natgillin/translations-raw huggingface dataset:
Fordeling på tværs af løbetidsklasserne skal følge den granulering, der anvendes til interne formål.
The amount of cash outflows reported in item 1.2.1 which is collateralised by assets that are not covered bonds.
Det er derfor ikke nødvendigt at udfylde alle løbetidsklasser.
The amount of cash outflows reported in item 1.2.1.1 which is collateralised by assets representing claims on or guaranteed by central banks.
18 Adfærdsmæssige indgående pengestrømme fra lån og forskud.
The amount of cash outflows reported in item 1.2.1.1 other than those reported in item 1.2.1.1.1 which is collateralised by assets representing claims on or guaranteed by issuer or guarantor that is assigned credit quality step 1 by a nominated ECAI.
Det beløb, der er indberettet i post 2.2, omfordelt til løbetidsklasserne i overensstemmelse med den adfærdsmæssige løbetid under uforandrede omstændigheder, der anvendes med henblik på det indberettede instituts likviditetsrisikostyring.
Level 1 (CQS 2, CQS3)
I forbindelse med dette felt forstås ved »uforandrede omstændigheder« en situation uden antagelse af likviditetsstress.
The amount of cash outflows reported in item 1.2.1.1 other than those reported in item 1.2.1.1.1 which is collateralised by assets representing claims on or guaranteed by issuer or guarantor that is assigned credit quality step 2 or 3 by a nominated ECAI.
Posten afspejler ikke antagelser i forretningsplanen og tager derfor ikke hensyn til nye forretningsaktiviteter.
Level 1 (CQS 4+)
Det er derfor ikke nødvendigt at udfylde alle løbetidsklasser.
The amount of cash outflows reported in item 1.2.1.1 other than those reported in item 1.2.1.1.1 which is collateralised by assets representing claims on or guaranteed by issuer or guarantor that is assigned credit quality step 4 or worse by a nominated ECAI.
19 Adfærdsmæssige træk på bevilgede faciliteter
The amount of cash outflows reported in item 1.2.1 which is collateralised by assets that are covered bonds.
Det beløb, der er indberettet i post 4.1, omfordelt til løbetidsklasserne i overensstemmelse med det adfærdsmæssige niveau af træk og deraf følgende likviditetsbehov under uforandrede omstændigheder, der anvendes med henblik på det indberettede instituts likviditetsrisikostyring.
Note that in accordance with Article 10(1)(f) of Regulation (EU) 2015/61 only CQS 1 covered bonds are eligible as Level 1 assets.
I forbindelse med dette felt forstås ved »uforandrede omstændigheder« en situation uden antagelse af likviditetsstress.
The amount of cash outflows reported in item 1.2 which is collateralised by tradable assets that would meet the requirements of Articles 7, 8 and 11 of Regulation (EU) 2015/61 if they were not securing the particular transaction.
http://eur-lex.europa.eu/legal-content/DA/TXT/?uri=CELEX%3A32015R0233
CIU shares or units in accordance with article 15 of Regulation (EU) 2015/61 that qualify as Level 2A assets shall be reported in the below subcategories corresponding to their underlying assets.
KREDITRISIKO: EGENKAPITAL — KAPITALKRAV OPGJORT EFTER IRB-METODEN.
Level 2A corporate bond (CQS 1)
C 10.02 — KREDITRISIKO: EGENKAPITAL — KAPITALKRAV OPGJORT EFTER IRB-METODEN.
The amount of cash outflows reported in item 1.2.2 which is collateralised by corporate bonds that are assigned credit quality step 1 by a nominated ECAI.
OPDELING AF SAMLEDE EKSPONERINGER OPGJORT EFTER PD/LGD-METODEN EFTER LÅNTAGERKLASSE (CR EQU IRB 2)
The amount of cash outflows reported in item 1.2.2 which is collateralised by covered bonds that are assigned credit quality step 1 or 2 by a nominated ECAI.
KREDITKVALITETSTRIN 1
The amount of cash outflows reported in item 1.2.2 which is collateralised by assets representing claims on or guaranteed by central governments, central banks, regional governments, local authorities or public sector entities.
KREDITKVALITETSTRIN 2
Note that in accordance with Article 11(1)(a) and (b) of Regulation (EU) 2015/61 all public sector assets eligible as Level 2A must be either credit quality step 1 or credit quality step 2.
DIREKTE KREDITSUBSTITUTTER
Level 2B Asset Backed Securities-ABS (CQS 1)
Antal hændelser (nye hændelser).
The amount of cash outflows reported in item 1.2.3 which is collateralised by asset backed securities, including RMBS.
Heraf:
Note that in accordance with Article 13(2)(a) of Regulation (EU) 2015/61 all asset backed securities qualifying as Level 2B shall be required to have credit quality step 1.
Bruttotab (nye hændelser).
Level 2B covered bonds (CQS 1-6)
Antal hændelser underlagt tabsjusteringer.
The amount of cash outflows reported in item 1.2.3 which is collateralised by covered bonds.
I forbindelse med skemaer med kun én kolonne henvises der kun til rækker: Skema;Række.
Level 2B corporate bonds (CQS 1-3)
En asterisk viser, at validering udføres for de angivne rækker eller kolonner.
The amount of cash outflows reported in item 1.2.3 which is collateralised by corporate debt securities.
Post 1.1.1.1.4 til 1.1.1.1.4.3 omfatter ikke faktiske forpligtelser eller eventualforpligtelser til at købe egne egentlige kernekapitalinstrumenter.
The amount of cash outflows reported in item 1.2.3 which is collateralised by shares.
Faktiske forpligtelser eller eventualforpligtelser til at købe egne egentlige kernekapitalinstrumenter indberettes særskilt i post 1.1.1.1.5.
The amount of cash outflows reported in item 1.2.3 which is collateralised by Level 2B assets not reported in items 1.2.3.1 to 1.2.3.4.
Post 1.1.2.1.4 til 1.1.2.1.4.3 omfatter ikke faktiske forpligtelser eller eventualforpligtelser til at købe egne egentlige kernekapitalinstrumenter.
The amount of cash outflows reported in item 1.2 which is collateralised by tradable assets not reported in items 1.2.1, 1.2.2 or 1.2.3.
Faktiske forpligtelser eller eventualforpligtelser til at købe egne hybride kernekapitalinstrumenter indberettes særskilt i post 1.1.2.1.5.
The amount of cash outflows reported in item 1.2 which is collateralised by assets not reported in items 1.2.1, 1.2.2.
Justeringer af den kvalificerende kernekapital indregnet i den konsoliderede hybride kernekapital som følge af overgangsbestemmelser.
1.2.3 or 1.2.4.
Post 1.1.2.1.4 til 1.1.2.1.4.3 omfatter ikke faktiske forpligtelser eller eventualforpligtelser til at købe egne hybride kernekapitalinstrumenter.
Liabilities not reported in 1.2, resulting from deposits received excluding deposits received as collateral
Faktiske forpligtelser eller eventualforpligtelser til at købe egne supplerende kapitalinstrumenter indberettes særskilt i post 1.2.1.5.
Cash outflows arising from all deposits received with the exception of outflows reported in item 1.2 and deposits received as collateral.
I henhold til artikel 129, stk. 1, i direktiv 2013/36/EU er kapitalbevaringsbufferen et beløb ud over den egentlige kernekapital.
Cash outflows arising from derivative transactions shall be reported in items 1.4 or 1.5.
Eftersom satsen på 2,5 % for kapitalbevaringsbufferen er stabil, skal der indberettes et beløb i denne celle.
Deposits shall be reported according to their earliest possible contractual maturity date.
Nogle af overgangsbestemmelserne kræver et fradrag i den egentlige kernekapital.
Deposits that can be withdrawn immediately without notice (“sight deposits”) or non-maturity deposits shall be reported in the “overnight” bucket.
I så fald anvendes restbeløbet af et eller flere fradrag på kernekapitalen.
The amount of cash outflows reported in item 1.3, which derives from retail deposits in accordance with Article 3(8) and Article 24 of Regulation (EU) 2015/61.
Hvis der ikke er tilstrækkelig hybrid kernekapital til at absorbere dette beløb, fratrækkes det overskydende beløb den egentlige kernekapital.
The amount of cash outflows reported in item 1.3, which derives from retail deposits in accordance with Article 3(8) of Regulation (EU) 2015/61 other than those reported in item 1.3.1.
eksponeringer mod selskaber (artikel 112, litra g), i forordning (EU) nr. 575/2013)
The amount of cash outflows reported in item 1.3, which derives from operational deposits in accordance with Article 27 of Regulation (EU) 2015/61.
Institutter, der anvender BIA, TSA og/eller ASA, skal beregne deres kapitalgrundlagskrav på grundlag af oplysningerne ved udgangen af regnskabsåret.
The amount of cash outflows reported in item 1.3, which derives from deposits by credit institutions other than those reported in item 1.3.3.
Hvis der ikke foreligger reviderede tal, kan institutterne anvende deres egne estimater.
The amount of cash outflows reported in item 1.3, which derives from deposits from financial customers in accordance with Article 3 (9) of Regulation (EU) 2015/61 other than those reported in item 1.3.3 and 1.3.4.
I række 910 skal antallet af hændelser over den interne tærskel fordelt efter hændelsestype for de samlede forretningsområder indberettes.
The amount of cash outflows reported in item 1.3, which derives from non- operational deposits placed by central banks.
andre positioner, der er i overensstemmelse med artikel 338, stk. 3, i forordning (EU) nr. 575/2013
The amount of cash outflows reported in item 1.3, which derives from non- operational deposits placed by non-financial corporates.
medtages.
The amount of cash outflows reported in item 1.3, which derives from deposits not reported in items 1.3.1 to 1.3.7.
CCE = max (E — C); 0
Total amount of cash outflows resulting from the maturity of FX-swap transactions such as the exchange of principal amounts at the end of the contract.
Værdipapirer af asset-backed-typen (ABS)
Total amount of cash outflows resulting from derivatives payables positions from the contracts listed in Annex II of Regulation (EU) No 575/2013 with the exception of outflows resulting from maturing FX swaps which shall be reported in item 1.4.
I Kommissionens gennemførelsesforordning (EU) nr. 680/2014 [2] fastsættes de regler, i overensstemmelse med hvilke institutter skal indberette oplysninger om deres overholdelse af forordning (EU) nr. 575/2013.
The total amount shall reflect settlement amounts including unsettled margin calls as of the reporting date.
Formand
The total amount shall be the sum of (1) and (2) as follows, across the various time buckets:
GS i alt
cash and securities flows related to derivatives for which there is a collateral agreement in place requiring full or adequate collateralisation of counterparty exposures, shall be excluded from the maturity ladder templates; all flows of cash, securities, cash collateral and securities collateral related to those derivatives shall be excluded from the templates.
KREDITRISIKOREDUKTIONSTEKNIKKER, DER PÅVIRKER EKSPONERINGEN: FINANSIERET KREDITRISIKOAFDÆKNING.
Stocks of cash and securities collateral that have already been received or provided in the context of collateralised derivatives shall not be included in the “stock” column of section 3 of the maturity ladder covering the counterbalancing capacity, with the exception of cash and securities flows in the context of margin calls (“cash or securities collateral flows”) which are payable in due course but have not yet been settled.
DEN UDBYGGEDE METODE FOR FINANSIEL SIKKERHED
The latter shall be reflected in lines 1.5 “derivatives cash-outflows” and 2.4 “derivatives cash- inflows” for cash collateral and in section 3 “counterbalancing capacity” for securities collateral;
KREDITKVALITETSTRIN 1 & S/T KREDITKVALITETSTRIN 1
for cash and securities inflows and outflows related to derivatives for which there is no collateral agreement in place or where only partial collateralisation is required, a distinction shall be made between contracts that involve optionality and other contracts:
KREDITKVALITETSTRIN 4 & S/T KREDITKVALITETSTRIN 2
flows related to option-like derivatives shall be included only where the strike price is below the market price for a call, or above the market price for a put option (“in the money”).
KREDITKVALITETSTRIN 5
These flows shall be proxied by applying both of the following:
KREDITKVALITETSTRIN 6
including the current market value or net present value of the contract as inflow in line 2.4 of the maturity ladder “derivatives cash- inflows” at the latest exercise date of the option where the bank has the right to exercise the option;
KREDITKVALITETSTRIN 7 & S/T KREDITKVALITETSTRIN 3
including the current market value or net present value of the contract as outflow in line 1.5 of the maturity ladder “derivatives cash-outflows” at the earliest exercise date of the option where the bank's counterparty has the right to exercise the option;
KREDITKVALITETSTRIN 8
flows related to other contracts than those referred to in point (a) shall be included by projecting the gross contractual flows of cash in the respective time buckets in lines 1.5 “derivatives cash- outflows” and 2.4 “derivatives cash-inflows” and the contractual flows of liquid securities in the counterbalancing capacity of the maturity ladder, using the current market-implied forward rates applicable on the reporting date where the amounts are not yet fixed.
KREDITKVALITETSTRIN 9
Total amount of all other cash outflows, not reported in items 1.1, 1.2, 1.3, 1.4 or 1.5.
KREDITKVALITETSTRIN 10
Contingent outflows shall not be reported here.
KREDITKVALITETSTRIN 11
The sum of outflows reported in items 1.1, 1.2, 1.3, 1.4, 1.5 and 1.6.
NOTIONELLE VÆRDIER FOR SIKRING AF KREDITVÆRDIJUSTERINGSRISIKO
390 to 700
(-) Ikkekvalificerede foreløbige overskud og overskud ved årets udgang
Total amount of cash inflows from secured lending and capital market driven transactions as defined in Article 192 of Regulation (EU) No 575/2013.
Tærskel på 17,65 % for egentlig kernekapital
Only cash flows shall be reported here, securities flows relating to secured lending and capital market driven transactions shall be reported in the “counterbalancing capacity” section.
Memorandumrækkerne giver yderligere oplysninger om låntagerstrukturen for eksponeringsklasserne »ved misligholdelse« eller »sikret ved pant i fast ejendom«.
The amount of cash inflows reported in item 2.1 which is collateralised by tradable assets in accordance with Articles 7, 8 and 10 of Regulation (EU) 2015/61.
Eksponeringer indberettes i disse rækker, når låntagere ville være blevet indberettet i »eksponeringer mod centralregeringer eller centralbanker«, »eksponeringer mod regionale eller lokale myndigheder«, »eksponeringer mod offentlige enheder«, »eksponeringer mod institutter« »eksponeringer mod selskaber« og »detaileksponeringer« i CR SA, hvis disse eksponeringer ikke var fordelt i eksponeringsklasserne »ved misligholdelse« eller »sikret ved pant i fast ejendom«.
The amount of cash inflows reported in item 2.1.1 which is collateralised by assets that are not covered bonds.
De tal, der skal indberettes, er imidlertid de samme som dem, der anvendes til at beregne de risikovægtede eksponeringsbeløb i eksponeringsklasserne »ved misligholdelse« eller »sikret ved pant i fast ejendom«.
The amount of cash inflows reported in item 2.1.1.1 which is collateralised by assets representing claims on or guaranteed by central banks.
Hvis en eksponering, hvis risikoeksponering beregnes i henhold til artikel 127 i forordning (EU) nr. 575/2013, og hvis værdijusteringer er mindre end 20 %, indberettes denne oplysning i CR SA, række 320, i totalen og i eksponeringsklassen »ved misligholdelse«.
The amount of cash inflows reported in item 2.1.1.1 other than those reported in item 2.1.1.1.1, which is collateralised by assets representing claims on or guaranteed by issuer or guarantor that is assigned credit quality step 1 by a nominated ECAI.
I tilfælde af »nth to default«-kreditderivater, jf. artikel 134, stk. 6, i forordning (EU) nr. 575/2013, klassificeres de direkte som securitiseringspositioner, hvis de kreditvurderes.
The amount of cash inflows reported in item 2.1.1 which is collateralised by assets that are covered bonds.
Hvis de ikke kreditvurderes, fordeles de til eksponeringsklassen »Andre poster«.
The amount of cash inflows reported in item 2.1 which is collateralised by tradable assets in accordance with Articles 7, 8 and 11 of Regulation (EU) 2015/61.
I sidstnævnte tilfælde indberettes den nominelle værdi af kontrakten som den oprindelige eksponering før anvendelse af konverteringsfaktorer på linjen for »Andre risikovægte« (den anvendte risikovægt skal være den, der angives af summen i forordningens artikel 134, stk. 6).
The amount of cash inflows reported in item 2.1.2 which is collateralised by corporate bonds that are assigned credit quality step 1 by a nominated ECAI.
Eksponeringsklassen »Særligt dækkede obligationer og særligt dækkede realkreditobligationer«
The amount of cash inflows reported in item 2.1.2 which is collateralised by covered bonds that are assigned credit quality step 1 or 2 by a nominated ECAI.
Eksponeringer opgjort efter standardmetoden tildeles eksponeringsklassen »Særligt dækkede obligationer og særligt dækkede realkreditobligationer« på følgende måde:
The amount of cash inflows reported in item 2.1.2 which is collateralised by assets representing claims on or guaranteed by central governments, central banks, regional governments, local authorities or public sector entities.
Hvis muligheden i henhold til artikel 132, stk. 5, i forordning (EU) nr. 575/2013 anvendes, skal eksponeringer i form af andele eller aktier (kapitalandele) i CIU'er indberettes som balanceførte poster i overensstemmelse med forordningens artikel 111, stk. 1, første punktum.
Note that in accordance with Article 11(1)(a) and (b) of Regulation (EU) 2015/61 all public sector assets eligible as Level 2A shall be either credit quality step 1 or credit quality step 2.
Det indberettende instituts modpartsrisikopositioner i »handelsbeholdningen«, jf. artikel 92, stk. 3, litra f), og artikel 299, stk. 2, i forordning (EU) nr. 575/2013, tildeles de eksponeringer, der er underlagt modpartsrisiko.
The amount of cash inflows reported in item 2.1 which is collateralised by tradable assets in accordance with Articles 7, 8 and 12 or 13 of Regulation (EU) 2015/61.
Institutter, der anvender artikel 94, stk. 1, i forordning (EU) nr. 575/2013, opdeler også deres positioner i »handelsbeholdningen« i overensstemmelse med følgende kriterier i balanceførte eksponeringer underlagt kreditrisiko, ikkebalanceførte eksponeringer underlagt kreditrisiko og eksponeringer underlagt modpartsrisiko.
Level 2B ABS (CQS 1)
(artikel 147, stk. 2, litra c), i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings artikel 501, stk. 2).
The amount of cash inflows reported in item 2.1.3 which is collateralised by asset backed securities, including RMBS.
For transaktioner i handelsbeholdningen, herunder finansielle instrumenter og råvarer, der kan indgå som eksponeringer i handelsbeholdningen i henhold til artikel 299, stk. 2, litra c)-f), i forordning (EU) nr. 575/2013, behandles credit linked notes og balanceførte nettingpositioner i henhold til forordningens tredje del, afsnit II, kapitel 4, afdeling 4, som kontant sikkerhed.
The amount of cash inflows reported in item 2.1.3 which is collateralised by covered bonds.
Eksponeringer, der er underlagt alternativ behandling med hensyn til sikkerhed i fast ejendom (kun tilgængelig, når egne estimater ikke anvendes for LGD), tildeles ikke efter PD for låntageren og indberettes ikke i dette skema.
The amount of cash inflows reported in item 2.1.3 which is collateralised by corporate debt securities.
Institutter, der opfylder tærsklen i denne forordnings artikel 5, litra a), nr. 4), skal indsende oplysninger om eget land og andre lande.
The amount of cash inflows reported in item 2.1.3 which is shares.
Dette begreb kan anvendes direkte på låntageren og på den ultimative risiko.
The amount of cash inflows reported in item 2.1 which is collateralised by tradable assets not reported in items 2.1.1, 2.1.2 or 2.1.3.
Kreditrisikoreduktionsteknikker med substitutionsvirkninger kan derfor medføre, at en eksponering henføres til et andet land.
The amount of cash inflows reported in item 2.1 which is collateralised by assets not reported in items 2.1.1, 2.1.2, 2.1.3 or 2.1.4.
Eksponeringer over for overnationale organisationer henregnes ikke til instituttets hjemsted, men til det geografiske område »andre lande«, uanset hvilken eksponeringsklasse eksponeringen over for overnationale organisationer henregnes til.
Monies due not reported in item 2.1 resulting from loans and advances granted to:
Data vedrørende »oprindelig eksponering før anvendelse af konverteringsfaktorer« indberettes med henvisning til den umiddelbare låntagers hjemsted.
Cash inflows from loans and advances.
Data vedrørende »eksponeringsværdi« og »risikovægtede eksponeringer« indberettes efter den ultimative låntagers hjemsted.
Cash inflows shall be reported at the latest contractual date for repayment.
I dette skema indsamles der oplysninger på transaktionsbasis (i modsætning til de aggregerede oplysninger, der indberettes i CR SEC SA-, CR SEC IRB-, MKR SA SEC- og MKR SA CTP- skemaerne) om alle de securitiseringer, det indberettende institut er involveret i. De vigtigste elementer i hver securitisering, f.eks. arten af den underliggende pulje og kapitalgrundlagskravene, skal angives.
For revolving facilities, the existing loan shall be assumed to be rolled-over and any remaining balances shall be treated as committed facilities.
9 — Særligt dækkede obligationer og særligt dækkede realkreditobligationer
The amount of cash inflows reported in item 2.2, which derives from natural persons or SMEs in accordance with Article 3(8) of Regulation (EU) 2015/61.
I denne kolonne angives der oplysninger om den metode, som instituttet anvender i forbindelse med de securitiserede eksponeringer på indberetningsdatoen.
The amount of cash inflows reported in item 2.2, which derives from non- financial corporates.
N — uden for korrelationshandelsporteføljen (Non-CTP).
The amount of cash inflows reported in item 2.2, which derives from credit institutions.
(-) REDUKTION AF KAPITALGRUNDLAGSKRAV SOM FØLGE AF DIVERSIFICERING
The amount of cash inflows reported in item 2.2, which derives from financial customers in accordance with Article 3(9) of Regulation (EU) 2015/61 other than those reported in item 2.2.3.
Diversificeringsvirkningen i kolonne 110 er forskellen mellem summen af kapitalgrundlagskravene beregnet separat for hver klasse af operationel risiko (dvs. en situation med »perfekt afhængighed«) og det diversificerede kapitalgrundlagskrav beregnet ved at indregne korrelationer og afhængighedsforhold (dvs. at mindre end »perfekt afhængighed« mellem risikoklasserne antages).
The amount of cash inflows reported in item 2.2, which derives from central banks.
Situationen med »perfekt afhængighed« opstår i »standardtilfældet«, dvs. når instituttet ikke anvender en udtrykkelig korrelationsstruktur mellem risikoklasserne, således at AMA-kapital beregnes som summen af de individuelle foranstaltninger vedrørende operationel risiko i de valgte risikoklasser.
The amount of cash inflows reported in item 2.2, which derives from other counterparties not referred to in sections 2.2.1-2.2.5.
I dette tilfælde antages det, at korrelationen mellem risikoklasserne er 100 %, og værdien i kolonnen skal være nul.
Total amount of contractual cash inflows resulting from the maturity of FX Swap transactions such as the exchange of principal amounts at the end of the contract.
Hvis instituttet derimod anvender en udtrykkelig korrelationsstruktur mellem risikoklasser, skal det i denne kolonne angive forskellen mellem AMA-kapitalen, som den beregnes i »standardtilfældet«, og den, der fås efter anvendelse af korrelationsstrukturen mellem risikoklasserne.
This reflects the maturing notional value of cross-currency swaps, FX spot and forward transactions in the applicable time buckets of the template.
Værdien afspejler AMA-metodens »diversificeringskapacitet«, dvs. dens evne til at opfange ikkesamtidige alvorlige hændelser med tab på operationelle risici.
Total amount of contractual cash inflows resulting from derivatives receivables positions from the contracts listed in Annex II of Regulation (EU) No 575/2013 with the exception of inflows resulting from maturing FX swaps which shall be reported in item 2.3.