natgillin/translations-raw huggingface dataset:
I så fald skal disse positioner indberettes i række 460 i CA1.
Both for data reported as of June and December, ‘previous reporting reference periods’ means all reporting reference periods until and including the one ending at the preceding calendar year end.
Artikel 102 og artikel 105, stk. 1, i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings artikel 337 (securitiseringspositioner).
In order to verify the conditions envisaged by Article 5 (b) (2) (b) (i) of this Regulation, 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’.
(-) POSITIONER, DER FRATRÆKKES KAPITALGRUNDLAGET (LANGE OG KORTE)
In order to verify the conditions envisaged by Article 5 (b) 2 (b) (iii), the gross domestic product at market prices as defined in point 8.89 of Annex A to Regulation (EU) No 549/2013 of the European Parliament and of the Council (ESA 2010) and published by Eurostat for the previous calendar year shall be used.
Artikel 258 i forordning (EU) nr. 575/2013.
C 17.01: Operational risk losses and recoveries by business lines and event types in the last year (OPR DETAILS 1)
OPDELING AF NETTOPOSITIONER EFTER RISIKOVÆGT
In template C 17.01, the information is presented by distributing the losses and recoveries above internal thresholds amongst business lines (as defined in Article 317, Table 2 of CRR including the additional business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR) and event types (as defined in Article 324 CRR), being possible that the losses corresponding to one event are distributed amongst several business lines.
Artikel 251, tabel 1, og artikel 261, stk. 1, tabel 4, i forordning (EU) nr. 575/2013.
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.
250-260 og 480-490
The thresholds are set in Euro amounts and are included for comparability purposes of the reported losses among institutions; therefore they do not necessarily relate with the minimum loss thresholds used for the internal loss data collection, to be reported in another section of the template.
Artikel 337, stk. 2, i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings artikel 262.
010-070
Disse kolonner udfyldes, når institutter anvender den alternative tilsynsformelmetode (SFA), som bestemmer kapitalgrundlagskrav som en funktion af karakteristikken af sikkerhedspuljen og tranchens kontraktlige egenskaber.
Institutions report the losses in the respective columns 010 to 070 according to the event types as defined in Article 324 CRR.
270 og 500
Institutions that calculate their own funds requirement according to BIA may report those losses for which the event type is not identified in column 080 only.
LOOK-THROUGH
In column 080, for each business line, institutions report the total ‘number of events (new events)’, the total of ‘gross loss amount (new events)’, the total ‘number of events subject to loss adjustments’, the total of ‘loss adjustments relating to previous reporting periods’, the ‘maximum single loss’, the ‘sum of the five largest losses’, the total of ‘total direct loss recovery’ and the total of ‘total recovery from insurance and other risk transfer mechanisms’.
Standardmetoden: Artikel 253 og 254 samt artikel 256, stk. 5, i forordning (EU) nr. 575/2013.
Provided that the institution has identified the event types for all losses, column 080 shows the simple aggregation of the number of loss events, the total gross loss amounts, the total loss recovery amounts and the ‘loss adjustments relating to previous reporting periods’ reported in columns 010 to 070.
IRB-metoden: Artikel 263, stk. 2 og 3, i forordning (EU) nr. 575/2013.
The ‘maximum single loss’ reported in column 080 is the maximum single loss within a business line and identical to the maximum of the ‘maximum single losses’ reported in columns 010 to 070, provided that the institution has identified the event types for all losses.
Se forordningens artikel 265, stk. 1, og artikel 256, stk. 5, for oplysninger om førtidsindfrielse.
For the sum of the five largest losses, in column 080 the sum of the five largest losses within one business line is reported.
Artikel 109, stk. 1, andet punktum, og artikel 259, stk. 3 og 4, i forordning (EU) nr. 575/2013.
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), last sentence CRR.
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.
If the institution applies only one threshold for in each business line, only the column 090 shall be filled in.
Den interne vurderingsmetode, som er baseret på ECAI's metodologier, anvendes kun på eksponeringer mod ABCP-conduiter, der har en intern rating svarende til »investment grade« ved indgåelsen.
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.
Artikel 337, stk. 3, i forordning (EU) nr. 575/2013 sammenholdt med samme forordnings artikel 407.
010-880
Artikel 14, stk. 2, i forordning (EU) nr. 575/2013.
BUSINESS LINES: CORPORATE FINANCE, TRADING AND SALES, RETAIL BROKERAGE, COMMERCIAL BANKING, RETAIL BANKING, PAYMENT AND SETTLEMENT, AGENCY SERVICES, ASSET MANAGEMENT, CORPORATE ITEMS
FØR LOFT — VÆGTEDE LANGE/KORTE NETTOPOSITIONER OG SUMMEN AF VÆGTEDE LANGE OG KORTE NETTOPOSITIONER
For each business line as defined in Article 317(4), table 2 CRR, including the additional business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, and for each event type, the institution shall report, according to the internal thresholds the following information: number of events (new events), gross loss amount (new events), the number of events subject to loss adjustments, loss adjustments relating to previous reporting periods, maximum single loss, sum of the five largest losses, total direct loss recovery and the total recovery from insurance and other risk transfer mechanisms.
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.
For a loss event that affects more than one business line the ‘gross loss amount’ is distributed among all the affected business lines.
EFFER LOFT — VÆGTEDE LANGE/KORTE NETTOPOSITIONER OG SUMMEN AF VÆGTEDE LANGE OG KORTE NETTOPOSITIONER
Institutions that calculate their own funds requirement according to BIA can report those losses for which the business line is not identified in rows 910-980 only.
Artikel 337 i forordning (EU) nr. 575/2013 med indregning af skønnet i forordningens artikel 335.
The number of events is the number of operational risk events for which gross losses were accounted for within the reporting reference period.
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).
The number of events shall refer to ‘new events’, i.e. operational risk events
Den største af disse summer (efter loft) er lig med kapitalgrundlagskravet.
‘accounted for the first time’ within the reporting reference period or
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.
‘accounted for the first time’ within a previous reporting reference period, if the event had not been included in any previous supervisory report, e.g. because it was identified as operational risk event only in the current reporting reference period or because the accumulated loss attributable to that event (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) exceeded the internal data collection threshold only in the current reporting reference period.
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.
‘New events’ do not include operational risk events ‘accounted for the first time’ within a previous reporting reference period, which had been included already in previous supervisory reports.
Artikel 4, stk. 1, nr. 61) og 62), i forordning (EU) nr. 575/2013.
All losses related to a single event which are accounted for within the reporting reference period are summed up and considered as the gross loss for that event for that reporting reference period.
Artikel 4, stk. 1, nr. 63), i forordning (EU) nr. 575/2013.
For events ‘accounted for the first time’ within a previous reporting reference period which had not been included in any previous supervisory report, the total loss accumulated until the reporting reference date (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) shall be reported as the gross loss at the reporting reference date.
Artikel 4, stk. 1, nr. 13), i forordning (EU) nr. 575/2013.
Number of loss events subject to loss adjustments
Kreditinstitut, der er indehaver af securitiseringspositioner i en securitiseringstransaktion, hvor det hverken er eksponeringsleverende eller organiserende institut.
The number of loss events subject to loss adjustments is the number of operational risk events ‘accounted for the first time’ in previous reporting reference periods and already included in previous reports, for which loss adjustments were made in the current reporting reference period.
ORGANISERENDE INSTITUT
If more than one loss adjustment was made for an event within the reporting reference period, the sum of those loss adjustments shall be counted as one adjustment in the period.
Artikel 4, stk. 1, nr. 14), i forordning (EU) nr. 575/2013.
Loss adjustments relating to previous reporting reference periods is the sum of the following elements (positive or negative):
Hvis et organiserende institut også securitiserer sine egne aktiver, skal det indsætte oplysninger om sine egne securitiserede aktiver i rækkerne for det eksponeringsleverende institut.
the gross loss amounts pertinent to positive loss adjustments made within the reporting reference period (e.g. increase of provisions, linked loss events, additional settlements) of operational risk events ‘accounted for the first time’ and reported in previous reporting reference periods;
Artikel 337, stk. 4, sidste punktum, i forordning (EU) nr. 575/2013.
If more than one loss adjustment was made for an event within the reporting reference period, the amounts of all those loss adjustments are summed up, taking into account the sign of the adjustments (positive, negative).
Opdelingen af underliggende aktiver følger klassificeringen i skemaet SEC Details (kolonnen »Type«):
This sum is considered as the loss adjustment for that event for that reporting reference period.
1 — Pant i beboelsesejendom
If, due to a negative loss adjustment, the adjusted loss amount attributable to an event falls below the internal data collection threshold of the institution, the institution shall report the total loss amount for that event accumulated until the last time when the event was reported for a December reference date (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) with a negative sign instead of the amount of the negative loss adjustment itself.
2 — Pant i erhvervsejendom
The Maximum single loss is the larger of
3 — Fordringer på kreditkort
the largest gross loss amount related to an event reported for the first time within the reporting reference period and
4 — Leasing
the largest positive loss adjustment amount (as defined above) related to an event reported for the first time within a previous reporting reference period.
5 — Lån til selskaber eller SMV'er (behandles som selskaber)
The sum of the five largest losses is the sum of the five largest amounts among
6 — Forbrugerlån
the gross loss amounts for events reported for the first time within the reporting reference period and
7 — Tilgodehavender fra salg
the positive loss adjustment amounts (as defined for rows 040, 140, …, 840 above) relating to events reported for the first time within a previous reporting reference period.
8 — Andre aktiver
The amount which can qualify as one of the five largest ones is the amount of the loss adjustment itself, not the total loss associated with the respective event before or after the loss adjustment.
10 — Andre forpligtelser.
Direct recoveries are all recoveries obtained except those which are subject to Article 323 CRR as reported in the row below.
Hvis puljen består af flere typer aktiver, skal instituttet anvende den vigtigste for hver securitisering.
The total direct loss recovery is the sum of all the direct recoveries and adjustments to direct recoveries accounted for within the reporting period and pertinent to operational risk events accounted for the first time within the reporting reference period or in previous reporting reference periods.
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.
Recoveries from insurance and other risk transfer mechanisms are those recoveries which are subject to Article 323 CRR.
Hvis CTP-positioner i handelsbeholdningen sikres med kreditderivater, finder forordningens artikel 346 og 347 anvendelse.
The total recovery from insurance and other risk transfer mechanisms is the sum of all the recoveries from insurance and other risk transfer mechanisms and adjustments to such recoveries accounted within the reporting reference period and pertinent to operational risk events accounted for the first time within the reporting reference period or in previous reporting reference periods.
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.
910-980
OPDELING AF NETTOPOSITIONER EFTER RISIKOVÆGT (STANDARD- OG IRB-METODEN)
For each event type (column 010 to 080), the information (Article 322(3) lit. b), c) and e) of CRR on total business lines has to be reported.
160 og 330
910-914
ANDRE
Number of Events
Andre risikovægte, der ikke udtrykkeligt er nævnt i de foregående kolonner.
In row 910, the number of events above the internal threshold by event types for the total business lines shall be reported.
170-180 og 360-370
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.
190-200 og 340-350
It may be higher, if an institution calculating its own funds requirements according to BIA cannot identify the business line(s) affected by the loss in every case.
220-230 og 390-400
In rows 911 – 914, the number of events with a gross loss amount within the ranges defined in the pertinent rows shall be reported.
Artikel 259, stk. 3 og 4, i forordning (EU) nr. 575/2013.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR respectively that it has identified the event types for all losses, the following shall apply for column 080:
FØR LOFT — VÆGTEDE LANGE/KORTE NETTOPOSITIONER
The total number of events reported in rows 910 to 914 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.
Artikel 338 i forordning (EU) nr. 575/2013 uden indregning af skønnet i forordningens artikel 335.
The figure reported in column 080, 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.
EFTER LOFT — VÆGTEDE LANGE/KORTE NETTOPOSITIONER
920-924
Artikel 338 i forordning (EU) nr. 575/2013 efter indregning af skønnet i forordningens artikel 335.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, the gross loss amount (new events) reported in row 920 is the simple aggregation of the gross loss amounts of new events for each business line.
Kapitalgrundlagskravet bestemmes som det største af i) kapitalkravet for specifik risiko, der finder anvendelse på kun de lange nettopositioner (kolonne 430), eller ii) kapitalkravet for specifik risiko, der finder anvendelse på kun de korte nettopositioner (kolonne 440).
In rows 921 – 924, the gross loss amount for events with a gross loss amount within the ranges defined in the pertinent rows shall be reported.
Det samlede beløb af udestående positioner (i korrelationshandelsporteføljen), som indberettes af det institut, der optræder som eksponeringsleverende institut og/eller investor og/eller organiserende institut.
In row 930, the total of the numbers of events subject to loss adjustments as defined for rows 030, 130, …, 830 shall be reported.
030, 060 og 090
This figure may be lower than the aggregation of the number of events subject to loss adjustments by business lines since events with multiple impacts (impacts in different business lines) shall be considered as one.
Korrelationshandelsporteføljen omfatter securitiseringer, »nth to default«-kreditderivater og evt. andre sikringspositioner, der opfylder kriterierne i artikel 338, stk. 2 og 3, i forordning (EU) nr. 575/2013.
The number of loss events subject to loss adjustments shall be broken down into the number of events for which a positive loss adjustment was made within the reporting reference period and the number of events for which a negative loss adjustment was made within the reporting period (all reported with a positive sign).
Derivater af securitiseringseksponeringer, der giver en pro rata-andel, og positioner, der sikrer positioner i korrelationshandelsporteføljen, angives i rækken »Andre CTP-positioner«.
In row 940, the total of the loss adjustment amounts relating to previous reporting periods per business lines (as defined for rows 040, 140, …, 840) shall be reported.
»nth to default«-kreditderivater, der sikres af »nth to default«-kreditderivater i henhold til artikel 347 i forordning (EU) nr. 575/2013, indberettes her.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 of CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) of CRR, the amount reported in row 940 is the simple aggregation of the loss adjustments relating to previous reporting periods reported for the different business lines.
040, 070, 100 og 120
The amount of loss adjustments shall be broken down into the amount related to events for which a positive loss adjustment was made in the reporting reference period (row 945, reported with as positive figure) and the amount related to events for which a negative loss adjustment was made within the reporting period (row 946, reported as negative figure).
Positionerne i:
If, due to a negative loss adjustment, the adjusted loss amount attributable to an event falls below the internal data collection threshold of the institution, the institution shall report the total loss amount for that event accumulated until the last time when the event was reported for a December reference date (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) with a negative sign in row 946 instead of the amount of the negative loss adjustment itself.
derivater af securitiseringseksponeringer, der giver en pro rata-andel, og positioner, der sikrer positioner i korrelationshandelsporteføljen
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, the maximum single loss is the maximum loss over the internal threshold for each event type and amongst all business lines.
CTP-positioner, der sikres af kreditderivater i henhold til artikel 346 i forordning (EU) nr. 575/2013
These figures may be higher than the highest single loss recorded in each business line if an event impacts different business lines.
I dette skema indberettes der oplysninger om positioner og de tilsvarende kapitalgrundlagskrav for positionsrisikoen i aktier i handelsbeholdningen opgjort efter standardmetoden.
The maximum single loss reported shall be equal to the highest of the values reported in columns 010 – 070 of this row.
Skemaet skal udfyldes separat for »Total« sammen med en fast, foruddefineret liste af følgende markeder: Albanien, Bulgarien, Danmark, Den Tidligere Jugoslaviske Republik Makedonien, Det Forenede Kongerige, Egypten, Island, Japan, Kroatien, Liechtenstein, Norge, Polen, Rumænien, Rusland, Schweiz, Serbien, Sverige, Tjekkiet, Tyrkiet, Ukraine, Ungarn, USA og euroområdet samt et restskema for alle andre markeder.
If there are events having an impact in different business lines, the amount reported in r950, c080 may be higher than the amounts of ‘Maximum single loss’ per business line reported in other rows of column 080.
I forbindelse med dette indberetningskrav skal ordet »marked« forstås som »land«.
The sum of the five largest gross losses for each event type and amongst all business lines is reported.
(undtagen for lande i euroområdet; se Kommissionens delegerede forordning (EU) nr. 525/2014).
This sum may be higher than the highest sum of the five largest losses recorded in each business line.
Artikel 327, 329, 332, 341 og 345 i forordning (EU) nr. 575/2013.
This sum has to be reported regardless of the number of losses.
Kapitalkravet skal beregnes separat for hvert nationalt marked.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR respectively that it has identified the event types for all losses, for column 080, the sum of the five largest losses shall be 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 row 960 nor the maximum value of ‘sum of the five largest losses’ in column 080.
Positioner i aktieindeksfutures, jf. artikel 344, stk. 4, i forordning (EU) nr. 575/2013, medtages ikke i denne kolonne.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, the total direct loss recovery is the simple aggregation of the total direct loss recovery for each business line.