaver af securitiseringspositioner i en securitiseringstransaktion, hvor det hverken er eksponeringsleverende eller organiserende institut.
In column 080, for each business line, institutions report the total ‘number of events’ and the total of ‘total loss amount’ as the simple aggregation of the number of loss events and the total gross loss amounts reported in columns 010 to 070.
ORGANISERENDE INSTITUT
The ‘maximum single loss’ in column 080 is the maximum of the ‘maximum single gross losses’ reported in columns 010 to 070.
Artikel 4, stk. 1, nr. 14), i forordning (EU) nr. 575/2013.
For the sum of the five largest losses, in column 080 the sum of the five largest losses within one business line is reported.
Hvis et organiserende institut også securitiserer sine egne aktiver, skal det indsætte oplysninger om sine egne securitiserede aktiver i rækkerne for det eksponeringsleverende institut.
Institutions report in the columns 090 and 100 the minimum loss thresholds they are using for the internal loss data collection in accordance with Article 322(3) point (c) of CRR, last sentence of CRR.
OPDELING AF DEN SAMLEDE SUM AF VÆGTEDE LANGE OG KORTE NETTOPOSITIONER EFTER UNDERLIGGENDE TYPE
If the institution applies only one threshold for in each business line, only the column 090 shall be filled in.
Artikel 337, stk. 4, sidste punktum, i forordning (EU) nr. 575/2013.
In the case where there are different thresholds applied within the same regulatory business line, then the highest applicable threshold (column 100) shall be filled in as well.
Opdelingen af underliggende aktiver følger klassificeringen i modellen SEC DETAILS (kolonnen »Type«):
BUSINESS LINES: CORPORATE FINANCE, TRADING AND SALES, RETAIL BROKERAGE, COMMERCIAL BANKING, RETAIL BANKING, PAYMENT AND SETTLEMENT, AGENCY SERVICES, ASSET MANAGEMENT, CORPORATE ITEMS
1 — Pant i beboelsesejendom
For each business line as defined in Article 317(4) table 2 of CRR, including the additional business line "Corporate items" as referred to in Article 322(3) point (b) of CRR, and for each event type, the institution shall report, according to the thresholds the following information: number of events, total loss amount, maximum single loss and sum of the five largest losses.
2 — Pant i erhvervsejendom
For a loss event that affects more than one business line the ‘total loss amount’ is distributed among all the affected business lines.
3 — Fordringer på kreditkort
For each event type (column 010 to 080), the following information (Article 322(3) points b), c) and e) of CRR on total business lines (rows 910 to 940) has to be reported:
4 — Udlejning
Number of events (row 910): the number of events above the threshold by event types for the total business lines.
5 — Lån til selskaber eller SMV'er (behandles som selskaber)
This figure may be lower than the aggregation of the number of events by business lines since the events with multiple impacts (impacts in different business lines) shall be considered as one.
6 — Forbrugerlån
Total loss amount (row 920): the total loss amount is the simple aggregation of the total loss amount for each business line.
7 — Tilgodehavender fra salg
Maximum single loss (row 930): the maximum single loss is the maximum loss over the threshold for each event type and amongst all business lines.
8 — Andre aktiver
These figures may be higher than the highest single loss recorded in each business line if an event impacts different business lines.
10 — Andre forpligtelser.
Sum of the five largest losses (row 940): the sum of the five largest gross losses for each event type and amongst all business lines is reported.
Hvis puljen består af flere typer aktiver, skal instituttet anvende den vigtigste for hver securitisering.
This sum may be higher than the highest sum of the five largest losses recorded in each business line.
I denne model indberettes der oplysninger om positioner i korrelationshandelsporteføljen, som omfatter securitiseringer, »nth to default«-kreditderivater og andre positioner i korrelationshandelsporteføljen, der er medtaget i henhold til artikel 338, stk. 3, og de tilsvarende kapitalgrundlagskrav opgjort efter standardmetoden.
This sum has to be reported regardless the number of losses.
Hvis CTP-positioner i handelsbeholdningen sikres med kreditderivater, finder forordningens artikel 346 og 347 anvendelse.
Number of events: it is equal to the horizontal aggregation of the number of events in row 910, given that in those figures the events with impacts in different business lines shall have already been considered as one event.
Der er kun én model for alle positioner i handelsbeholdningen, uanset om instituttet anvender standardmetoden eller IRB-metoden til at fastlægge risikovægten for hver af positionerne i overensstemmelse med forordningens tredje del, afsnit II, kapitel 5.
This number shall not necessarily be equal to the vertical aggregation of the number of events which are included in column 080, given that one event can have an impact in different business lines simultaneously.
Artikel 102 og artikel 105, stk. 1, i forordning (EU) nr. 575/2013 i forbindelse med positioner tildelt korrelationshandelsporteføljen i medfør af artikel 338, stk. 2 og 3.
Total loss amount: it is equal to both the horizontal aggregation of total loss amounts by event type in row 920 and the vertical aggregation of total loss amounts by business line in column 080.
OPDELING AF NETTOPOSITIONER EFTER RISIKOVÆGT (STANDARD- OG IRB-METODEN)
Maximum single loss: as previously mentioned, when an event has impact in different business lines, it may be that the amount for ‘Maximum single loss’ in ‘Total Business lines’ for that particular event type is higher than the amounts of ‘Maximum single loss’ in each business line.
ANDRE
Hence, the amount in this cell shall be equal to the highest of the values of ‘Maximum single loss’ in ‘Total Business lines’, which may not necessarily be equal to the highest value of ‘Maximum single loss’ across business lines in column 080.
For »nth to default«-kreditderivater indberettes kun dem, der ikke har en ekstern rating. »nth to default«-kreditderivater med en ekstern rating indberettes i MKR SA TDI-modellen (række 321) eller — hvis de indgår i korrelationshandelsporteføljen — tildeles kolonnen for den pågældende risikovægt.
Sum of the five largest losses: it is the sum of the five largest losses in the whole matrix, which means that it may not necessarily be equal to neither the maximum value of ‘sum of the five largest losses’ in ‘Total Business lines’ nor the maximum value of ‘sum of the five largest losses’ in column 080.
Artikel 259, stk. 3 og 4, i forordning (EU) nr. 575/2013.
These instructions refer to the templates reporting of the calculation of own funds requirements according to the standardised approach for foreign exchange risk (MKR SA FX), commodities risk (MKR SA COM) interest rate risk (MKR SA TDI, MKR SA SEC, MKR SA CTP) and equity risk (MKR SA EQU).
Artikel 338 i forordning (EU) nr. 575/2013 uden indregning af skønnet i forordningens artikel 335.
The position risk on a traded debt instrument or equity (or debt or equity derivative) shall be divided into two components in order to calculate the capital required against it.
EFTER LOFT — VÆGTEDE LANGE/KORTE NETTOPOSITIONER
The first shall be its specific-risk component — this is the risk of a price change in the instrument concerned due to factors related to its issuer or, in the case of a derivative, the issuer of the underlying instrument.