natgillin/translations-raw huggingface dataset:
Artikel 337, stk. 2, i CRR sammenholdt med artikel 262 i CRR.
For the sum of the five largest losses, in column 080 the sum of the five largest losses within one business line is reported.
Disse kolonner udfyldes, når institutter anvender den alternative tilsynsformelmetode (SFA), som bestemmer kapitalgrundlagskrav som en funktion af karakteristikken af sikkerhedspuljen og tranchens kontraktlige egenskaber.
0090-0100
270 og 500
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.
LOOK-THROUGH
If the institution applies only one threshold for in each business line, only the column 090 shall be filled in.
Artikel 109, stk. 1, andet punktum, og artikel 259, stk. 3 og 4, i CRR.
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.
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.
0010-0880
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.
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 CRR uden indregning af skønnet i artikel 335 i CRR, 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.
Artikel 337 i CRR med indregning af skønnet i artikel 335 i CRR.
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 CRR 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
Fra og med 2015 skal instituttet i henhold til artikel 337, stk. 4, i CRR 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 CRR.
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 CRR.
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.
EKSPONERINGSLEVERENDE INSTITUT
The amounts to be reported do not take into account obtained recoveries.
Artikel 4, stk. 1, nr. 13), i CRR.
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.
Artikel 337, stk. 4, sidste punktum, i CRR.
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;
Opdelingen af underliggende aktiver følger klassificeringen i skemaet SEC Details (kolonnen »Type«):
the gross loss amounts pertinent to negative loss adjustments made within the reporting reference period (e.g. due to decrease of provisions) of operational risk events “accounted for the first time” and reported in previous reporting reference periods.
1 — Pant i beboelsesejendom
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).
2 — Pant i erhvervsejendom
This sum is considered as the loss adjustment for that event for that reporting reference period.
3 — Fordringer på kreditkort
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.
4 — Leasing
The Maximum single loss is the larger of
5 — Lån til selskaber eller SMV'er (behandles som selskaber)
the largest gross loss amount related to an event reported for the first time within the reporting reference period and
6 — Forbrugerlån
the largest positive loss adjustment amount (as defined above) related to an event reported for the first time within a previous reporting reference period.
7 — Tilgodehavender fra salg
The sum of the five largest losses is the sum of the five largest amounts among
8 — Andre aktiver
the gross loss amounts for events reported for the first time within the reporting reference period and
9 — Særligt dækkede obligationer og særligt dækkede realkreditobligationer
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.
10 — Andre forpligtelser.
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.
Hvis puljen består af flere typer aktiver, skal instituttet anvende den vigtigste for hver securitisering.
Direct recoveries are all recoveries obtained except those which are subject to Article 323 CRR as reported in the row below.
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 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 CRR.
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 artikel 346 og 347 i CRR 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.
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 tredje del, afsnit II, kapitel 5, i CRR.
0910-0980
OPDELING AF NETTOPOSITIONER EFTER RISIKOVÆGT (STANDARD- OG IRB-METODEN)
TOTAL BUSINESS LINES
160 og 330
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.
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.
0910-0914
170-180 og 360-370
Number of Events
190-200 og 340-350
In row 910, the number of events above the internal threshold by event types for the total business lines shall be reported.
220-230 og 390-400
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.
Artikel 259, stk. 3 og 4, i CRR.
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.
FØR LOFT — VÆGTEDE LANGE/KORTE NETTOPOSITIONER
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 338 i CRR uden 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 respectively that it has identified the event types for all losses, the following shall apply for column 080:
EFTER 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 CRR efter 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.
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).
0920-0924
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.
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.
030, 060 og 090
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.
Korrelationshandelsporteføljen omfatter securitiseringer, »nth to default«-kreditderivater og evt. andre sikringspositioner, der opfylder kriterierne i artikel 338, stk. 2 og 3, i CRR.
In row 930, the total of the numbers of events subject to loss adjustments as defined for rows 030, 130, …, 830 shall be reported.
Derivater af securitiseringseksponeringer, der giver en pro rata-andel, og positioner, der sikrer positioner i korrelationshandelsporteføljen, angives i rækken »Andre CTP-positioner«.
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.
»nth to default«-kreditderivater, der sikres af »nth to default«-kreditderivater i henhold til artikel 347 i CRR, indberettes her.
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).
040, 070, 100 og 120
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.
Positionerne i:
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.
derivater af securitiseringseksponeringer, der giver en pro rata-andel, og positioner, der sikrer positioner i korrelationshandelsporteføljen
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).
CTP-positioner, der sikres af kreditderivater i henhold til artikel 346 i CRR
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.
I dette skema indberettes der oplysninger om positioner og de tilsvarende kapitalgrundlagskrav for positionsrisikoen i aktier i handelsbeholdningen opgjort efter standardmetoden.
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.
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.
These figures may be higher than the highest single loss recorded in each business line if an event impacts different business lines.
I forbindelse med dette indberetningskrav skal ordet »marked« forstås som »land«.
The maximum single loss reported shall be equal to the highest of the values reported in columns 010 – 070 of this row.
(undtagen for lande i euroområdet; se Kommissionens delegerede forordning (EU) nr. 525/2014).
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.
Artikel 327, 329, 332, 341 og 345 i CRR.
The sum of the five largest gross losses for each event type and amongst all business lines is reported.
Kapitalkravet skal beregnes separat for hvert nationalt marked.
This sum may be higher than the highest sum of the five largest losses recorded in each business line.
Positioner i aktieindeksfutures, jf. artikel 344, stk. 4, i CRR, medtages ikke i denne kolonne.
This sum has to be reported regardless of the number of losses.
Kapitalgrundlagskrav for positionsrisiko i henhold til artikel 92, stk. 3, litra b), nr. i), i CRR og tredje del, afsnit IV, kapitel 2, afdeling 3, i CRR.
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.
GENEREL RISIKO
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.
Positioner i aktier underlagt generel risiko (artikel 343 i CRR) og deres tilsvarende kapitalgrundlagskrav i henhold til tredje del, afsnit IV, kapitel 2, afdeling 3, i CRR.
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 recovery from insurance and other risk transfer mechanisms is the simple aggregation of the total loss recovery from insurance and other risk transfer mechanisms for each business line.
Begge opdelinger (021/022 og 030/040) er en opdeling vedrørende alle positioner, der er underlagt generel risiko.
C 17.02: Operational risk: Detailed information on the largest loss events in the last year (OPR DETAILS 2)
I række 021 og 022 skal der indberettes oplysninger om opdelingen efter instrument.
In template C 17.02, information on individual loss events shall be provided (one row per event).
Kun opdelingen i række 030 og 040 bruges som grundlag for beregning af kapitalgrundlagskravene.
The information reported in this template shall refer to “new events”, i.e. operational risk events
Derivater, der indgår i beregningen af aktierisikoen ved positioner i handelsbeholdningen, jf. artikel 329 og 332, hvis det er relevant.
“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..
Andre instrumenter end derivater, der indgår i beregningen af aktierisikoen ved positioner i handelsbeholdningen.
Only events entailing a gross loss amount of 100,000 EUR or more shall be reported.
Børshandlede aktieindeksfutures, der er bredt diversificerede og omfattet af en særlig metode
Subject to that threshold,
Børshandlede aktieindeksfutures, der er bredt diversificerede og omfattet af en særlig metode i henhold til artikel 344, stk. 1 og 4, i CRR.
the largest event for each event type, provided that the institution has identified the event types for losses and
Disse positioner er kun underlagt generel risiko og skal derfor ikke indberettes i række (050).
at least the ten largest of the remaining events with or without identified event type by gross loss amount shall be included in the template.
Andre positioner i aktier underlagt specifik risiko og de tilsvarende kapitalgrundlagskrav i henhold til artikel 343 og artikel 344, stk. 3, i CRR.
Events are ranked based on the gross loss attributed to them.
Positioner i aktier underlagt specifik risiko og de tilsvarende kapitalgrundlagskrav i henhold til artikel 342 og artikel 344, stk. 4, i CRR.
An event shall only be considered once.
Institutter indberetter oplysninger om positionerne i hver valuta (herunder indberetningsvalutaen) og de tilsvarende kapitalgrundlagskrav for valutarisiko opgjort efter standardmetoden.
Where an internal ID is available, institutions shall provide the internal ID.
Positionen beregnes for hver valuta (herunder euro), guld og positioner i CIU'er.
Otherwise, the reported ID shall follow the numerical order 1, 2, 3, etc.
I disse memorandumposter medtages alle positioner i indberetningsvalutaen, uanset i hvilket omfang de tages i betragtning med henblik på artikel 354 i CRR.
Date of accounting means the date when a loss or reserve/provision against an operational risk loss was first recognized in the Profit and Loss statement.
Række 130-480 af memorandumposterne i skemaet udfyldes separat for alle valutaer i EU's medlemsstater og følgende valutaer: USD, CHF, JPY, RUB, TRY, AUD, CAD, RSD, ALL, UAH, MKD, EGP, ARS, BRL, MXN, HKD, ICK, TWD, NZD, NOK, SGD, KRW, CNY og alle andre valutaer.
Date of occurrence is the date when the operational risk event happened or first began.
Artikel 352, stk. 3 og stk. 4, første og andet punktum, samt artikel 353 i CRR.
Gross loss related to the event as defined for rows 020, 120 etc. of template C 17.01 above
Nettopositionerne beregnes for hver valuta, og der kan derfor være samtidige lange og korte positioner.
Gross loss related to the event as defined for rows 020, 120 etc. of template C 17.01 above net of direct recoveries pertinent to that loss event
Artikel 352, stk. 4, tredje punktum, samt artikel 353 og 354 i CRR.
0080 - 0160
POSITIONER UNDERLAGT KAPITALKRAV (LANGE OG KORTE)
Gross loss by business line