natgillin/translations-raw huggingface dataset:
I denne kolonne indberettes den kode, som tilsynsmyndigheden har tildelt det eksponeringsleverende institut, eller, hvis den ikke foreligger, navnet på instituttet.
250-290
Hvis der er tale om securitiseringer med flere sælgere, skal den indberettende enhed angive ID'et for alle enheder i den konsoliderede koncern, som er involveret i transaktionen (som eksponeringsleverende eller organiserende institut eller som oprindelig långiver).
BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION
Når koden ikke er tilgængelig, eller den indberettende enhed ikke kender den, indberettes navnet på instituttet.
These rows gather information on outstanding positions treated according to the ratings based method and unrated positions (at reporting date) according to credit quality steps (envisaged for the SA in Article 251 (Table 1) of CRR) applied at origination date (inception).
C — korrelationshandelsporteføljen (CTP)
These rows are only to be reported for columns 190, 210 to 270 and columns 330 to 340.
»T« for traditionel
The information in this template is required for all securitisations for which a significant risk transfer is recognised and in which the reporting institution is involved in a securitisation treated under the Internal Ratings Based Approach.
»S« for syntetisk.
On reporting reference dates that are after 1 January 2019, securitisations the risk weighted exposure amounts of which is determined based on the revised securitisation framework shall not be reported in this template, but only template C 02.00.
Definitionerne af »traditionel securitisering« og »syntetisk securitisering« er anført i artikel 242, nr. 10) og 11), i CRR.
The information to be reported is contingent on the role of the institution as for the securitisation.
Eksponeringsleverende institutter, organiserende institutter og oprindelige långivere skal angive en af følgende forkortelser:
For the row total on balance sheet items the amount reported under this column corresponds to the outstanding amount of securitised exposures at the reporting date.
»P«, hvis en del ikke længere indregnes
Articles 249 and 250 of CRR.
»R«, hvis de ikke længere indregnes
Maturity mismatches shall not be taken into account in the adjusted value of the credit risk mitigation techniques involved in the securitisation structure.
»N«, hvis det ikke er relevant.
Following the general rule for “inflows” and “outflows” the amounts reported under column 030 of the CR SEC IRB template shall appear as “inflows” in the corresponding credit risk template (CR SA or CR IRB) and exposure class relevant for the protection provider (i.e. the third party to which the tranche is transferred by means of unfunded credit protection).
I denne kolonne opsummeres den regnskabsmæssige behandling af transaktionen.
Securitisation positions held by the reporting institution, calculated according to Article 246(1)(b), (d) and (e), and (2) of CRR, without applying credit conversion factors and gross of value adjustments and provisions.
Hvis der er tale om syntetiske securitiseringer, skal eksponeringsleverende institutter angive, at securitiserede eksponeringer er fjernet fra balancen.
Value adjustments of securitized positions are not considered.
Hvis der er tale om securitiseringer af passiver, skal eksponeringsleverende institutter ikke udfylde denne kolonne.
In case of early amortisation clauses, institutions must specify the amount of “originator’s” interest’ as defined in Article 256(2) of CRR.
SOLVENSBEHANDLING: ER SECURITISERINGSPOSITIONER OMFATTET AF KAPITALGRUNDLAGSKRAV?
See Article 4(1)(57) and Part Three, Title II, Chapter 4 of CRR.
Kun eksponeringsleverende institutter skal indberette følgende forkortelser:
Unfunded credit protection is defined in Article 4(1)(59) of CRR.
»N«: omfattet af kapitalgrundlagskrav
Article 236 of CRR describes the computation procedure of GA in the case of full protection/partial protection — equal seniority.
»B«: anlægsbeholdningen
This piece of information is related to columns 040 and 050 of the CR IRB template.
»T«: handelsbeholdningen
Funded credit protection is defined in Article 4(1)(58) of CRR.
»A«: delvist i begge beholdninger.
Since the Financial Collateral Simple Method is not applicable, only funded credit protection according to Article 200 of CRR shall be reported in this column.
Artikel 109, 243 og 244 i CRR.
This piece of information is related to column 060 of the CR IRB template.
I denne kolonne opsummeres det eksponeringsleverende instituts solvensbehandling af securitiseringsordningen.
080-090
Den angiver, om kapitalgrundlagskrav beregnes efter securitiserede eksponeringer eller securitiseringspositioner (anlægsbeholdning/handelsbeholdning).
Article 236 of CRR.
Hvis kapitalgrundlagskravene er baseret på securitiserede eksponeringer (fordi der ikke er tale om væsentlig risikooverførsel), skal beregningen af kapitalgrundlagskravene i relation til kreditrisiko indberettes i CR SA-skemaet, hvis standardmetoden anvendes, eller CR IRB-skemaet, hvis IRB-metoden anvendes af instituttet.
This piece of information is related to column 070 of the CR IRB template.
Hvis kapitalgrundlagskravene omvendt er baseret på securitiseringspositioner i anlægsbeholdningen (fordi der er tale om væsentlig risikooverførsel), indberettes beregningen af kapitalgrundlagskravene i relation til kreditrisiko i CR SEC SA-skemaet eller CR SEC IRB-skemaet.
This piece of information is related to column 080 of the CR IRB template.
Hvis der er tale om securitiseringspositioner i handelsbeholdningen, skal beregningen af kapitalgrundlagskravene i relation til markedsrisiko indberettes i MKR SA TDI-skemaet (generel positionsrisiko efter standardmetoden) og i MKR SA SEC- eller MKR SA CTP-skemaet (specifik positionsrisiko efter standardmetoden) eller i MKR IM-skemaerne (interne modeller).
This piece of information is related to column 090 of the CR IRB template.
Hvis der er tale om securitiseringer af passiver, skal eksponeringsleverende institutter ikke udfylde denne kolonne.
Articles 218 to 222 of CRR.
I henhold til definitionerne af »securitisering« og »resecuritisering« i artikel 4, stk. 1, nr. 61) og 62)-64), i CRR indberettes typen af underliggende positioner ved hjælp af følgende forkortelser:
This item also includes credit linked notes (Article 218 of CRR).
»S« for securitisering
Securitisation positions according to Article 246 of CRR, therefore without applying the conversion factors laid down in Article 246(1) point (c) of CRR.
»R« for resecuritisering.
130-160
Artikel 18 i forordning (EU) 2017/2402.
Article 246(1) point (c) of CRR foresees that the exposure value of an off-balance sheet securitisation position shall be its nominal value multiplied by a conversion figure.
Indberet en af følgende forkortelser:
This conversion figure shall be 100 % unless otherwise specified.
Y – JA
In this respect, Article 4(1)(56) of CRR defines conversion factor.
N – NEJ
For reporting purposes, fully adjusted exposure values (E*) shall be reported according to the following four mutually exclusive intervals of conversion factors: 0 %, (0 %, 20 %], (20 %, 50 %] and (50 %, 100 %].
Artikel 404-410 i CRR.
This piece of information is related to column 110 of the CR IRB template.
For hver securitiseringsordning skal den relevante type af tilbageholdelse af nettoøkonomisk interesse, jf. artikel 405 i CRR, indberettes:
Article 266(3) of CRR foresees that in case of a securitisation position in respect of which a 1250 % risk weight applies, institutions may, as an alternative to including the position in their calculation of risk-weighted exposure amounts, deduct from own funds the exposure value of the position.
A — Vertikal del (securitiseringspositioner): »tilbageholdelse af mindst 5 % af den nominelle værdi af hver af de trancher, der er solgt eller overført til investorerne«.
200-320
V — Vertikal del (securitiserede eksponeringer): tilbageholdelse af mindst 5 % af kreditrisikoen i relation til hver af de securitiserede eksponeringer, hvis den tilbageholdte kreditrisiko i relation til de securitiserede eksponeringer altid er sidestillet med eller efterstillet den kreditrisiko, der er blevet securitiseret, for så vidt angår de samme eksponeringer.
RATINGS BASED METHOD (CREDIT QUALITY STEPS)
B — Revolverende eksponeringer: »i tilfælde af securitiseringer i forbindelse med revolverende engagementer, bibeholdelse af det eksponeringsleverende instituts andel på mindst 5 % af de securitiserede eksponeringers nominelle værdi«.
Article 261 of CRR.
D — First loss: »tilbageholdelse af »first loss«-tranchen og om nødvendigt andre trancher med samme eller en strengere risikoprofil end de trancher, der er overført eller solgt til investorer, og som ikke forfalder tidligere end de trancher, der er overført eller solgt til investorer, således at tilbageholdelsen i alt svarer til mindst 5 % af de securitiserede eksponeringers nominelle værdi«.
Exposure values subject to risk weights are broken down according to credit quality steps (CQS) as envisaged for the IRB Approach Article 261(1) Table 4 of CRR.
E — Undtaget.
For the Supervisory Formula Method (SFM), Article 262 of CRR.
Denne kode indberettes for securitiseringer, der er omfattet af bestemmelserne i artikel 405, stk. 3, i CRR.
The risk weight for a securitisation position shall be the greater of 7 % or the risk weight to be applied in accordance with the formulas provided.
N — Ikke relevant.
SUPERVSIORY FORMULA METHOD: AVERAGE RISK WEIGHT
Denne kode indberettes for securitiseringer, der er omfattet af bestemmelserne i artikel 404 i CRR.
Credit risk mitigation on securitisation positions may be recognised in accordance with Article 264 of CRR.
Denne kode indberettes, hvis den indberettende enhed ikke ved, hvilken type tilbageholdelse der anvendes, eller hvis der er tale om manglende overensstemmelse.
When the position benefits from partial protection, the institution must apply the Supervisory Formula Method using the “T” adjusted according to what is established in Article 264(3) of CRR.
Det eksponeringsleverende instituts, det organiserende instituts eller den oprindelige långivers tilbageholdelse af væsentlig nettoøkonomisk interesse skal være mindst 5 % af securitiseringen (på indgåelsesdatoen).
Weighted average risk weights shall be reported in this column.
Opgørelse af tilbageholdelse ved indgåelse betyder, at 5 % er den tilbageholdelsesandel, der kræves på det tidspunkt, hvor tilbageholdelsesniveauet blev opgjort, og kravet blev opfyldt (f.eks. da eksponeringerne først blev securitiseret).
Article 263(2) and (3) of CRR envisage an exceptional treatment where Kirb cannot be calculated.
Dynamisk opgørelse og justering af den tilbageholdte andel gennem hele transaktionens levetid kræves ikke.
The undrawn amount of the liquidity facilities shall be reported under “Off balance sheet items and derivatives”.
Denne kolonne udfyldes ikke, hvis koderne »E« (undtaget) eller »N« (ikke relevant) er indsat i kolonne 080 (Type af anvendt tilbageholdelse).
As long as an originator would be under the exceptional treatment where Kirb cannot be calculated, then column 350 would be the right column to use for the reporting of the risk weighting treatment given to the exposure value of a liquidity facility subject to the treatment laid down in Article 263 of CRR.
Y – Ja
LOOK-THROUGH: AVERAGE RISK WEIGHT
INSTITUTTETS ROLLE: (EKSPONERINGSLEVERENDE INSTITUT/ORGANISERENDE INSTITUT/OPRINDELIG LÅNGIVER/INVESTOR)
IAA: AVERAGE RISK WEIGHT
»O« for eksponeringsleverende institut
Institutions applying the IRB Approach shall follow Article 266(1) (only applicable for originators, when the exposure has not been deducted from own funds) and (2) of CRR.
»S« for organiserende institut
Total risk-weighted exposure amount calculated according to Part Three, Title II, Chapter 5, Section 3 of CRR prior to adjustments due to maturity mismatches or infringement of due diligence provisions, and excluding any risk weighted exposure amount corresponding to exposures redistributed via outflows to another template.
»I« for investor.
For synthetic securitisations with maturity mismatches, the amount to be reported in this column shall ignore any maturity mismatch.
IKKE-ABCP-PROGRAMMER
440-450
ABCP-programmer (defineret i artikel 242, nr. 9), i CRR) adskiller sig, fordi de omfatter flere enkelte securitiseringspositioner, og er derfor fritaget for indberetning i kolonne 120 og 130.
Total risk-weighted exposure amount calculated according to Part Three, Title II, Chapter 5, Section 3 of CRR, before (col 440)/after (col 450) applying the limits specified in Article 260 of CRR.
For hver securitiseringsordning kan indgåelsesdatoen ikke ændres mellem indberetningsdatoer.
For each of them, the information is broken down by on-balance sheet items and off-balance sheet items and derivatives, as well as by risk weight groupings of securitisations and re-securitisations.
Hvis securitiseringsordningen er understøttet af åbne puljer, skal indgåelsesdatoen være datoen for den første udstedelse af værdipapirer.
Positions treated according to the ratings based method and unrated positions (exposures at reporting date) are also broken down according to the credit quality steps applied at inception (last block of rows).
Disse oplysninger indberettes, selv om den indberettende enhed ikke besidder positioner i securitiseringen.
040-090
I denne kolonne indberettes værdien (i henhold til de oprindelige eksponeringer før anvendelse af konverteringsfaktorer) af den securitiserede portefølje på indgåelsesdatoen.
Article 246(1) lit b) of CRR states that for those institutions which calculate risk-weighted exposure amounts under the IRB Approach, the exposure value of an on-balance sheet securitisation position shall be the accounting value without taking into account any credit risk adjustments made.
Hvis securitiseringsordningen er understøttet af åbne puljer, indberettes værdien på indgåelsesdatoen for den første udstedelse af værdipapirer.
On-balance sheet items are broken down according to risk weight groupings of securitisations (A-B-C), in rows 050-070, and re-securitisations (D-E), in rows 080-090, as stated in Article 261(1) Table 4 of CRR.
Hvis der er tale om traditionelle securitiseringer, skal der ikke medtages andre aktiver fra securitiseringspuljen.
100-150
Hvis der er tale om securitiseringer med flere sælgere (dvs. med mere end ét eksponeringsleverende institut), indberettes kun den værdi, der svarer til den indberettende enheds bidrag til den securitiserede portefølje.
The exposure value of an off-balance sheet securitisation position shall be its nominal value, less any specific credit risk adjustment of that securitisation position, multiplied by a 100 % conversion factor unless otherwise specified.
Hvis der er tale om securitiseringer af passiver, indberettes kun de beløb, der er udstedt af den indberettende enhed.
Off-balance sheet securitisation positions arising from a derivative instrument listed in Annex II of CRR, shall be determined in accordance to Part Three, Title II, Chapter 6 of CRR.
I kolonne 140 til 220 skal den indberettende enhed angive oplysninger om flere elementer af den securitiserede portefølje.
Off-balance sheet items are broken down according to risk weight groupings of securitisations (A-B-C), in rows 110-130, and re-securitisations (D-E), in rows 140-150, as stated in Article 261(1) Table 4 of CRR.
Institutter skal indberette værdien af den securitiserede portefølje på indberetningsdatoen, dvs. det udestående beløb af securitiserede eksponeringer.
180-230
Hvis securitiseringsordningen er understøttet af lukkede puljer (dvs. porteføljen af securitiserede aktiver ikke kan udvides efter indgåelsesdatoen), reduceres beløbet progressivt.
The same criteria of classification among securitisations (A-B-C) and re-securitisations (D-E) used for on-balance sheet items for originators shall be applied here.
INSTITUTTETS ANDEL (%)
240-290
Instituttets andel (procentdel med to decimaler) af den securitiserede portefølje på indberetningsdatoen skal indberettes.
The same criteria of classification among securitisations (A-B-C) and re-securitisations (D-E) used for off-balance sheet items and derivatives for originators shall be applied here.
Det tal, der indberettes i denne kolonne, er som standard 100 %, medmindre der er tale om securitiseringer med flere sælgere.
This row summarizes information on on-balance and off-balance sheet items and derivatives of those securitisation positions for which the institution plays the role of a sponsor, as defined by Article 4(1)(14) of CRR.
I så fald skal den indberettende enhed indberette sit aktuelle bidrag til den securitiserede portefølje (svarende til kolonne 140 i relative tal).
If a sponsor is also securitising it own assets, it shall fill in the originator’s rows with the information regarding its own securitised assets.
I denne kolonne indberettes der oplysninger om typen af aktiver (»1« til »8«) eller passiver (»9« og »10«) i den securitiserede portefølje.
310-360
Instituttet skal indberette en af følgende koder:
The same criteria of classification among securitisations (A-B-C) and re-securitisations (D-E) used for on-balance sheet items and derivatives for originators shall be applied here.
1 — Pant i beboelsesejendom
370-420
2 — Pant i erhvervsejendom
430-540
3 — Fordringer på kreditkort
These rows gather information on outstanding positions treated according to the ratings based method and unrated positions (at reporting date) according to credit quality steps (envisaged for the IRB in Article 261 Table 4 of CRR) applied at origination date (inception).
4 — Leasing
These rows are only to be reported for columns 170, 190 to 320 and columns 400 to 410.
5 — Lån til selskaber eller SMV'er (behandles som selskaber)
This template gathers information on a transaction basis (versus the aggregate information reported in CR SEC SA, CR SEC IRB, MKR SA SEC, MKR SA CTP, CA1 and CA2 templates) on all securitisations the reporting institution is involved in.
6 — Forbrugerlån
The main features of each securitisation, such as the nature of the underlying pool and the own funds requirements shall be reported.
7 — Tilgodehavender fra salg
This template is to be reported for:
8 — Andre aktiver
a.
9 — Særligt dækkede obligationer og særligt dækkede realkreditobligationer
Securitisations originated/sponsored by the reporting institution in case it holds at least one position in the securitisation.
10 — Andre forpligtelser.
This means that, regardless of whether there has been a significant risk transfer or not, institutions shall report information on all the positions they hold (either in the banking book or trading book).
Hvis puljen af securitiserede eksponeringer er en blanding af ovennævnte typer, skal instituttet angive den vigtigste type.
Positions held include those positions retained due to Article 405 of CRR.
Hvis der er tale om resecuritiseringer, skal instituttet henvise til den ultimative underliggende pulje af aktiver.
b.
Typen »10« (Andre forpligtelser) indbefatter statsobligationer og credit linked notes.
Securitisations originated/sponsored by the reporting institution during the year of report, in case it holds no position.
Ved securitiseringsordninger, der er understøttet af lukkede puljer, kan typen ikke ændres mellem indberetningsdatoer.
c.
ANVENDT METODE (SA/IRB/MIX)
Securitisations, the ultimate underlying of which are financial liabilities originally issued by the reporting institution and (partially) acquired by a securitisation vehicle.
I denne kolonne angives der oplysninger om den metode, som instituttet anvender i forbindelse med de securitiserede eksponeringer på indberetningsdatoen.
This underlying could include covered bonds or other liabilities and shall be identified as such in column 160.
»S« for standardmetoden
d.
»I« for IRB-metoden
Positions held in securitisations where the reporting institution is neither originator nor sponsor (i.e. investors and original lenders).
»M« for en kombination af de to metoder (SA/IRB).
This template shall be reported by consolidated groups and stand-alone institutions located in the same country where they are subject to own funds requirements.
Hvis standardmetoden anvendes, og »P« er indberettet i kolonne 050, indberettes beregningen af kapitalgrundlagskravene i CR SEC SA-skemaet.
In case of securitisations involving more than one entity of the same consolidated group, the entity-by-entity detail breakdown shall be provided.
Hvis IRB-metoden anvendes, og »P« er indberettet i kolonne 050, indberettes beregningen af kapitalgrundlagskravene i CR SEC IRB-skemaet.
On account of Article 406(1) of CRR, which establishes that institutions investing in securitisation positions shall acquire a great deal of information on them in order to comply with due diligence requirements the reporting scope of the template is applied to a limited extent to investors.
Hvis der anvendes en kombination af standardmetoden og IRB-metoden, og »P« er indberettet i kolonne 050, indberettes beregningen af kapitalgrundlagskravene i både CR SEC SA- og CR SEC IRB-skemaet.
In particular, they shall report columns 010-040; 070-110; 160; 190; 290-400; 420-470.
Denne kolonne gælder dog ikke for securitiseringer af passiver.
Institutions playing the role of original lenders (not performing also the role of originators or sponsors in the same securitisation) shall generally report the template to the same extent as investors.
Organiserende institutter skal ikke udfylde denne kolonne.
The row number is a row identifier and shall be unique for each row in the table.
ANTAL EKSPONERINGER
Internal (alpha-numerical) code used by the institution to identify the securitisation.
Artikel 261, stk. 1, i CRR.
The internal code shall be associated to the identifier of the securitisation.
Denne kolonne er kun obligatorisk for institutter, der anvender IRB-metoden i forbindelse med securitiseringspositioner (og derfor har anført »I« i kolonne 170).
IDENTIFIER OF THE SECURITISATION (Code/Name)
Instituttet skal indberette det faktiske antal eksponeringer.
Code used for the legal registration of the securitisation or, if not available, the name by which the securitisation is known in the market.
Denne kolonne udfyldes ikke ved securitisering af passiver, eller når kapitalgrundlagskrav er baseret på de securitiserede eksponeringer (ved securitisering af aktiver).
When the International Securities Identification Number -ISIN- is available (i.e. for public transactions) the characters that are common to all tranches of the securitisation shall be reported in this column.
Denne kolonne udfyldes ikke, når den indberettende enhed ikke besidder positioner i securitiseringen.
IDENTIFIER OF THE ORIGINATOR (Code/Name)
Kolonnen skal ikke udfyldes af investorer.
The code given by the supervisory authority to the originator or, if not available, the name of the institution itself shall be reported for this column.
Indberet koden (ISO 3166-1 alpha-2) for oprindelseslandet for den ultimative underliggende position i transaktionen, dvs. landet for de oprindelige securitiserede eksponeringers umiddelbare låntager (look-through).
In the case of multi-seller securitisations the reporting entity shall provide the identifier of all the entities within its consolidated group that are involved (as originator, sponsor or original lender) in the transaction.
Hvis securitiseringspuljen omfatter flere lande, skal instituttet angive det vigtigste land.
Whenever the code is not available or is not known by the reporting entity, the name of the institution shall be reported.
Hvis intet land overstiger en tærskel på 20 % baseret på værdien af aktiver/passiver, indberettes »andre lande«.
SECURITISATION TYPE: (TRADITIONAL/SYNTHETIC)
Det eksponeringsvægtede, gennemsnitlige tab givet misligholdelse (ELGD) skal kun indberettes af institutter, der anvender tilsynsformelmetoden (og derfor har indberettet »I« i kolonne 170).
Report the following abbreviations:
ELGD skal også beregnes, jf. artikel 262, stk. 1, i CRR.
“T” for Traditional;
Denne kolonne udfyldes ikke, når den indberettende enhed ikke besidder positioner i securitiseringen.
“S” for Synthetic.