natgillin/translations-raw huggingface dataset:
This is the leverage ratio as calculated under paragraph 5 of Part II of this Annex.
Kõigi punktis 36 määratletud väärtpaberistamise ettevõtjatesse tehtud investeeringute kohaldatava raamatupidamistava kohane bilansiline väärtus.
Leverage Ratio — using a transitional definition of Tier 1 — Month 1
Memokirje: Ettevõtjatesse tehtud investeeringute koguväärtus — äriettevõtjad
This is the leverage ratio as calculated under paragraph 10 of Part II of this Annex.
Kõigi punktis 36 määratletud äriettevõtjatesse tehtud investeeringute kohaldatava raamatupidamistava kohane bilansiline väärtus pärast kapitalinõuete määruse artikli 36 lõike 1 punkti k alapunkti i kohaseid kõnealuste ettevõtjatega seonduvaid mahaarvamisi.
Leverage Ratio — using a transitional definition of Tier 1 — Month 2
Memokirje: Ettevõtjate raamatupidamislikud koguvarad — finantssektori ettevõtjad
This is the leverage ratio as calculated under paragraph 11 of Part II of this Annex.
Kõigi punktis 36 määratletud finantssektori ettevõtjate raamatupidamislikud koguvarad, nagu neid on kajastatud kõnealuste ettevõtjate asjaomastes finantsaruannetes.
Leverage Ratio — using a transitional definition of Tier 1 — Month 3
Memokirje: Ettevõtjate raamatupidamislikud koguvarad — väärtpaberistamise ettevõtjad
This is the leverage ratio as calculated under paragraph 12 of Part II of this Annex.
Kõigi punktis 36 määratletud väärtpaberistamise ettevõtjate raamatupidamislikud koguvarad, nagu neid on kajastatud kõnealuste ettevõtjate asjaomastes finantsaruannetes.
Leverage Ratio — using a transitional definition of Tier 1 — Simple arithmetic mean of the monthly leverage ratio over a quarter
Memokirje: Ettevõtjate raamatupidamislikud koguvarad — äriettevõtjad
This is the leverage ratio as calculated under paragraph 9 of Part II of this Annex.
Kõigi punktis 36 määratletud äriettevõtjate raamatupidamislikud koguvarad, nagu neid on kajastatud kõnealuste ettevõtjate asjaomastes finantsaruannetes.
on alternative treatment of the Exposure Measure
Memokirje: Ettevõtjate raamatupidamisliku omakapitali kogusumma — finantssektori ettevõtjad
This part of the reporting collects data on alternative treatment of derivatives, repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions, and off-balance sheet items.
Kõigi punktis 36 määratletud finantssektori ettevõtjate raamatupidamisliku omakapitali kogusumma, nagu seda on kajastatud kõnealuste ettevõtjate asjaomastes finantsaruannetes.
Institutions shall determine the ‘accounting balance sheet values’ in LR1 based on the applicable accounting framework in accordance with Article 4(1)(77) of the CRR.
Memokirje: Ettevõtjate raamatupidamisliku omakapitali kogusumma — väärtpaberistamise ettevõtjad
Derivatives — Accounting balance sheet value
Memokirje: Ettevõtjate raamatupidamisliku omakapitali kogusumma — äriettevõtjad
This is the sum of fields 020;1, 050;1 and 060;1
Kõigi punktis 36 määratletud äriettevõtjate raamatupidamisliku omakapitali kogusumma, nagu seda on kajastatud kõnealuste ettevõtjate asjaomastes finantsaruannetes.
Derivatives — Accounting value assuming no netting or other CRM
Memokirje: Sissearvamise tegur — finantssektori ettevõtjad
This is the sum of fields 020;2, 050; 2 and 060; 2
Punkti 37 kohaselt arvutatud jagatis.
Derivatives — Value with netting rules taking into account cash collateral
Memokirje: Sissearvamise tegur — äriettevõtjad
Articles 274, 295, 296, 297, 298 of the CRR.
Punkti 38 kohaselt arvutatud jagatis.
Institutions shall take into account the effects of contracts for novation and other netting agreements, except contractual cross-product netting agreements, in accordance with Article 295 of the CRR.
Memokirje: Andmeväljadel LR6;010;3 kuni (LR6;120;3 mitte arvesse võetavad ettevõtjate raamatupidamislikud varad — äriettevõtjad
Institutions shall apply cash collateral received for daily margining under a qualifying netting agreement to reduce the current replacement cost.
Kõigi punktis 36 määratletud äriettevõtjate raamatupidamislikud koguvarad, nagu neid on kajastatud asjaomastes finantsaruannetes, mida ei võeta andmeväljade LR6;010;3 kuni LR6;120;3 täitmisel arvesse punktis 39 sätestatud erandi tõttu.
Institutions shall not apply other collateral received or initial margin to reduce the current replacement cost.
See hõlmab väärtpaberistamise tehinguid ja omakapitali investeeringuid, mille puhul esineb krediidirisk.
For the purpose of this field, cash is defined as the total amount of cash including coins and banknotes/currency and the total amount of deposits held with central banks to the extent that these deposits can be withdrawn in times of stress.
XII LISA
Institutions shall not consider cash on deposit with other institutions.
LIKVIIDSUSE ARUANDLUS
Institutions shall not consider in this field contracts measured by application of the Original Exposure Method in accordance with 275 of the CRR.
LIKVIIDSUSE VORMID
Derivatives — Add-on — Mark-to-market Method — Assuming no netting or CRM
LIKVIIDSUSKATTE VORMID
This is the sum of fields 020;5, 050;5 and 060;5
I OSA – LIKVIIDSED VARAD
Derivatives — Add-on — Mark-to-market method — alternative
LIKVIIDSUSKATE – LIKVIIDSED VARAD
Articles 274, 295, 296, 297, 298, 299(2) of CRR
II OSA – VAHENDITE VÄLJAVOOL
This field provides for the potential future exposure of contracts listed in Annex II of the CRR and credit derivatives calculated in accordance with the Mark-to-market Method (Article 274(2) of CRR for contracts listed in Annex II of CRR, Article 299(2) of CRR for credit derivatives).
LIKVIIDSUSKATE – VAHENDITE VÄLJAVOOL
In determining the exposure value of those contracts institutions shall take into account the effects of contracts for novation and other netting agreements, except contractual cross-product netting agreements, in accordance with Article 295 of CRR.
III OSA – VAHENDITE SISSEVOOL
When determining the potential exposure value for credit derivatives institutions shall disregard the following provision of Article 299(2) CRR:
LIKVIIDSUSKATE – VAHENDITE SISSEVOOL
‘In the case of an institution whose exposure arising from a credit default swap represents a long position in the underlying, the percentage for potential future credit exposure may be 0 %, unless the credit default swap is subject to close-out upon the insolvency of the entity whose exposure arising from the swap represents a short position in the underlying, even though the underlying has not defaulted.’
IV OSA – TAGATISE VAHETUSTEHINGUD
Therefore, for all sold credit default swaps institutions shall calculate the add-on at 5 % or 10 % depending on the nature (qualifying or not-qualifying) of the reference obligation.
LIKVIIDSUSKATE – TAGATISE VAHETUSTEHINGUD
Institutions shall consider all credit derivatives, not just those assigned to the trading book.
STABIILSE RAHASTAMISE VORMID
Institutions shall not consider in this field contracts measured by application of the Original Exposure Method in accordance with Articles 429(7) and 275 of the CRR.
V OSA – STABIILNE RAHASTAMINE
Derivatives — notional amount
STABIILNE RAHASTAMINE – STABIILSET RAHASTAMIST EELDAVAD KIRJED
This is the sum of fields 020;7, 050;7 and 060;7
STABIILNE RAHASTAMINE – STABIILSET RAHASTAMIST PAKKUVAD KIRJED
Credit derivatives (protection sold) — Accounting balance sheet value
C 51.00 - LIKVIIDSUSKATE - LIKVIIDSED VARAD
Article 4(1)(77) of the CRR
Turuväärtus
The accounting balance sheet value under the applicable accounting framework of credit derivatives where the institution is selling credit protection to a counterparty and the contract is recognised as an asset on the balance sheet.
Kapitalinõuete määruse artikli 418 kohane väärtus
Credit derivatives (protection sold) — Accounting value assuming no netting or other CRM
Krediidi- või likviidsusliini kasutamata limiit
The accounting balance sheet value under the applicable accounting framework of credit derivatives where the institution is selling credit protection to a counterparty and the contract is recognised as an asset on the balance sheet assuming no prudential or accounting netting or risk mitigation effects (i.e. the accounting balance sheet value adjusted for the effects of accounting netting or risk mitigation).
Viited õigussätetele
Credit derivatives (protection sold) — Add-on — Mark-to-market Method — Assuming no netting or CRM
KAPITALINÕUETE MÄÄRUSE ARTIKLITES 416 JA 417 SÄTESTATUD NÕUETELE VASTAVAD VARAD
This is the sum of fields 030;5 and 040;5
CRRi artiklid 416 ja 417
Credit derivatives (protection sold) — notional amount
Raha
This is the sum of fields 030;7 and 040;7
CRRi artikli 416 lõike 1 punkt a
Credit derivatives (protection sold) subject to close-out clause — Add-on — Mark-to-market Method — Assuming no netting or CRM
Nõuded keskpankade vastu
Article 299(2) of the CRR
millest: nõuded, mille saab stressiolukorras rahuldada
This field provides the potential future exposure of credit derivatives where the institution is selling credit protection to a counterparty subject to a close-out clause assuming no netting or credit risk mitigation.
Muu võõrandatav vara, milleks on nõuded järgmiste üksuste vastu või mida garanteerivad järgmised üksused
Institutions shall not include in this field the add-on for credit derivatives where the institution is selling credit protection to a counterparty not subject to a close-out clause.
CRRi artikli 416 lõike 1 punkt c
Institutions shall instead include this in field LR1;040;5.
võõrandatav vara, milleks on liikmesriigi keskvalitsuse, maksude kogumiseks maksualast autonoomsust omava piirkonna või kolmanda riigi keskvalitsuse vastu olevad või nende poolt garanteeritud nõuded, asjaomase kesk- või piirkondliku valitsuse omavääringus, kui krediidiasutusel või investeerimisühingul tekib selles liikmesriigis või kolmandas riigis likviidsusrisk, mida ta katab neid likviidseid varasid omades
A close-out clause shall be defined as a clause that provides the non-defaulting party the right to terminate and close-out in a timely manner all transactions under the agreement upon an event of default, including in the event of insolvency or bankruptcy of the counterparty.
CRRi artikli 416 lõike 1 punkti c alapunkt i
Credit derivatives (protection sold) subject to close-out clause — notional amount
milleks on nimetatud üksuste vastu olevad nõuded
This field provides the notional amount of credit derivatives where the institution is selling credit protection to a counterparty subject to a close-out clause.
milleks on nimetatud üksuste poolt garanteeritud nõuded
Credit derivatives (protection sold) not subject to close-out clause — Add-on — Mark-to-market Method — Assuming no netting or CRM
võõrandatav vara, milleks on keskpankade ja avaliku sektori asutuste (kes ei ole keskvalitsuse üksused) vastu olevad või nende poolt garanteeritud nõuded, asjaomase keskpanga või avaliku sektori asutuse omavääringus
This field provides the potential future exposure of credit derivatives where the institution is selling credit protection to a counterparty not subject to ‘close-out clause’ assuming no netting or credit risk mitigation.
CRRi artikli 416 lõike 1 punkti c alapunkt ii
Institutions shall consider all credit derivatives, not just those assigned to the trading book
milleks on nimetatud üksuste vastu olevad nõuded
Credit derivatives (protection sold) not subject to close-out clause — Notional amount
võõrandatav vara, milleks on Rahvusvaheliste Arvelduste Panga, Rahvusvahelise Valuutafondi, Euroopa Komisjoni ja mitmepoolsete arengupankade vastu olevad või nende poolt garanteeritud nõuded
This field provides the notional amount of credit derivatives where the institution is selling credit protection to a counterparty not subject to ‘close-out clause’.
CRRi artikli 416 lõike 1 punkti c alapunkt iii
Credit derivatives (protection bought): Accounting balance sheet value
võõrandatav vara, milleks on Euroopa Finantsstabiilsuse Fondi ja Euroopa stabiilsusmehhanismi vastu olevad või nende poolt garanteeritud nõuded
The accounting balance sheet value under the applicable accounting framework of credit derivatives where the institution is buying credit protection from a counterparty and the contract is recognised as an asset on the balance sheet.
CRRi artikli 416 lõike 1 punkti c alapunkt iv
Credit derivatives (protection bought): Accounting value assuming no netting or other CRM
Ühiseks investeerimiseks loodud ettevõtjate selliste aktsiate või osakute kogusumma, mille alusvaraks on artiklis 416 sätestatud varad
The accounting balance sheet value under the applicable accounting framework of credit derivatives where the institution is buying credit protection from a counterparty and the contract is recognised as an asset on the balance sheet assuming no prudential or accounting netting or risk mitigation effects (i.e. the accounting balance sheet value adjusted for the effects of accounting netting or risk mitigation).
CRRi artikli 416 lõige 6 ja artikli 418 lõige 2
Credit derivatives (protection bought) — Add-on — Mark-to-market Method — Assuming no netting or CRM
mille alusvaraks on artikli 416 lõike 1 punktis a sätestatud varad
This field provides the potential future exposure of credit derivatives where the institution is buying credit protection from a counterparty assuming no netting or credit risk mitigation.
CRRi artikli 418 lõike 2 punkt a
Credit derivatives (protection bought) — Notional amount
mille alusvaraks on artikli 416 lõike 1 punktides b ja c sätestatud varad
This field provides the notional amount of credit derivatives where the institution is buying credit protection from a counterparty.
CRRi artikli 418 lõike 2 punkt b
Notional amount credit derivatives (protection bought, same reference name):
mille alusvaraks on artikli 416 lõike 1 punktis d sätestatud varad
The notional amount of credit derivatives where the institution is buying credit protection on the same underlying reference name as those credit derivatives written by the reporting institution.
CRRi artikli 418 lõike 2 punkt c
For the purpose of reporting this field value, underlying reference names are considered the same if they refer to the same legal entity and level of seniority.
Keskpankade poolt rahapoliitika raames tagatud ootel krediidilimiidid (välja arvatud hädaolukorras antav likviidsusabi) selles ulatuses, milles need krediidilimiidid ei ole tagatud likviidsete varadega
Credit protection bought on a pool of reference entities is considered the same if this protection is economically equivalent to buying protection separately on each of the individual names in the pool.
CRRi artikli 416 lõike 1 punkt e
If an institution is buying credit protection on a pool of reference names, then this credit protection is only considered the same if the bought credit protection covers the entirety of the subsets of the pool on which credit protection has been sold.
Hoiused keskses krediidiasutuses ning muud likviidsed varad, mis on põhikirja- või lepingujärgselt kättesaadavad keskselt krediidiasutuselt või krediidiasutustelt või investeerimisühingutelt, kes kuuluvad kapitalinõuete määruse artikli 113 lõikes 7 osutatud võrgustikku või kelle suhtes kohaldatakse artiklis 10 sätestatud erandit, selles ulatuses, kus kõnealused varad ei ole tagatud likviidsete varadega
In other words, offsetting may only be recognised when the pool of reference entities and the level of subordination in both transactions are identical.
CRRi artikli 416 lõike 1 punkt f
For each reference name, the notional amounts of credit protection bought which are considered in this field must not exceed the amounts reported in 020; 7 and 050; 7.
hoiused
Notional amount credit derivatives (protection bought, same reference name and counterparty or CCP):
lepingujärgselt kättesaadavad likviidsed varad
The notional amount of credit derivatives where the institution is buying credit protection on the same underlying reference name as those credit derivatives written by the institution and undertaken either with the same counterparty under a netting agreement eligible under Article 295 of the CRR or with an authorised central counterparty as defined under Regulation 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories.
Väga kõrge likviidsuse ja krediidikvaliteediga varad
For each reference name and counterparty, the notional amounts of credit protection bought which are considered in this field must not exceed the amount reported in 050; 8.
Kõrge likviidsuse ja krediidikvaliteediga varad
The sum of notional amounts of credit derivatives where the institution is buying credit protection on the same underlying reference name as those credit derivatives written by the institution and undertaken with an authorised central counterparty as defined under Regulation 648/2012 of the European Parliament and of the Council of 4 July 2012 on OTC derivatives, central counterparties and trade repositories.
CRRi artikli 416 lõike 2 punkti a alapunkt iii
Credit protection bought on a pool of reference entities is considered the same if this protection is is economically equivalent to buying protection separately on each of the ind ividual names in the pool.
Finantssektoriväliste äriühingute poolt väljaantud äriühingu võlakirjad
For each reference name, the notional amounts of credit protection bought which are considered in this field must not exceed the amount reported in 050; 9.
CRRi artikli 416 lõike 1 punkt b või d
The notional amount of credit derivatives where the institution is buying credit protection on the same underlying reference name as those credit derivatives written by the institution and where the maturity of this credit protection is equal to or greater than the maturity of the sold protection.
CRRi artikkel 122
For each reference name, the notional amounts of credit protection bought which are considered in this field must not exceed the amount reported in 050; 8.
krediidikvaliteedi aste 2
Financial derivatives: Accounting balance sheet value
krediidikvaliteedi aste 3
The accounting balance sheet value under the applicable accounting framework of contracts listed in Annex II of the CRR where the contracts are recognised as assets on the balance sheet.
Krediidiasutuse poolt väljaantud võlakirjad, mida saab käsitleda artikli 129 lõikes 4 või 5 sätestatud korras
Financial derivatives: Accounting value assuming no netting or other CRM
CRRi artikli 416 lõike 2 punkti a alapunkt i
The accounting balance sheet value under the applicable accounting framework of contracts listed in Annex II of the CRR where the contracts are recognised as assets on the balance sheet assuming no prudential or accounting netting or risk mitigation effects (i.e. the accounting balance sheet value adjusted for the effects of accounting netting or risk mitigation).
CRRi artikli 129 lõige 4 või artikli 129 lõige 5
Financial Derivatives — Add-on — Mark-to-market Method — Assuming no netting or CRM
Krediidiasutuse poolt väljaantud, muule kui elamukinnisvarale seatud hüpoteegiga tagatud instrumendid, mis on kõrgeima krediidikvaliteediga, nagu EBA on selle kehtestanud vastavalt kapitalinõuete määruse artikli 509 lõigetes 3, 4 ja 5 sätestatud kriteeriumitele
Article 274 of the CRR
CRRi II jaotise 5. peatükk ja artiklid 123, 124, 125 ja 126
This field provides the regulatory potential future exposure of contracts listed in Annex II of the CRR assuming no netting or credit risk mitigation.
Krediidiasutuse poolt väljaantud, elamukinnisvarale seatud hüpoteegiga tagatud instrumendid, mis on kõrgeima krediidikvaliteediga, nagu EBA on selle kehtestanud vastavalt kapitalinõuete määruse artikli 509 lõigetes 3, 4 ja 5 sätestatud kriteeriumitele
Financial Derivatives — Notional amount
CRRi V osa II jaotise 5. peatükk ja artikkel 125
This field provides the notional amount of contracts listed in Annex II of the CRR.
CRRi V osa II jaotise 5. peatükk ja artikkel 125
Securities financing transactions covered by a master netting agreement: Accounting balance sheet value
CRRi II jaotise 5. peatükk ja artikkel 125
Articles 4(1)(77) and 206 of the CRR
Krediidiasutuse poolt väljaantud, direktiivi 2009/65/EÜ artikli 52 lõikes 4 määratletud võlakirjad, välja arvatud kirjes 1.9 osutatud võlakirjad
The accounting balance sheet value of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions under the applicable accounting framework that are covered by a master netting agreement eligible under Article 206.
CRRi artikli 416 lõike 2 punkti a alapunkt ii
Institutions shall instead include this in field 090, 1.
Muu võõrandatav vara, millel on väga kõrge likviidsus ja krediidikvaliteet
Securities financing transactions covered by a master netting agreement: Accounting value assuming no netting or other CRM
CRRi artikli 416 lõike 1 punkt b
The accounting balance sheet value under the applicable accounting framework of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions that are covered by a master netting agreement eligible under Article 206 where the contracts are recognised as an asset on the balance sheet assuming no prudential or accounting netting or risk mitigation effects (i.e. the accounting balance sheet value adjusted for the effects of accounting netting or risk mitigation).
CRRi III osa II jaotise 2. peatükk
Furthermore, where sale accounting is achieved for an SFT under the applicable accounting framework, institutions shall reverse all sales-related accounting entries.
Muu võõrandatav vara, millel on kõrge likviidsus ja krediidikvaliteet
Institutions shall instead include this in field 090, 2.
CRRi artikli 416 lõike 1 punkt d
Securities financing transactions covered by a master netting agreement: Add-on (SFT)
KAPITALINÕUETE MÄÄRUSE ARTIKLI 416 LÕIKE 1 PUNKTIDES b JA d SÄTESTATUD NÕUETELE VASTAVAD, KUID ARTIKLI 417 PUNKTIDES b JA c SÄTESTATUD NÕUETELE MITTEVASTAVAD VARAD
Articles 206 of the CRR
Varad, mis ei kuulu likviidsuse juhtimise funktsiooni kontrolli alla
For repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions including those that are off-balance sheet, that are covered by a netting agreement that meets the requirements in Article 206, institutions shall form netting sets.
CRRi artikli 417 punkt c
for transaction i, the value Ei as defined in Article 220, paragraph 3.
Raha
for transaction i, the value Ci as defined in Article 220, paragraph 3
CRRi III lisa punkt 1
Institutions shall aggregate the outcome of this formula for all netting sets and report the result in this field.
Nõuded keskpankade vastu selles ulatuses, milles neid nõudeid saab stressiolukorras rahuldada
Securities financing transactions not covered by a master netting agreement: Accounting balance sheet value
CRRi III lisa punkt 2
The accounting balance sheet value under the applicable accounting framework of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions that are not covered by a master netting agreement eligible under Article 206 where the contracts are recognised as assets on the balance sheet.
Vabalt võõrandatavad väärtpaberid riskikaaluga 0 %, mis ei ole krediidiasutuse või investeerimisühingu ega ühegi selle sidusüksuse kohustus
Securities financing transactions not covered by a master netting agreement: Accounting value assuming no netting or other CRM
CRRi III lisa punkt 3
The accounting balance sheet value under the applicable accounting framework of repurchase transactions, securities or commodities lending or borrowing transactions, long settlement transactions and margin lending transactions that are not covered by a master netting agreement eligible under Article 206 where the contracts are recognised as assets on the balance sheet assuming no accounting netting or risk mitigation effects (i.e. the accounting balance sheet value adjusted for the effects of accounting netting or risk mitigation).
milleks on riikide vastu olevad nõuded