natgillin/translations-raw huggingface dataset:
OF WHICH: CALCULATED USING THE EXPERT-BASED APPROACH
Ridade 0090–0130 jaotus ei hõlma usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artiklite 12 ja 13 kohaselt arvutatud AVAsid, mida kajastatakse ridadel 0050 ja 0060 ning mida võetakse arvesse turuhindade ebakindlusega seotud AVAdes, positsioonide sulgemiskuludega seotud AVAdes ja mudeliriskiga seotud AVAdes, nagu on sätestatud usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 12 lõikes 2 ja artikli 13 lõikes 2.
Market price uncertainty AVAs computed according to Article 9(5)(b) of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Diversifitseerimisest saadav kasu kajastatakse real 0140 vastavalt usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 9 lõikele 6, artikli 10 lõikele 7 ja artikli 11 lõikele 7 ning seega jäetakse see välja ridadel 0040–0130.
Close-out costs AVAs computed according to Article 10 of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Kapitalinõuete määruse artikli 105 lõige 10, usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikkel 12
Close-out costs AVAs computed according to Article 10(6)(b) of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Realiseerimata krediidiriski marginaalidega seotud AVA kogusumma ja selle jaotus turuhindade ebakindlusega, positsioonide sulgemiskuludega ja mudeliriskiga seotud AVAde vahel vastavalt usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artiklile 12.
Article 105(10) CRR
Veerg 0110: AVA kogusumma esitatakse üksnes teavitamise eesmärgil, kuna seoses selle jaotusega turuhindade ebakindlusega, positsioonide sulgemiskuludega ja mudeliriskiga seotud AVAde vahel võetakse seda – pärast diversifitseerimisest saadava kasu arvessevõtmist – arvesse vastavates kategooria tasandi AVAdes.
Model risk AVAs computed according to Article 11 of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Veerud 0130 ja 0140: selliste õiglases väärtuses hinnatavate varade ja kohustuste absoluutväärtus, mida on arvesse võetud realiseerimata krediidiriski marginaaliga seotud AVA arvutamisel.
Model risk AVAs computed according to Article 11(4) of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Kapitalinõuete määruse artikli 105 lõige 10, usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikkel 17
Article 105(11) CRR
Investeerimis- ja rahastamiskuludega seotud AVA kogusumma ja selle jaotus turuhindade ebakindlusega, positsioonide sulgemiskuludega ja mudeliriskiga seotud AVAde vahel vastavalt usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artiklile 13.
Concentrated positions AVAs as computed under Article 14 of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Veerud 0130 ja 0140: selliste õiglases väärtuses hinnatavate varade ja kohustuste absoluutväärtus, mida on arvesse võetud investeerimis- ja rahastamiskuludega seotud AVA arvutamisel.
Future administrative costs AVAs as computed under Article 15 of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Selliste õiglases väärtuses hinnatavate varade ja kohustuste absoluutväärtus, mis vastavad hinnatavatele riskipositsioonidele, mille puhul AVA väärtus on usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 9 lõike 2 kohaselt null.
Early termination AVAs as computed under Article 16 of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Selliste õiglases väärtuses hinnatavate varade ja kohustuste absoluutväärtus, mis vastavad hinnatavatele riskipositsioonidele, mille puhul AVA väärtus on usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 10 lõike 2 või artikli 10 lõike 3 kohaselt null.
Operational risk AVAs as computed under Article 17 of the Delegated Regulation (EU) 2016/101 on prudent valuation.
(–) Diversifitseerimisest saadav kasu
Row 0010: total AVA to be deducted from own funds under Articles 34 and 105 CRR and reported accordingly in row 290 of C 01.00.
Diversifitseerimisest saadav kasu kokku.
The total AVA shall be the sum of rows 0030 and 0180.
Ridade 0150 ja 0160 summa.
Row 0020: Share of the total AVA reported in row 0010 stemming from trading book positions (absolute value).
(–) 1.
Rows 0180 to 0210: Total AVA stemming from portfolios under the fall-back approach.
Selliste AVA kategooriate puhul, mis on agregeeritud 1. meetodi kohaselt vastavalt usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 9 lõikele 6, artikli 10 lõikele 7 ja artikli 11 lõikele 6, individuaalsete AVAde summa ja kategooria tasandi AVA kogusumma (pärast agregeerimisega seotud korrigeerimist) vahe.
Article 8(2) of the Delegated Regulation (EU) 2016/101 on prudent valuation
(–) 2.
The upside uncertainty shall be calculated and aggregated on the same basis as the total AVA computed in column 0110, but substituting a 10 % level of certainty for the 90 % used when determining the total AVA.
Meetodi kohaselt arvutatud diversifitseerimisest saadav kasu
0130 -0140
Selliste AVA kategooriate puhul, mis on agregeeritud 2. meetodi kohaselt vastavalt usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 9 lõikele 6, artikli 10 lõikele 7 ja artikli 11 lõikele 6, individuaalsete AVAde summa ja kategooria tasandi AVA kogusumma (pärast agregeerimisega seotud korrigeerimist) vahe.
Absolute value of fair-valued assets and liabilities corresponding to the AVA amounts reported in rows 0010 to 0130 and row 0180.
1.1.2.2* Memokirje: diversifitseerimiseelsed AVAd, mida on 2.
For some rows, in particular rows 0090 to 0130, these amounts may have to be approximated or allocated based on expert judgement.
Meetodi kohase diversifitseerimise tulemusel vähendatud rohkem kui 90 %
Row 0010: Total absolute value of fair-valued assets and liabilities included in the threshold computation of Article 4(1) of the Delegated Regulation (EU) 2016/101 on prudent valuation.
meetodi kohaselt kõigi selliste hinnatavate riskipositsioonide FV – PV summa, mille puhul APVA < 10 % (FV – PV).
This includes the absolute value of fair-valued assets and liabilities for which AVAs are assessed to have zero value according to Article 9(2), 10(2) or 10(3) of the Delegated Regulation (EU) 2016/101 on prudent valuation, which are also separately reported in rows 0070 and 0080.
Varumeetodi kohaselt arvutatud portfellid
Row 0010 is the sum of row 0030 and row 0180.
Usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 7 lõike 2 punkt b.
Row 0020: share of total absolute value of fair-valued assets and liabilities reported in row 0010 stemming from trading book positions (absolute value).
Portfellide puhul, mille suhtes kohaldatakse delegeeritud määruse (EL) 2016/101 artikli 7 lõike 2 punkti b kohast varumeetodit, on AVA kogusumma ridade 0190, 0200 ja 0210 summa.
Row 0030: Absolute value of fair-valued assets and liabilities corresponding to the portfolios under Articles 9 to 17 of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Asjaomane bilansiline ja muu taustteave esitatakse veergudes 0130–0260.
Row 0030 shall be the sum of rows 0090 to 0130.
Positsioonide kirjeldus ja põhjus, miks ei olnud võimalik kohaldada usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikleid 9–17, esitatakse veerus 0270.
Row 0050: Absolute value of fair-valued assets and liabilities included in the scope of the computation of unearned credit spread AVA.
Varumeetod; 100 % realiseerimata netokasumist
For the purpose of the computation of this AVA, exactly matching, offsetting fair-valued assets and liabilities, excluded from the threshold computation in accordance with Article 4(2) of the Delegated Regulation (EU) 2016/101 on prudent valuation, may not be considered exactly matching, offsetting anymore.
Usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 7 lõike 2 punkti b alapunkt i
Row 0060: Absolute value of fair-valued assets and liabilities included in the scope of the computation of investment and funding costs AVA.
Varumeetod: 10 % tinglikust väärtusest
Row 0070: Absolute value of fair-valued assets and liabilities corresponding to the valuation exposures assessed to have zero AVA value under Article 9(2) of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 7 lõike 2 punkti b alapunkt ii
Row 0080: Absolute value of fair-valued assets and liabilities corresponding to the valuation exposures assessed to have zero AVA value under Article 10(2) or 10(3) of t the Delegated Regulation (EU) 2016/101 on prudent valuation.
Varumeetod; 25 % algväärtusest
Rows 0090 to 0130: Absolute value of fair-valued assets and liabilities allocated as set out below (see corresponding row instructions) according to the following risk categories: interest rates, foreign exchange, credit, equities, commodities.
Usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 7 lõike 2 punkti b alapunkt iii
Row 0180: Absolute value of fair-valued assets and liabilities corresponding to the portfolios under the fall-back approach
Seda vormi peavad täitma üksnes need krediidiasutused ja investeerimisühingud, kes enda tasandil ületavad usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 4 lõikes 1 osutatud künnist.
Absolute value of fair-valued assets corresponding to the different rows as explained in the instructions on columns 0130-0140 above.
Krediidiasutused ja investeerimisühingud, kes kuuluvad konsolideerimisgruppi, mis ületab künnist konsolideeritud tasandil, peavad esitama selle vormi üksnes juhul, kui nad ületavad künnist ka enda tasandil.
Absolute value of fair-valued liabilities corresponding to the different rows as explained in the instructions on columns 0130-0140 above.
154 g.
The quarter-to-date revenues (“QTD revenue”) since the last reporting date attributed to the fair valued assets and liabilities corresponding to the different rows as explained in the instructions on columns 0130-0140 above, where relevant allocated or approximated based on expert judgment.
Selles vormis esitatakse üksikasjalik teave 20 suurima individuaalse mudeliriskiga seotud AVA kohta, mida võetakse arvesse kategooria tasandi mudeliriskiga seotud AVA kogusumma arvutamisel vastavalt usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artiklile 11.
The sum across all positions and risk factors of unadjusted difference amounts (“IPV difference”) calculated at the month end closest to the reporting date under the independent price verification process performed in accordance with Article 105(8) of CRR, with respect to the best available independent data for the relevant position or risk factor.
See teave vastab vormi C 32.02 real 0050 esitatavale teabele.
Unadjusted difference amounts refer to unadjusted differences between the trading system generated valuations and the valuations assessed during the monthly IPV process.
20 suurimat individuaalset mudeliriskiga seotud AVA ja vastav tooteteave esitatakse kahanevas järjekorras, alustades suurimast individuaalsest mudeliriskiga seotud AVAst.
No adjusted difference amounts in the books and records of the institution for the relevant month end date shall be included in the calculation of IPV difference.
Suurimatele individuaalsetele mudeliriskiga seotud AVAdele vastavate toodete esitamiseks kasutatakse usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 19 lõike 3 punktis a ette nähtud toodete loetelu.
0170 - 0250
Kui tooted on hindamismudeli ja mudeliriskiga seotud AVA seisukohast piisavalt ühesugused, koondatakse need ja kajastatakse ühel real, et maksimeerida selle vormi katvust seoses krediidiasutuse või investeerimisühingu kategooria tasandi mudeliriskiga seotud AVA kogusummaga.
Adjustments, sometimes also referred to as “reserves”, potentially applied in the institution’s accounting fair value that are made outside of the valuation model used to generate carrying amounts (excluding Deferral of day one gains and losses) and that can be identified as addressing the same source of valuation uncertainty as the relevant AVA.
Järjenumber on rea tunnus ja see peab tabeli iga rea puhul olema kordumatu.
They could reflect risk factors not captured within the valuation technique, that are in a form of a risk premium or exit cost and are compliant with the definition of Fair value.
See on numbrilises järjestuses (1, 2, 3 jne), kusjuures 1 määratakse suurimale individuaalsele mudeliriskiga seotud AVA-le, 2 suuruselt teisele AVA-le jne.
They should nevertheless be considered by market participants when setting a price.
Mudeli sisenimi (tähtnumbriline), mida krediidiasutus või investeerimisühing kasutab mudeli identifitseerimiseks.
(IFRS 13.9 and IFRS13.88)
Riskikategooria (intressimäärad, valuuta, krediit, aktsiad, kaubad), mis kõige asjakohasemalt kirjeldab toodet või tooterühma, mis on mudeliriskiga seotud väärtuse korrigeerimise aluseks.
Adjustment applied in the institution’s fair value to reflect the risk premium arising from the existence of a range of observed prices for equivalent instruments or, in respect of a market parameter input to a valuation model, the instruments from which the input has been calibrated, and thus that can be identified as addressing the same source of valuation uncertainty as the Market price uncertainty AVA.
Krediidiasutused ja investeerimisühingud märgivad järgmised koodid:
Adjustment applied in the institution’s fair value to adjust for the fact that the position level valuations do not reflect an exit price for the position or portfolio, in particular where such valuations are calibrated to a mid-market price, and thus that can be identified as addressing the same source of valuation uncertainty as the Close-out costs AVA.
IR – intressimäärad
Adjustment applied in the institution’s fair value to reflect market or product factors that are not captured by the model used to calculate daily position values and risks (“valuation model”) or to reflect an appropriate level of prudence given the uncertainty arising from the existence of a range of alternative valid models and model calibrations, and thus that can be identified as addressing the same source of valuation uncertainty as the Model risk AVA.
FX – valuuta
Adjustment applied in the institution’s fair value to reflect the fact that the aggregate position held by the institution is larger than normal traded volume or larger than the position sizes on which observable quotes or trades that are used to calibrate the price or inputs used by the valuation model are based, and thus that can be identified as addressing the same source of valuation uncertainty as the Concentrated positions AVA.
CR – krediit
Adjustment applied in the institution’s fair value to cover expected losses due to counterparty default on derivative positions (i.e. total Credit Valuation Adjustment “CVA” at institution level).
EQ – aktsiad
INVESTING AND FUNDING COSTS
CO – kaubad
Adjustment applied in the institution’s fair value to compensate where valuation models do not fully reflect the funding cost that market participants would factor into the exit price for a position or portfolio (i.e. total Funding Valuation Adjustment at institution level where an institution computes such adjustment, or alternatively, equivalent adjustment).
Sellise toote või tooterühma sisenimi (tähtnumbriline) kooskõlas usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 19 lõike 3 punktis a ette nähtud toodete loeteluga, mida on mudeli abil hinnatud.
FUTURE ADMINISTRATION COSTS
VAADELDAVUS
Adjustment applied in the institution’s fair value to reflect administrative costs that are incurred by the portfolio or position but are not reflected in the valuation model or the prices used to calibrate inputs to that model, and thus that can be identified as addressing the same source of valuation uncertainty as the Future administrative costs AVA.
Toote või tooterühma puhul selliste hinnavaatluste arv viimase kaheteistkümne kuu jooksul, mis vastavad mõnele järgmistest kriteeriumidest.
Adjustments applied in the institution’s fair value to reflect contractual or non-contractual early termination expectations that are not reflected in the valuation model, and thus that can be identified as addressing the same source of valuation uncertainty as the Early termination AVA.
Hinnavaatlus on hind, millega krediidiasutus või investeerimisühing tegi tehingu.
Adjustments applied in the institution’s fair value to reflect the risk premium that market participants would charge to compensate for operational risks arising from hedging, administration and settlement of contracts in the portfolio, and thus that can be identified as addressing the same source of valuation uncertainty as the Operational risk AVA.
See on kolmandate isikute vahel tegelikult tehtud tehingu kontrollitav hind.
DAY 1 P&L Adjustments to reflect instances where the valuation model plus all other relevant fair value adjustments applicable to a position or portfolio did not reflect the price paid or received at first day recognition, i.e. the deferral of day one gains and losses (IFRS 9.B5.1.2.A).
Hind on saadud kolmanda isiku esitatud spetsiaalsest hinnapakkumisest.
Description of the positions treated under Article 7(2)(b) of the Delegated Regulation (EU) 2016/101 on prudent valuation and the reason why it was not possible to apply Articles 9 to 17 thereof.
Krediidiasutused ja investeerimisühingud märgivad ühe järgmistest väärtustest: „mitte ühtegi“, „1–6“, „6–24“, „24–100“, „100+“.
Article 7(2) of the Delegated Regulation (EU) 2016/101 on prudent valuation
Usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 11 lõige 1
For each relevant category of AVAs referred to in columns 0010 to 0110, total AVAs computed under the Core approach as set out in Chapter 3 of t the Delegated Regulation (EU) 2016/101 on prudent valuation for fair-valued assets and liabilities included in the threshold computation in accordance with Article 4(1) of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Individuaalne mudeliriskiga seotud AVA enne diversifitseerimisest saadavat kasu, kuid pärast portfelli tasaarvestust, kui see on asjakohane.
This includes the diversification benefits reported in row 0140 in accordance with Articles 9(6), 10(7) and 11(7) of the Delegated Regulation (EU) 2016/101 on prudent valuation.
MILLEST: ARVUTATUD EKSPERDIPÕHISE MEETODI KOHASELT
For each relevant category of AVAs referred to in columns 0010 to 0110, share of total AVAs reported in row 0010 stemming from trading book positions (absolute value).
Veeru 0050 summad, mis on arvutatud usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 11 lõikes 4 määratletud eksperdipõhise meetodi kohaselt.
PORTFOLIOS UNDER ARTICLES 9 TO 17 — TOTAL CATEGORY LEVEL POST-DIVERSIFICATION
MILLEST: AGREGEERITUD 2.
Article 7(2)(a) of the Delegated Regulation (EU) 2016/101 on prudent valuation
MEETODI KOHASELT
For each relevant category of AVAs referred to in columns 0010 to 0110, total AVAs computed according to Articles 9 to 17 of the Delegated Regulation (EU) 2016/101 on prudent valuation for fair-valued assets and liabilities included in the threshold computation in accordance with Article 4(1) of the Delegated Regulation (EU) 2016/101 on prudent valuation, except fair-valued assets and liabilities subject to the treatment described in Article 7(2)(b) of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Veeru 0050 summad, mis on agregeeritud usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 lisas sätestatud 2. meetodi kohaselt.
This includes the AVAs computed in accordance with Articles 12 and 13 of the Delegated Regulation (EU) 2016/101 on prudent valuation that are reported in rows 0050 and 0060 and are included in market price uncertainty AVAs, close-out costs AVAs and model risk AVAs as set out in Articles 12(2) and 13(2) of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Lisa terminoloogia kohaselt on see FV – PV.
Row 0030 is therefore expected to be the difference between rows 0040 and 0140.
Selliste individuaalsete mudeliriskiga seotud AVAde panus kategooria tasandi mudeliriskiga seotud AVA kogusummasse, nagu arvutatakse vastavalt usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 artikli 11 lõikele 7, mis on agregeeritud usaldusväärset hindamist käsitleva delegeeritud määruse (EL) 2016/101 lisas sätestatud 2. meetodi kohaselt.
0040 - 0130
Lisa terminoloogia kohaselt vastab see APVA-le.
For rows 0090 to 0130, institutions shall allocate their fair-valued assets and liabilities included in the threshold computation in accordance with Article 4(1) of the Delegated Regulation (EU) 2016/101 on prudent valuation (trading book and non-trading book) according to the following risk categories: interest rates, foreign exchange, credit, equities, commodities.
0090-0100
To this end, institutions shall rely on their internal risk management structure and, following a mapping developed based on expert judgement, allocate their business lines or trading desks to the most appropriate risk category.
Selliste õiglases väärtuses hinnatavate varade ja kohustuste absoluutväärtus, mida on hinnatud veerus 0010 märgitud mudeli abil, nagu on kajastatud kohaldatava raamatupidamistava kohaselt koostatud finantsaruannetes.
AVAs, Fair Value Adjustments and other required information, which correspond to the allocated business lines or trading desks, shall then be allocated to the same relevant risk category, in order to provide at row level for each risk category a consistent overview of the adjustments performed both for prudential purposes and accounting purposes, as well as an indication of the size of the positions concerned (in terms of fair-valued assets and liabilities).
Selliste õiglases väärtuses hinnatavate varade absoluutväärtus, mida on hinnatud veerus 0010 märgitud mudeli abil, nagu on kajastatud kohaldatava raamatupidamistava kohaselt koostatud finantsaruannetes.
Where AVAs or other adjustments are computed at a different level of aggregation, in particular at firm level, institutions shall develop an allocation methodology of the AVAs to the relevant sets of positions.
Selliste õiglases väärtuses hinnatavate kohustuste absoluutväärtus, mida on hinnatud veerus 0010 märgitud mudeli abil, nagu on kajastatud kohaldatava raamatupidamistava kohaselt koostatud finantsaruannetes.
The allocation methodology shall lead to row 0040 being the sum of rows 0050 to 0130 for columns 0010 to 0100.
Korrigeerimata erinevuse summade („sõltumatu hinnakontrolli kohane erinevus“) summa, mis on arvutatud aruandekuupäevale kõige lähema kuu lõpu seisuga kapitalinõuete määruse artikli 105 lõike 8 kohaselt tehtud sõltumatu hinnakontrolli raames, võrreldes vastava toote või tooterühma parimate kättesaadavate sõltumatute andmetega.
Regardless of the approach applied, the information reported shall, as much as possible, be consistent at row level, since the information provided will be compared at this level (AVA amounts, upside uncertainty, fair-value amounts and potential fair-value adjustments).
Arvesse võetakse üksnes tulemusi, mis on kalibreeritud selliste instrumentide hindade alusel, mida kajastataks sama tootena (väljundite testimine).
The breakdown in rows 0090 to 0130 excludes the AVAs computed in accordance with Articles 12 and 13 of the Delegated Regulation (EU) 2016/101 on prudent valuation that are reported in rows 0050 and 0060 and are included in market price uncertainty AVAs, close-out costs AVAs and model risk AVAs as set out in Articles 12(2) and 13(2) of the Delegated Regulation (EU) 2016/101 on prudent valuation.
Arvesse ei võeta sisendite testimise tulemusi turuandmesisendite puhul, mida testitakse selliste tasemete suhtes, mida on kalibreeritud erinevate toodete alusel.