natgillin/translations-raw huggingface dataset:
Den seneste tilgængelige (SVaRt-1)
Article 337 of CRR without taking into account the discretion of Article 335 of CRR, that allows an institution to cap the product of the weight and the net position at the maximum possible default-risk related loss.
Artikel 364, stk. 1, litra b), nr. i), og artikel 365, stk. 1, i forordning (EU) nr. 575/2013.
580-600
KAPITALKRAV FOR FORØGET MISLIGHOLDELSES- OG MIGRERINGSRISIKO
AFTER CAP — WEIGHTED NET LONG/SHORT POSITIONS AND SUM OF WEIGHTED NET LONG AND SHORT POSITIONS
Det maksimale potentielle tab, der kan opstå som følge af en prisændring knyttet til misligholdelses- og migreringsrisici beregnet i overensstemmelse med artikel 364, stk. 2, litra b), i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings tredje del, afsnit IV, kapitel 5, afdeling 4.
Article 337 of CRR taking into account the discretion of Article 335 of CRR.
Gennemsnittet af tallet over 12 uger.
TOTAL OWN FUNDS REQUIREMENTS
Artikel 364, stk. 2, litra b), nr. ii), i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings tredje del, afsnit IV, kapitel 5, afdeling 4.
According to Article 337(4) of CRR for a transitional period ending 31 December 2014, the institution shall sum separately its weighted net long positions (column 580) and its weighted net short positions (column 590).
Seneste tal
The larger of those sums (after cap) shall constitute the own funds requirement.
Artikel 364, stk. 2, litra b), nr. i), i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings tredje del, afsnit IV, kapitel 5, afdeling 4.
From 2015 onwards according to Article 337(4) of CRR, the institution shall sum its weighted net positions, regardless whether they are long or short (column 600), in order to calculate the own funds requirements.
ALLE PRISRISICI, KAPITALKRAV FOR CTP
Total amount of outstanding securitisations (held in the trading book) reported by the institution playing the role/s of originator and/or investor and/or sponsor.
BUNDVÆRDI
040,070 and 100
Artikel 364, stk. 3, litra c), i forordning (EU) nr. 575/2013.
SECURITISATIONS
= 8 % af det kapitalgrundlagskrav, der beregnes i overensstemmelse med forordningens artikel 338, stk. 1, for alle positioner i kapitalkravet »alle prisrisici«.
Article 4(61) and (62) of CRR.
GENNEMSNITTET OVER 12 UGER OG SENESTE TAL
020,050, 080 and110
Artikel 364, stk. 3, litra b).
Article 4(63) of CRR.
SENESTE TAL
ORIGINATOR
Artikel 364, stk. 3, litra a).
Article 4(13) of CRR
Omhandlet i artikel 364 i forordning (EU) nr. 575/2013 for alle risikofaktorer under hensyntagen til evt. korrelationsvirkninger plus forøget misligholdelses- og migreringsrisiko og alle prisrisici for korrelationshandelsporteføljen, men eksklusive securitiseringskapitalkravet for securitiserings- og »nth to default«-kreditderivater i henhold til forordningens artikel 364, stk. 2.
INVESTOR
De beløb, der indberettes, og som udgør grundlaget for beregningen af det mindste kapitalkrav for alle prisrisici, jf. artikel 364, stk. 3, litra c), i forordning (EU) nr. 575/2013, tager højde for skønnet i forordningens artikel 335, der giver et institut mulighed for at begrænse vægten og nettopositionen til det højest mulige tab forbundet med misligholdelsesrisikoen.
Article 337(4), last sentence of CRR.
Svarer til den del af positions-, valuta- og råvarerisiko, der er omhandlet i artikel 363, stk. 1, i forordning (EU) nr. 575/2013 kædet sammen med risikofaktorerne i forordningens artikel 367, stk. 2.
1 residential mortgages;
Med hensyn til kolonne 030 til 060 (VaR og Stress-VAR) er tallene i totalrækken ikke lig med opdelingen af tal for VaR/Stress-VaR i forbindelse med de relevante risikokomponenter.
2 commercial mortgages;
Opdelingen er derfor anført i memorandumposter.
3 credit card receivables;
HANDLEDE GÆLDSINSTRUMENTER (TDI) — GENEREL RISIKO
6 consumer loans;
Generel risiko defineret i artikel 362 i forordning (EU) nr. 575/2013.
7 trade receivables;
HANDLEDE GÆLDSINSTRUMENTER (TDI) — SPECIFIK RISIKO
8 other assets;
Specifik risiko defineret i artikel 362 i forordning (EU) nr. 575/2013.
9 covered bonds;
AKTIER
10 other liabilities.
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.
For each securitisation, in case the pool consists of different types of assets, the institution shall consider the most important type.
AKTIER — GENEREL RISIKO
This template requests information on positions of the CTP (comprising securitisations, nth-to-default credit derivatives and other CTP positions included according to Article 338(3)) and the corresponding own funds requirements under the standardised approach.
AKTIER — SPECIFIK RISIKO
The MKR SA CTP template determines the own funds requirement only for the specific risk of positions assigned to the Correlation Trading Portfolio according to Articles 335 in connection with 338 (2) and (3) of CRR.
VALUTARISIKO
If CTP- positions of the trading book are hedged by credit derivatives, Articles 346 and 347 CRR apply.
Artikel 363, stk. 1, og artikel 367, stk. 2, i forordning (EU) nr. 575/2013.
There is only one template for all CTP-positions of the trading book, irrespective of the fact whether the institution uses the Standardised Approach or the Internal Ratings Based Approach to determine the risk weight for each of the positions according to Part Three Title II Chapter 5 of CRR.
RÅVARERISIKO
This structure of the template separates securitisation positions, n-th to default credit derivatives and other CTP-positions.
SAMLET BELØB FOR GENEREL RISIKO
As a result, securitisation positions shall always be reported in rows 030, 060 or 090 (depending on the role of the institution in the securitisation).
Markedsrisiko forårsaget af generelle bevægelser på markederne for handlede gældsinstrumenter, aktier, valutaer og råvarer.
N-th to default credit derivatives shall always be reported in line 110.
VaR for generel risiko ved alle risikofaktorer under hensyntagen til evt. korrelationsvirkninger.
The “other CTP-positions” are neither securitisation positions nor n-th to default credit derivatives (see definition in Article 338(3) CRR), but they are explicitly “linked” (because of the hedging intent) to one of these two positions.
SAMLET BELØB FOR SPECIFIK RISIKO
That is why they are assigned either under the sub-heading “securitisation” or “n-th to default credit derivative”.
Specifik risikokomponent for handlede gældsinstrumenter og aktier.
Articles 102 and 105 (1) of CRR in connection with positions assigned to the Correlation Trading Portfolio according to Article 338(2) and (3) of CRR.
VaR for specifik risiko ved aktier og handlede gældsinstrumenter i handelsbeholdningen under hensyntagen til evt. korrelationsvirkninger.
070-400
OTC-derivater
OTHER
Artikel 271 i forordning (EU) nr. 575/2013, jf. forordningens artikel 382, stk. 1.
Other risk weights not explicitly mentioned in the previous columns.
Den del af den samlede eksponering mod modpartsrisiko, der alene kan henføres til OTC-derivater.
For n-th-to-default credit derivatives only those which are not externally rated.
Oplysningen skal ikke indberettes af IMM-institutter, der besidder OTC-derivater og værdipapirfinansieringstransaktioner i samme nettinggruppe.
Externally rated n-th to default credit derivatives are either to be reported in the MKR SA TDI template (row 321) or — if they are incorporated into the CTP — shall be assigned to the column of the respective risk weight.
Værdipapirfinansieringstransaktioner
170 -180 and 360-370
Artikel 271 i forordning (EU) nr. 575/2013, jf. forordningens artikel 382, stk. 2.
190 -200 and 340-350
Den del af den samlede eksponering mod modpartsrisiko, der alene kan henføres til værdipapirfinansieringstransaktioner.
220-230 and 390-400
MULTIPLIKATIONSFAKTOR (mc) × GENNEMSNIT FOR DE FOREGÅENDE 60 ARBEJDSDAGE (VaRavg)
Article 259(3) and (4) of CRR.
Se instrukser til kolonne 040.
AFTER CAP — WEIGHTED NET LONG/SHORT POSITIONS
MULTIPLIKATIONSFAKTOR (ms) × GENNEMSNIT FOR DE FOREGÅENDE 60 ARBEJDSDAGE (SVaRavg)
Article 338 taking into account the discretion of Article 335 of CRR.
Artikel 92, stk. 3, litra d), 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.
Kapitalgrundlagskrav for kreditværdijusteringsrisiko opgjort efter den valgte metode.
030, 060 and 090
Artikel 92, stk. 4, litra b), i forordning (EU) nr. 575/2013.
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.
Kapitalgrundlagskrav ganget med 12,5.
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”.
Memorandumposter
N-TH-TO-DEFAULT CREDIT DERIVATIVES
Antal modparter
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 382 i forordning (EU) nr. 575/2013.
The positions originator, investor and sponsor do not fit for n-th to default credit derivatives.
Antal modparter, der indgår i beregningen af kapitalgrundlagskrav for kreditværdijusteringsrisiko.
As a consequence, the breakdown as for securitisation positions cannot be provided for n-th to default credit derivatives..
Modparter er en undergruppe af låntagere.
040, 070, 100 and 120
De findes kun i forbindelse med derivattransaktioner eller værdipapirfinansieringstransaktioner, hvor de blot er den anden kontraherende part.
OTHER CTP POSITIONS
proxy anvendt til at bestemme kreditspænd
The positions in:
Antal modparter, hvor kreditspændet blev fastsat ved brug af en proxy i stedet for direkte observerede markedsdata.
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”;
OPSTÅET KREDITVÆRDIJUSTERING
CTP positions hedged by credit derivatives according to Article 346 CRR;
Regnskabsmæssige hensættelser som følge af derivatmodparters reducerede kreditværdighed.
Other positions that satisfy Article 338(3) of CRR;
SINGLE NAME CREDIT DEFAULT SWAPS
are included.
Artikel 386, stk. 1, litra a), i forordning (EU) nr. 575/2013.
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.
Samlede fiktive værdier af single name credit default swaps, der anvendes som sikring for kreditværdijusteringsrisiko.
The template has to be filled out separately for the “Total”, plus a static, pre-defined list of following markets:
INDEX CREDIT DEFAULT SWAPS
Bulgaria, Croatia, Czech Republic, Denmark, Egypt, Hungary, Iceland, Liechtenstein, Norway, Poland, Romania, Sweden, United Kingdom, Albania, Japan, Former Yugoslav Republic of Macedonia, Russian Federation, Serbia, Switzerland, Turkey, Ukraine, USA, Euro Area plus one residual template for all other markets.
Artikel 386, stk. 1, litra b), i forordning (EU) nr. 575/2013.
For the purpose of this reporting requirement the term “market” shall be read as “country”.
Samlede fiktive værdier af index credit default swaps, der anvendes som sikring for kreditværdijusteringsrisiko.
Articles 327, 329, 332, 341 and 345 of CRR.
Samlet kreditværdijusteringsrisiko
The capital charge has to be calculated for each national market separately.
Summen af række 020-040, for så vidt det er relevant.
010-130
Opgjort efter den avancerede metode
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.
Kreditværdijusteringsrisiko opgjort efter den avancerede metode omhandlet i artikel 383 i forordning (EU) nr. 575/2013.
020-040
Opgjort efter standardmetoden
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.
Kreditværdijusteringsrisiko opgjort efter standardmetoden omhandlet i artikel 384 i forordning (EU) nr. 575/2013.
Both breakdowns (021/022 as well as 030/040) are a breakdown related to all positions subject to general risk.
Beløb underlagt anvendelsen af artikel 385 i forordning (EU) nr. 575/2013.«
Rows 021 and 022 requests information on the breakdown according to instruments.
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).
Only the breakdown in rows 030 and 040 is used as a basis for the calculation of own funds requirements.
»Enkeltstående institutter« er ikke medlem af en koncern, og de konsoliderer sig ikke i det land, hvor de er genstand for kapitalgrundlagskrav.
Derivatives included in the calculation of equity risk of trading book positions taking into account Articles 329 and 332, if applicable.
BILAG III
Instruments other than derivatives included in the calculation of equity risk of trading book positions.
Balance [opgørelse af finansiel stilling]
Exchange traded stock-index futures broadly diversified and subject to a particular approach
Referencer
Exchange traded stock-index futures broadly diversified and subject to a particular approach according to Article 344(1) and (4) of CRR.
Opdeling i tabel
These positions are only subject to general risk and, accordingly, must not be reported in row (050).
Regnskabsmæssig værdi
Other positions in equities subject to specific risk and the correspondent own funds requirements according to Article 343 and 344 (3) of CRR.
Kapital
Positions in equities subject to specific risk and the correspondent own funds requirement according to Articles 342 and 344 (4) CRR.
IAS 1.54(r); BAD, artikel 22
The CRR does not explicitly assign those positions to either the interest rate risk or the equity risk.
Indbetalt kapital
For reporting purposes, those positions shall be reported in the MKR SA EQU template.
Ikkeindbetalt kapital, der er krævet indbetalt
Positions in CIUs if capital requirements are calculated according to Article 348(1) CRR.
Udstedte aktieinstrumenter bortset fra kapital
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.
Bilag V. Del 2.15-16
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.
Egenkapitalkomponent af sammensatte finansielle instrumenter
If the particular approach according to Article 348(1) sentence 2 of CRR is applied, the amount to be reported is the lower of 32 % of the net position of the relevant CIU exposure and the difference between 40 % of this net position and the own funds requirements that arise from the foreign exchange risk associated with this CIU exposure.
Bilag V. Del 2.15
If the specific methods of Article 350 CRR are applicable, the reporting of those positions shall follow the underlying investments.
Andre udstedte aktieinstrumenter
As a consequence, those positions would be reported in the relevant rows of either the MKR SA TDI or the MKR SA EQU template.
Bilag V. Del 2.16
Article 329(2) and (3) of CRR.
Anden egenkapital
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.
Bilag V. Del 2.17
The position is calculated for each currency (including euro), gold, and positions to CIUs.
Forordning (EU) nr. 575/2013, artikel 4, stk. 1, nr. 100)
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.
Poster, der ikke vil blive omklassificeret til resultatopgørelsen
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:
IAS 1.82 A(a)
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.
Materielle aktiver
Gross positions due to assets, amounts to be received and similar items referred to in Article 352(1) of CRR.
Aktuarmæssige gevinster eller (-) tab på ydelsesbaserede pensionsordninger
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.
Anlægsaktiver og afståelsesgrupper klassificeret som besiddelse med henblik på salg
Articles 352(3) and (4), first and second sentences, and 353 of CRR.
IFRS 5.38, IG Eksempel 12
The net positions are calculated by each currency, accordingly there may be simultaneous long and short positions.
Andel af andre indregnede indtægter og udgifter fra investeringer i datterselskaber, joint ventures og associerede selskaber
Articles 352(4), third sentence, 353 and 354 of CRR.
Sikring af nettoinvesteringer i udenlandske virksomheder [faktisk andel]
The long and short net positions for each currency are calculated by deducting the total of short positions from the total of long positions.
Valutaomregning
Long net positions for each operation in a currency are added to obtain the long net position in that currency.
Sikring af derivater.
Short net positions for each operation in a currency are added to obtain the short net position in that currency.
Sikring af pengestrømme [faktisk andel]
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.
Finansielle aktiver disponible for salg
POSITIONS SUBJECT TO CAPITAL CHARGE (MATCHED)
Forordning (EU) nr. 575/2013, artikel 4, stk. 1, nr. 123)
Matched positions for closely correlated currencies
Opskrivningsreserver
RISK CAPITAL CHARGE (%)
Bilag V. Del 2.18
As defined in Articles 351 and 354, the risk capital charges in percentage.
Reserver eller akkumulerede tab på investeringer i datterselskaber, joint ventures og associerede selskaber
The capital charge for any relevant position according to Part 3 Title IV Chapter 3 of CRR.
Bilag V. Del 2.19
TOTAL POSITIONS IN NON REPORTING CURRENCIES
(-) Egne aktier
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).
IAS 32.33-34, AG 14, AG 36;
CURRENCIES CLOSELY CORRELATED
Bilag V. Del 2.20
Positions and their correspondent own funds requirements for currencies referred to in Article 354 of CRR.
(-) Foreløbige udbytter
ALL OTHER CURRENCIES (including CIU's treated as different currencies)
Minoritetsinteresser [ikkekontrollerende interesser]
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.
Akkumuleret anden totalindkomst
Reporting of CIU's treated as separate currencies according to Article 353 CRR:
EGENKAPITAL I ALT
There are two different treatments of CIU's treated as separate currencies for calculating the capital requirements:
EGENKAPITAL I ALT OG FORPLIGTELSER I ALT
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 udvalgte poster i resultatopgørelsen
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)
Renteindtægter og -udgifter efter instrument og modpartens sektor
The reporting of those CIU's follows the calculation of the capital requirements accordingly.
Indeværende periode
GOLD
Indtægter
050-090
Udgifter
Article 352(5) and (6) of CRR.
Bilag V. Del 2.95
Breakdown of total positions (reporting currency included) by exposure types
Derivater — Handel
Total positions shall be broken down according to derivatives, other assets and liabilities and off-balance sheet items.
Bilag V. Del 2.96
Positions not included in row 110 or 120 shall be included here.
Gældsværdipapirer
Items included in Annex I of CRR except those included as Securities Financing Transactions & Long Settlement Transactions or from Contractual Cross Product Netting.
Bilag V. Del 1.26
Positions valued according to Articles 352 CRR.
Centralbanker
This template request information on the positions in commodities and the corresponding own funds requirements treated under the standardised approach.
Bilag V. Del 1.35(a)
All POSITIONS (LONG AND SHORT)
Bilag V. Del 1.35(b)
As defined in Article 357(3) of CRR.
Kreditinstitutter
Those net positions that, according to the different approaches considered in Part 3 Title IV Chapter 4 of CRR, receive a capital charge.
Bilag V. Del 1.35(c)
The capital charge for any relevant position according to Part 3 Title IV Chapter 4 of CRR.
Andre finansielle selskaber
Result of the multiplication of the own funds requirements * 12.5.
Bilag V. Del 1.35(d)
TOTAL POSITIONS IN COMMODITIES
Ikke-finansielle selskaber
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.
Bilag V. Del 1.35(e)
020-060
Lån og forskud
POSITIONS BY CATEGORY OF COMMODITY
Bilag V. Del 1.27
For reporting purposes commodities are grouped in the four main groups of commodities referred to in Table 2 of Article 361 CRR.
Husholdninger
MATURITY LADDER APPROACH
Bilag V. Del 1.35(f)
Positions in commodities subject to the Maturity Ladder approach as referred to in Article 359 of CRR.
Andre aktiver
EXTENDED MATURITY LADDER APPROACH
Bilag V. Del 1.51
Positions in commodities subject to the Extended Maturity Ladder approach as referred to in Article 361 of CRR
Indskud
SIMPLIFIED APPROACH
ECB/2008/32 Bilag 2.
Positions in commodities subject to the Simplified approach as referred to in Article 360 of CRR.
Del 2.9
Article 358(4) of CRR.
Udstedte gældsværdipapirer
The additional requirements for options related to non-delta risks shall be reported in the method used for its calculation
Bilag V. Del 1.31
This template provides a breakdown of VaR and stressed VaR (sVaR) figures according to the different market risks (debt, equity, FX, commodities) and other information relevant for the calculation of the own funds requirements.
Andre finansielle forpligtelser
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.
Bilag V. Del 1.32-34
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).
Derivater — Regnskabsmæssig sikring, renterisiko
An institution can resign to report the decompositions mentioned above if it proves that a reporting of these figures would be unduly burdensome.
Andre forpligtelser
VaR
Bilag V. Del 2.10
It means the maximum potential loss that would result from a price change with a given probability over a specified time horizon.
RENTER
Multiplication factor (mc) × Average of previous 60 working days VaR (VaRavg)
Gevinster eller tab ved ophør af indregning af finansielle aktiver og forpligtelser, der ikke måles til dagsværdi gennem resultatet, fordelt på instrument
Articles 364(1) point (a) (ii) and 365 (1) of CRR.
Aktieinstrumenter
Previous day VaR (VaRt-1)
GEVINSTER ELLER (-) TAB VED OPHØR AF INDREGNING AF FINANSIELLE AKTIVER OG FORPLIGTELSER, DER IKKE MÅLES TIL DAGSVÆRDI GENNEM RESULTATET, NETTO
Articles 364(1) point (a) (i) and 365 (1) of CRR.