natgillin/translations-raw huggingface dataset:
Skemaet skal udfyldes separat for »Total« sammen med en foruddefineret liste af følgende valutaer: EUR, ALL, BGN, CZK, DKK, EGP, GBP, HRK, HUF, ISK, JPY, MKD, NOK, PLN, RON, RUB, RSD, SEK, CHF, TRY, UAH, USD samt ét restskema for alle andre valutaer.
The Number of events is the number of operational risk events accounted for the first time within the reporting period.
010-020
The Total loss amount is the algebraic sum of the following elements:
ALLE POSITIONER (LANGE OG KORTE)
i.
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.
the gross loss amounts pertinent to negative loss adjustments made within the reporting period — due to decrease of provisions — of operational risk events ‘accounted for the first time’ in previous reporting periods.
030-040
The Number of events shall conventionally include also the events accounted for the first time in previous reporting periods and not yet reported in previous supervisory reports.
NETTOPOSITIONER (LANGE OG KORTE)
The Total loss amount shall conventionally include also the elements as of Paragraph 124 pertinent to previous reporting periods and not yet reported in previous supervisory reports.
Artikel 327-329 samt artikel 334 i forordning (EU) nr. 575/2013.
The Maximum single loss is the largest single amount among those included in 124.i or 124.ii above.
Se forordningens artikel 328, stk. 2, for oplysninger om sondringen mellem lange og korte positioner.
The Sum of the five largest losses is the sum of the five largest amounts among those included in 124.i or 124.ii above.
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.
The Total loss recovery is the sum of all the recoveries accounted within the reporting period and pertinent to operational risk events accounted for the first time within the reporting period or in previous reporting periods.
Kapitalkravet for en relevant position i henhold til tredje del, afsnit IV, kapitel 2, i forordning (EU) nr. 575/2013.
The figures reported in June of the respective year are interim figures, while the final figures are reported in December.
010-350
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.
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.
Rows present the business lines, and within each business line, information on the number of events, the total loss amount, the maximum single loss, the sum of the five largest losses and the total loss recovery.
GENEREL RISIKO
For the total business lines, data on the number of events and the total loss amount are also requested for certain ranges based on preset thresholds, 10000, 20000, 100000, and 1000000.
Andre instrumenter end derivater, der indgår i beregningen af renterisikoen ved positioner i handelsbeholdningen.
Where the algebraic sum of the elements of the total loss amount, as indicated in paragraph 124 above, determines a negative value for some business lines/event types combinations, the value of 0 shall be reported in the pertinent cells.
LØBETIDSBASERET METODE
This template shall be reported by institutions using AMA or TSA/ASA for the calculation of their own funds requirements.
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.
In order to verify the conditions envisaged by Article 5 point (b) (2) (b), the institutions shall use the latest statistics as available in the Supervisory Disclosure webpage of the EBA to get ‘the sum of individual balance sheet totals of all institutions within the same Member State’.
Positionen opdeles i zone 1, 2 og 3, og de opdeles i instrumenternes løbetid.
Institutions subject to Article 5(b)(2)(b) of this Regulation may only report the following information for the sum of all event types (column 080) of the OPR Details template:
210-240
number of events (row 910);
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.
total loss amount (row 920);
Positionen opdeles i zone 1, 2 og 3.
maximum single loss (row 930);
SPECIFIK RISIKO
sum of the five largest losses (row 940) and
Summen af beløb indberettet i række 251, 325 og 330.
total loss recovery (row 950).
Positioner i handlede gældsinstrumenter, der er omfattet af kapitalkravet for specifik risiko i henhold til artikel 92, stk. 3, litra b), artikel 335, artikel 336, stk. 1-3, artikel 337 og 338 i forordning (EU) nr. 575/2013.
010 -070
Bemærk også det sidste punktum i forordningens artikel 327, stk. 1.
EVENT TYPES
251-321
Institutions report the losses in the respective columns 010 to 070 according to the event types as defined in Article 324 of CRR.
Summen af beløb indberettet i række 260-321.
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.
Kapitalgrundlagskravet for specifik risiko er halvdelen af procentdelen for den anden kategori i tabel 1 i artikel 336 i forordning (EU) nr. 575/2013.
The ‘maximum single loss’ in column 080 is the maximum of the ‘maximum single gross losses’ reported in columns 010 to 070.
Disse poster skal anføres i række 280-300 i henhold til restløbetiden.
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 den generelle risiko i forbindelse med rentepositioner sikres med et kreditderivat, anvendes artikel 346 og 347.
MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION
De samlede kapitalgrundlagskrav indberettet i kolonne 610 i MKR SA SEC-skemaet.
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.
Beløbet indberettes kun på Total-niveauet i MKR SA TDI.
If the institution applies only one threshold for in each business line, only the column 090 shall be filled in.
De samlede kapitalgrundlagskrav indberettet i kolonne 450 i MKR SA CTP-skemaet.
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.
350-390
010 - 850
YDERLIGERE KRAV TIL OPTIONER (BORTSET FRA DELTARISICI)
BUSINESS LINES: CORPORATE FINANCE, TRADING AND SALES, RETAIL BROKERAGE, COMMERCIAL BANKING, RETAIL BANKING, PAYMENT AND SETTLEMENT, AGENCY SERVICES, ASSET MANAGEMENT, CORPORATE ITEMS
Artikel 329, stk. 3, i forordning (EU) nr. 575/2013.
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 internal thresholds the following information: number of events, total loss amount, maximum single loss, sum of the five largest losses and total loss recovery.
De yderligere krav til optioner vedrørende andre risici end deltarisici indberettes ved hjælp af den metode, der er anvendt til beregningen heraf.
For a loss event that affects more than one business line the ‘total loss amount’ is distributed among all the affected business lines.
C 19.00 — MARKEDSRISIKO: SPECIFIK RISIKO I SECURITISERINGER OPGJORT EFTER STANDARDMETODEN (MKR SA SEC)
910 - 950
I dette skema 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.
TOTAL BUSINESS LINES
MKR SA SEC-skemaet 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.
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 950) has to be reported:
Hvis securitiseringspositioner i handelsbeholdningen sikres med kreditderivater, finder forordningens artikel 346 og 347 anvendelse.
Number of events (row 910): the number of events above the internal threshold by event types for the total business lines shall be reported.
Der er kun ét skema 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 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.
Indberetningen af kapitalgrundlagskravene for den generelle risiko i forbindelse med disse eksponeringer foretages i MKR SA TDI- eller MKR IM-skemaet.
Number of events.
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).
Of which, ≥ 10,000 and < 20,000, ≥ 20,000 and < 100,000, ≥ 100,000 and < 1000000, ≥ 1000000 (rows 911 to 914): the number of internal events included in the ranges defined in the pertinent rows shall be reported.
I så fald skal disse positioner indberettes i række 460 i CA1.
Total loss amount (row 920): the total loss amount is the simple aggregation of the total loss amount for each business line.
Artikel 102 og artikel 105, stk. 1, i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings artikel 337 (securitiseringspositioner).
Total loss amount, Of which, ≥ 10,000 and < 20,000, ≥ 20,000 and < 100,000, ≥ 100,000 and < 1000000, ≥ 1000000 (rows 921 to 924): the total loss amount included in the ranges defined in the pertinent rows shall be reported.
030-040
Maximum single loss (row 930): the maximum single loss is the maximum loss over the internal threshold for each event type and amongst all business lines.
(-) POSITIONER, DER FRATRÆKKES KAPITALGRUNDLAGET (LANGE OG KORTE)
These figures may be higher than the highest single loss recorded in each business line if an event impacts different business lines.
Artikel 258 i forordning (EU) nr. 575/2013.
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.
070-520
This sum may be higher than the highest sum of the five largest losses recorded in each business line.
OPDELING AF NETTOPOSITIONER EFTER RISIKOVÆGT
This sum has to be reported regardless the number of losses.
Artikel 251, tabel 1, og artikel 261, stk. 1, tabel 4, i forordning (EU) nr. 575/2013.
Total loss recovery (row 950): the total loss recovery is the simple aggregation of the total loss recovery for each business line.
Denne opdeling foretages separat for lange og korte positioner.
TOTAL BUSINESS LINES — TOTAL EVENT TYPES
230-240 og 460-470
Number of events: for each row from 910 to 914, the number of events is equal to the horizontal aggregation of the number of events in the corresponding row, given that in those figures the events with impacts in different business lines shall have already been considered as one event.
250-260 og 480-490
The number in row 910 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 337, stk. 2, i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings artikel 262.
Total loss amount: for each row from 920 to 924, the total loss amount is equal to both the horizontal aggregation of total loss amounts by event type in the corresponding row.
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 total loss amount in row 920 is equal to the vertical aggregation of total loss amounts by business line in column 080.
270 og 500
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.
LOOK-THROUGH
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.
Standardmetoden: Artikel 253 og 254 samt artikel 256, stk. 5, i forordning (EU) nr. 575/2013.
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.
IRB-metoden: Artikel 263, stk. 2 og 3, i forordning (EU) nr. 575/2013.
Total loss recovery: it is equal to both the horizontal aggregation of total loss recoveries by event type in row 950 and the vertical aggregation of total loss recoveries by business line in column 080.
Se forordningens artikel 265, stk. 1, og artikel 256, stk. 5, for oplysninger om førtidsindfrielse.
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 109, stk. 1, andet punktum, og artikel 259, stk. 3 og 4, i forordning (EU) nr. 575/2013.
Additionally, instructions for the template reporting of the calculation of own funds requirements according to the internal models approach (MKR IM) are included in this part.
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.
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.
530-540
The second component shall cover its general risk — this is the risk of a price change in the instrument due (in the case of a traded debt instrument or debt derivative) to a change in the level of interest rates or (in the case of an equity or equity derivative) to a broad equity- market movement unrelated to any specific attributes of individual securities.
Artikel 337, stk. 3, i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings artikel 407.
The general treatment of specific instruments and netting procedures can be found in Articles 326 to 333 of CRR.
Artikel 14, stk. 2, i forordning (EU) nr. 575/2013.
C 18.00 – MARKET RISK: STANDARDISED APPROACH FOR POSITION RISKS IN TRADED DEBT INSTRUMENTS (MKR SA TDI)
550-570
This template captures the positions and the related own funds requirements for position risks on traded debt instruments under the standardised approach (Articles 102 and 105 (1) of CRR).
FØR LOFT — VÆGTEDE LANGE/KORTE NETTOPOSITIONER OG SUMMEN AF VÆGTEDE LANGE OG KORTE NETTOPOSITIONER
The different risks and methods available under the CRR are considered by rows.
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 specific risk associated with exposures included in MKR SA SEC and MKR SA CTP only has to be reported in the Total template of the MKR SA TDI.
580-600
The own funds requirements reported in those templates shall be transferred to cell 325;060 (securitisations) and 330;060 (CTP) respectively..
EFFER LOFT — VÆGTEDE LANGE/KORTE NETTOPOSITIONER OG SUMMEN AF VÆGTEDE LANGE OG KORTE NETTOPOSITIONER
The template has to be filled out separately for the ‘Total’, plus a pre-defined list of following currencies: EUR, ALL, BGN, CZK, DKK, EGP, GBP, HRK, HUF, ISK, JPY, MKD, NOK, PLN, RON, RUB, RSD, SEK, CHF, TRY, UAH, USD and one residual template for all other currencies.
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).
Articles 102 and 105 (1) of CRR.
Den største af disse summer (efter loft) er lig med kapitalgrundlagskravet.
These are gross positions not netted by instruments but excluding underwriting positions subscribed or sub-underwritten by third parties (Article 345 second sentence of CRR).
Fra og med 2015 skal instituttet i henhold til forordningens artikel 337, stk. 4, addere sine vægtede lange nettopositioner, uanset om de er lange eller korte (kolonne 600), for at beregne kapitalgrundlagskravene.
Regarding the distinction between Long and Short positions, also applicable to these gross positions, see Article 328(2) of CRR.
Det samlede beløb for udestående securitiseringer (i handelsbeholdningen), som indberettes af det institut, der optræder som eksponeringsleverende institut og/eller investor og/eller organiserende institut.
030 – 040
040, 070 og 100
NET POSITIONS (LONG AND SHORT)
SECURITISERINGER
Articles 327 to 329 and 334 of CRR.
Artikel 4, stk. 1, nr. 61) og 62), i forordning (EU) nr. 575/2013.
Regarding the distinction between Long and Short positions see Article 328(2) of CRR.
020, 050, 080 og 110
Those net positions that, according to the different approaches considered in Part 3 Title IV Chapter 2 of CRR, receive a capital charge.
RESECURITISERINGER
The capital charge for any relevant position according to Part 3 Title IV Chapter 2 of CRR.
Artikel 4, stk. 1, nr. 63), i forordning (EU) nr. 575/2013.
Article 92(4) lit. b of CRR.
EKSPONERINGSLEVERENDE INSTITUT
Result of the multiplication of the own funds requirements by 12.5.
Artikel 4, stk. 1, nr. 13), i forordning (EU) nr. 575/2013.
010 – 350
Kreditinstitut, der er indehaver af securitiseringspositioner i en securitiseringstransaktion, hvor det hverken er eksponeringsleverende eller organiserende institut.
Positions in traded debt instruments in Trading Book and their correspondent own funds requirements for position risk according to Article 92(3) point (b) (i) CRR and Part 3 Title IV Chapter 2 of CRR are reported depending on risk category, maturity and approach used.
ORGANISERENDE INSTITUT
GENERAL RISK.
Artikel 4, stk. 1, nr. 14), i forordning (EU) nr. 575/2013.
Derivatives included in the calculation of interest rate risk of trading book positions taking into account Articles 328 to 331, if applicable.
Hvis et organiserende institut også securitiserer sine egne aktiver, skal det indsætte oplysninger om sine egne securitiserede aktiver i rækkerne for det eksponeringsleverende institut.
Instruments other than derivatives included in the calculation of interest rate risk of trading book positions.
OPDELING AF DEN SAMLEDE SUM AF VÆGTEDE LANGE OG KORTE NETTOPOSITIONER EFTER UNDERLIGGENDE TYPE
MATURITY BASED APPROACH
Artikel 337, stk. 4, sidste punktum, i forordning (EU) nr. 575/2013.
Positions in traded debt instruments subject to the maturity-based approach according to Article 339(1) to (8) of CRR and the correspondent own funds requirements set up in Article 339(9) of CRR.
Opdelingen af underliggende aktiver følger klassificeringen i skemaet SEC Details (kolonnen »Type«):
The position shall be split by zones 1, 2 and 3 and these by the maturity of the instruments.
1 — Pant i beboelsesejendom
210 - 240
2 — Pant i erhvervsejendom
DURATION BASED APPROACH
3 — Fordringer på kreditkort
Positions in traded debt instruments subject to the duration-based approach according to Article 340(1) to (6) of CRR and the correspondent own funds requirements set up in Article 340(7) of CRR.
4 — Leasing
The position shall be split by zones 1, 2 and 3.
5 — Lån til selskaber eller SMV'er (behandles som selskaber)
SPECIFIC RISK
6 — Forbrugerlån
Sum of amounts reported in rows 251, 325 and 330.
7 — Tilgodehavender fra salg
Positions in traded debt instruments subject to the specific risk capital charge and their correspondent capital charge according to Article 92(3) lit. b and 335, 336 (1) to (3), 337 and 338 of CRR.
8 — Andre aktiver
Be also aware of last sentence in Article 327(1) of CRR.
10 — Andre forpligtelser.
251 - 321
Hvis puljen består af flere typer aktiver, skal instituttet anvende den vigtigste for hver securitisering.
Sum of the amounts reported in rows 260 to 321.
I dette skema indberettes der oplysninger om positioner i korrelationshandelsporteføljen (CTP), 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.
The own funds requirement of the n-th to default credit derivatives which are not rated externally has to be computed by summing up the risk weights of the reference entities (Article 332(1) point (e) para 1 and 2 CRR – ‘look-through’).
MKR SA CTP-skemaet fastlægger kapitalgrundlagskravet for den specifikke risiko ved positioner tildelt korrelationshandelsporteføljen i medfør af artikel 335 sammenholdt med artikel 338, stk. 2 og 3, i forordning (EU) nr. 575/2013.
N-th-to-default credit derivatives which are rated externally (Article 332(1) point (e) para 3 CRR) shall be reported separately in line 321.
Hvis CTP-positioner i handelsbeholdningen sikres med kreditderivater, finder forordningens artikel 346 og 347 anvendelse.
Reporting of positions subject to Article 336(3) CRR:
Der er kun ét skema for alle CTP-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.
There is a special treatment for bonds which qualify for a 10 % risk weight in the banking book according to Article 129(3) CRR (covered bonds).
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.
The specific own funds requirements is half of the percentage of the second category of table 1 of Article 336 CRR.
070-400
Those positions have to be assigned to rows 280-300 according to the residual term to final maturity.
OPDELING AF NETTOPOSITIONER EFTER RISIKOVÆGT (STANDARD- OG IRB-METODEN)
If the general risk of interest rate positions is hedged by a credit derivative, Articles 346 and 347 shall be applied.
160 og 330
Total own funds requirements reported in column 610 of template MKR SA SEC.
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-skemaet (række 321) eller — hvis de indgår i korrelationshandelsporteføljen — tildeles kolonnen for den pågældende risikovægt.
Total own funds requirements reported in column 450 of template MKR SA CTP.