natgillin/translations-raw huggingface dataset:
Credit derivatives (protection sold) – Notional amount
PRISTUP LJESTVICE DOSPIJEĆA
This is the sum of cells 030;070 and 040;070.
Pozicije u robi koje podliježu pristupu ljestvici dospijeća iz članka 359.
Credit derivatives (protection sold) – Capped notional amount
CRR-a
This cell provides the notional amount referenced by the credit derivatives (protection sold) as in 020; 070 after reduction by any negative fair value changes that have been incorporated in Tier 1 capital with respect to the written credit derivative.
PROŠIRENI PRISTUP LJESTVICE DOSPIJEĆA
Credit derivatives (protection sold), which are subject to a close-out clause – Add-on under the mark-to-market method (assuming no netting or other CRM)
Pozicije u robi koje podliježu proširenom pristupu ljestvici dospijeća iz članka 361.
Article 299(2) of the CRR
CRR-a
This cell 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 other CRM.
POJEDNOSTAVLJENI PRISTUP
Institutions shall not include in this cell the add-on for credit derivatives where the institution is selling credit protection to a counterparty not subject to a close-out clause.
Pozicije u robi koje podliježu pojednostavljenom pristupu iz članka 360.
Institutions shall instead include this in LR1;040;050.
CRR-a.
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.
Članak 358. stavak 4.
Institutions shall consider all credit derivatives, not just those assigned to the trading book.
CRR-a.
Credit derivatives (protection sold), which are subject to a close-out clause – Notional amount
Dodatni zahtjevi za opcije povezani s rizicima osim delta-rizika iskazuju se u metodi koja se upotrebljava za njihov izračun.
This cell provides the notional amount referenced by credit derivatives where the institution is selling credit protection to a counterparty subject to a close-out clause.
Ovaj obrazac sadržava raščlambu vrijednosti VaR i VaR u stresnim uvjetima (sVaR) prema različitim tržišnim rizicima (za dužničke, vlasničke, valutne i robne instrumente) i ostale informacije koje su relevantne za izračun kapitalnih zahtjeva.
Credit derivatives (protection sold), which are not subject to a close-out clause – Add-on under the mark-to-market method (assuming no netting or other CRM)
Općenito, izvješćivanje ovisi o strukturi modela institucija, odnosno iskazuju li vrijednosti za opći i specifični rizik zasebno ili zajedno.
This cell provides the potential future exposure of credit derivatives where the institution is selling credit protection to a counterparty not subject to a ‘close-out clause’ assuming no netting or other CRM.
Isto vrijedi za raščlanjivanje vrijednosti VaR/VaR u stresnim uvjetima u kategorije rizika (kamatni rizik, rizik vlasničkih instrumenata, robni rizik i valutni rizik).
Credit derivatives (protection sold), which are not subject to a close-out clause – Notional amount
Institucija može odustati od iskazivanja prethodno navedenog raščlanjivanja ako dokaže da bi iskazivanje tih vrijednosti bilo preveliko opterećenje.
This cell provides the notional amount referenced by credit derivatives where the institution is selling credit protection to a counterparty not subject to a ‘close-out clause’.
Najveći mogući gubitak koji bi proizišao iz promjene cijene uz danu vjerojatnost tijekom određenog razdoblja
Institutions shall consider all credit derivatives, not just those assigned to the trading book
Multiplikacijski faktor (mc) x prosjek vrijednosti VaR za prethodnih 60 radnih dana (VaRavg)
Credit derivatives (protection bought) – Accounting balance sheet value
Članak 364. stavak 1. točka (a) podtočka ii. i članak 365. stavak 1.
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.
Prethodni dan VaR (VaRt-1)
Credit derivatives (protection bought) – Accounting value assuming no netting or other CRM
Članak 364. stavak 1. točka (a) podtočka i. i članak 365. stavak 1.
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 CRM effects (i.e. any effects of accounting netting or CRM that have affected the accounting value shall be reversed).
050-060
Credit derivatives (protection bought) – Add-on under the mark-to-market method (assuming no netting or other CRM)
VaR u stresnim uvjetima Najveći mogući gubitak koji bi proizišao iz promjene cijene uz danu vjerojatnost tijekom određenog razdoblja dobiven primjenom ulaznih parametara koji su kalibrirani za povijesne podatke neprekinutog 12-mjesečnog razdoblja značajnog financijskog stresa vezano u portfelj institucije.
This cell provides the potential future exposure of credit derivatives where the institution is buying credit protection from a counterparty assuming no netting or other CRM.
Multiplikacijski faktor (ms) x prosjek za prethodnih 60 radnih dana (SVaRavg)
Credit derivatives (protection bought) – Notional amount
Članak 364. stavak 1. točka (b) podtočka ii. i članak 365. stavak 1.
This cell provides the notional amount referenced by credit derivatives where the institution is buying credit protection from a counterparty.
Najnoviji raspoloživi iznos (SVaRt-1)
Credit derivatives (protection bought) – Capped notional amount
Članak 364. stavak 1. točka (b) podtočka i. i članak 365. stavak 1.
This cell provides the notional amount referenced by credit derivatives (protection bought) as in 050;050 after reduction by any positive fair value changes that have been incorporated in Tier 1 capital with respect to the bought credit derivative.
CRR-a
Credit derivatives (protection bought) – Capped notional amount (same reference name)
Najveći mogući gubitak koji bi proizišao iz promjene cijene povezane s dodatnim rizikom nastanka statusa neispunjavanja obveza i migracijskim rizikom izračunatima u skladu s člankom 364. stavkom 2. točkom (b) u vezi s dijelom trećim glavom IV. poglavljem 5. odjeljkom 4.
The notional amount referenced by credit derivatives where the institution is buying credit protection on the same underlying reference name as those credit derivatives written by the reporting institution.
CRR-a.
For the purpose of reporting this cell value, underlying reference names are considered the same if they refer to the same legal entity and level of seniority.
Prosječna vrijednost u prethodnih 12 tjedana
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.
Članak 364. stavak 2. točka (b) podtočka ii. u vezi s dijelom trećim glavom IV. poglavljem 5. odjeljkom 4.
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.
CRR-a.
In other words, offsetting may only be recognised when the pool of reference entities and the level of subordination in both transactions are identical.
Najnovija vrijednost
For each reference name, the notional amounts of credit protection bought which are considered in this cell shall not exceed the amounts reported in 020;075 and 050;075.
Članak 364. stavak 2. točka (b) podtočka i. u vezi s dijelom trećim glavom IV. poglavljem 5. odjeljkom 4.
Financial derivatives – Accounting balance sheet value
CRR-a.
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.
Članak 364. stavak 3. točka (c) CRR-a
Financial derivatives – Accounting value assuming no netting or other CRM
= 8 % kapitalnog zahtjeva koji bi se izračunao u skladu s člankom 338. stavkom 1.
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 other CRM effects (i.e. any effects of accounting netting or CRM that have affected the accounting value shall be reversed).
CRR-a za sve pozicije uključene u kapitalni zahtjev za „sve cjenovne rizike”.
Financial derivatives – Add-on under the mark-to-market method (assuming no netting or other CRM)
PROSJEČNA VRIJEDNOST U PRETHODNIH 12 TJEDANA I NAJNOVIJA VRIJEDNOST
Article 274 of the CRR
Članak 364. stavak 3. točka (b).
This cell provides the regulatory potential future exposure of contracts listed in Annex II of the CRR assuming no netting or other CRM.
Članak 364. stavak 3. točka (a)
Financial derivatives — Notional amount
Kapitalni zahtjevi iz članka 364.
This cell provides the notional amount referenced by contracts listed in Annex II of the CRR.
CRR-a za sve faktore rizika, uzimajući u obzir učinke korelacije, ako je primjenjivo, uvećane za rizik nastanka statusa neispunjavanja obveza i migracijski rizik te sve cjenovne rizike za korelacijski portfelj namijenjen trgovanju, ali isključujući sekuritizacijske kapitalne zahtjeve za sekuritizaciju i kreditne izvedenice na osnovi n-tog nastanka statusa neispunjavanja obveza u skladu s člankom 364. stavkom 2.
SFTs covered by a master netting agreement – Accounting balance sheet value
Broj prekoračenja (za prethodnih 250 radnih dana)
Articles 4(1)(77) and 206 of the CRR
Iz članka 366.
The accounting balance sheet value of SFTs under the applicable accounting framework that are covered by a master netting agreement eligible under Article 206 of the CRR.
CRR-a.
Institutions shall instead include this in 090,010.
Multiplikacijski faktor za VaR (mc) i multiplikacijski faktor za SVaR (ms)
SFTs covered by a master netting agreement – Accounting value assuming no netting or other CRM
Iz članka 366.
Articles 4(77) and 206 of the CRR
CRR-a.
The accounting balance sheet value under the applicable accounting framework of SFTs that are covered by a master netting agreement eligible under Article 206 of the CRR where the contracts are recognised as an asset on the balance sheet assuming no prudential or accounting netting or other CRM effects (i.e. any effects of accounting netting or CRM that have affected the accounting value shall be reversed).
PRETPOSTAVLJENI ZAHTJEV ZA PRAG KORELACIJSKOG PORTFELJA NAMIJENJENOG TRGOVANJU – PONDERIRANE NETO DUGE/KRATKE POZICIJE NAKON PRIMJENE GORNJE GRANICE
Furthermore, where sale accounting is achieved for an SFT under the applicable accounting framework, institutions shall reverse all sales-related accounting entries.
Iznosi koji su iskazani i služe kao osnova za izračun kapitalnog zahtjeva za prag za sve cjenovne rizike u skladu s člankom 364. stavkom 3. točkom (c) CRR-a, uzimajući u obzir diskrecijsko pravo iz članka 335.
Institutions shall instead include this in 090,020.
CRR-a prema kojem institucija može ograničiti proizvod ponderiranja i neto pozicije na najviši mogući iznos gubitka povezan s rizikom nastanka statusa neispunjavanja obveza.
Securities financing transactions covered by a master netting agreement – Add-on for SFT
Ukupne pozicije odgovaraju dijelu pozicijskog, valutnog i robnog rizika iz članka 363. stavka 1.
Articles 206 of the CRR
CRR-a koji je povezan s faktorima rizika iz članka 367. stavka 2.
For SFTs, including those that are off-balance sheet, that are covered by a netting agreement that meets the requirements in Article 206 of the CRR, institutions shall form netting sets.
CRR-a.
For each netting set, institutions shall calculate the add-on for current counterparty exposure (CCE) in accordance with the formula
U pogledu stupaca od 030 do 060 (VaR i VaR u stresnim uvjetima), vrijednosti u retku s ukupnim podacima nisu jednake raščlanjivanju vrijednosti VaR/VaR u stresnim uvjetima na relevantne komponente rizika.
Where
Stoga raščlanjivanje pripada bilješkama.
i each transaction included in the netting set.
DUŽNIČKI INSTRUMENTI KOJIMA SE TRGUJE
for transaction i, the value Ei as defined in Article 220(3) of the CRR.
Dužnički instrumenti kojima se trguje odgovaraju dijelu pozicijskog rizika iz članka 363. stavka 1.
for transaction i, the value Ci as defined in Article 220(3) of the CRR.
CRR-a koji je povezan s faktorima kamatnog rizika iz članka 367. stavka 2.
Institutions shall aggregate the outcome of this formula for all netting sets and report the result in this cell.
DUŽNIČKI INSTRUMENTI KOJIMA SE TRGUJE – OPĆI RIZIK
SFTs not covered by a master netting agreement – Accounting balance sheet value
Opći rizik definiran u članku 362.
The accounting balance sheet value under the applicable accounting framework of SFTs that are not covered by a master netting agreement eligible under Article 206 of the CRR where the contracts are recognised as assets on the balance sheet.
CRR-a.
SFTs not covered by a master netting agreement — Accounting value assuming no netting or other CRM
DUŽNIČKI INSTRUMENTI KOJIMA SE TRGUJE – SPECIFIČNI RIZIK
The accounting balance sheet value under the applicable accounting framework of SFTs that are not covered by a master netting agreement eligible under Article 206 of the CRR where the contracts are recognised as assets on the balance sheet assuming no accounting netting or other CRM effects (i.e. any effects of accounting netting or CRM that have affected the accounting value shall be reversed).
Specifični rizik definiran u članku 362.
SFTs not covered by a master netting agreement – Add-on for SFT
CRR-a.
For SFTs, including those that are off-balance sheet, that are not covered by a master netting agreement eligible under Article 206 of the CRR, institutions shall form sets that consist of all assets included in a transaction (i.e. each SFT is treated as its own set), and shall determine for each set the add-on for current counterparty exposure (CCE) in accordance with the formula
VLASNIČKI INSTRUMENTI
E the value Ei as defined in Article 220(3) of the CRR.
Vlasnički instrumenti odgovaraju dijelu pozicijskog rizika iz članka 363. stavka 1.
C the value Ci as defined in Article 220(3) of the CRR.
CRR-a koji je povezan s faktorima rizika vlasničkih instrumenata iz članka 367. stavka 2.
Institutions shall aggregate the outcome of this formula for all of above-mentioned sets and report the result in this cell.
VLASNIČKI INSTRUMENTI – OPĆI RIZIK
Other assets – Accounting balance sheet value
VLASNIČKI INSTRUMENTI – SPECIFIČNI RIZIK
The accounting balance sheet value under the applicable accounting framework of all assets other than contracts listed in Annex II of the CRR, credit derivatives and SFTs.
VALUTNI RIZIK
Other assets – Accounting value assuming no netting or other CRM
Članak 363. stavak 1. i članak 367. stavak 2.
The accounting balance sheet value under the applicable accounting framework of all assets other than contracts listed in Annex II of the CRR, credit derivatives and SFTs assuming no accounting netting or other CRM effects (i.e. any effects of accounting netting or CRM that have affected the accounting value shall be reversed).
090 ROBNI RIZIK
Low risk off-balance sheet items in the RSA; of which – nominal value
100 UKUPAN IZNOS ZA OPĆI RIZIK
Article 111 of the CRR
Tržišni rizik do kojeg su dovela opća kretanja na tržištu dužničkih instrumenata kojima se trguje, vlasničkih instrumenata, valuta i robe.
This cell provides the nominal value of off-balance sheet items that would be assigned a 0 % credit conversion factor under the Standardised Approach to credit risk.
VaR za opći rizik svih faktora rizika (uzimajući u obzir učinke korelacije ako je primjenjivo).
This value shall not be reduced by specific credit risk adjustments.
UKUPAN IZNOS ZA SPECIFIČNI RIZIK
Revolving retail exposures; of which – Nominal value
Komponenta specifičnog rizika dužničkih instrumenata kojima se trguje i vlasničkih instrumenata.
Articles 111 and 154(4) of the CRR
VaR za specifični rizik vlasničkih instrumenata i dužničkih instrumenata kojima se trguje iz knjige trgovanja (uzimajući u obzir učinke korelacije ako je primjenjivo).
This cell provides the nominal value of off-balance sheet qualifying revolving retail exposures that meet the conditions set in points (a) to (c) of Article 154(4) of the CRR.
Članak 271.
This covers all exposures that are to individuals, are revolving and unconditionally cancellable as described in point (b) of Article 149 of the CRR, and are in total limited to EUR 100000 per obligor.
CRR-a u skladu s člankom 382.
Unconditionally cancellable credit cards commitments – Nominal value
CRR-a Ukupan EAD iz svih transakcija koje podliježu zahtjevu za CVA rizik
This cell provides the nominal value of credit cards commitments that are unconditionally cancellable at any time by the institution without prior notice (UCC) that would receive a 0 % credit conversion factor under the Standardised Approach to credit risk.
Od čega: OTC izvedenice
Institutions shall not include in this cell credit commitments that effectively provide for automatic cancellation due to deterioration in a borrower's creditworthiness but are not UCC.
Članak 271.
Non revolving unconditionally cancellable commitments – Nominal value
CRR-a u skladu s člankom 382. stavkom 1.
It provides the nominal value of other commitments that are unconditionally cancellable at any time by the institution without prior notice (UCC) and that would receive a 0 % credit conversion factor under the Standardised Approach to credit risk.
CRR-a Dio ukupne izloženosti kreditnom riziku druge ugovorne strane isključivo na osnovi OTC izvedenica.
Medium/low risk off-balance sheet items under the RSA – Nominal value
Informacije se ne zahtijevaju od institucija koje primjenjuju metodu internog modela i koje drže OTC izvedenice i transakcije financiranja vrijednosnim papirima u istom skupu za netiranje.
This cell provides the nominal value of off-balance sheet items that would be assigned a 20 % credit conversion factor under the Standardised Approach to credit risk.
Od čega: TRANSAKCIJE FINANCIRANJA VRIJEDNOSNIM PAPIRIMA
Medium risk off-balance sheet items under the RSA – Nominal value
Članak 271.
This cell provides the nominal value of off-balance sheet items that would be assigned a 50 % credit conversion factor under the Standardised Approach to credit risk.
CRR-a u vezi s člankom 382. stavkom 2.
Full risk off-balance sheet items under the RSA – Nominal value
CRR-a
This cell provides the nominal value of off-balance sheet items that would be assigned a 100 % credit conversion factor under the Standardised Approach to credit risk.
Dio ukupne izloženosti kreditnom riziku druge ugovorne strane isključivo na osnovi transakcija financiranja vrijednosnim papirima.
(memo item) Drawn amounts of revolving retail exposures – Nominal value
MULTIPLIKACIJSKI FAKTOR (mc) x PROSJEK ZA PRETHODNIH 60 RADNIH DANA (VaRavg)
Article 154(4) of the CRR
Članak 383.
This cell provides the nominal value of amounts drawn on off-balance sheet revolving retail exposures.
CRR-a u skladu s člankom 363. stavkom 1. točkom (d) CRR-a
(memo item) Drawn amounts on unconditionally cancellable credit card commitments – Nominal value
Izračun vrijednosti VaR temelji se na internim modelima za tržišni rizik.
This cell provides the nominal value of amounts drawn on unconditionally cancellable credit card commitments.
PRETHODNI DAN (VaRt-1)
(memo item) Drawn amounts on non-revolving unconditionally cancellable commitments – Nominal value
Vidjeti upute za stupac 040.
This cell provides the nominal value of amounts drawn on non-revolving unconditionally cancellable commitments.
NAJNOVIJI RASPOLOŽIVI IZNOS (SVaRt-1)
Cash collateral received in derivatives transactions – Accounting value assuming no netting or other CRM
Članak 92. stavak 3. točka (d) CRR-a
The accounting balance sheet value under the applicable accounting framework of cash collateral received in derivatives transactions assuming no accounting netting or other CRM effects (i.e. any effects of accounting netting or CRM that have affected the accounting value shall be reversed).
Kapitalni zahtjevi za CVA rizik izračunani odabranom metodom
For the purpose of this cell, cash is defined as the total amount of cash including coins and banknotes/currency.
Članak 92. stavak 4. točka (b) CRR-a
Total amount of deposits held with central banks is included to the extent that these deposits can be withdrawn in times of stress.
Kapitalni zahtjevi pomnoženi sa 12,5.
Institutions shall not report cash on deposit with other institutions in this cell.
Članak 382.
Receivables for cash collateral posted in derivatives transactions – Accounting value assuming no netting or other CRM
CRR-a
The accounting balance sheet value under the applicable accounting framework of receivables for cash collateral posted against derivatives transactions assuming no accounting netting or CRM effects (i.e. any effects of accounting netting or CRM that have affected the accounting value shall be reversed).
Broj drugih ugovornih strana uključenih u izračun kapitalnih zahtjeva za CVA rizik
Institutions that are permitted under the applicable accounting framework to net the receivable for cash collateral posted against the related derivative liability (negative fair value) and that elect to do so shall reverse out the netting and report the net cash receivable.
Druge ugovorne strane su podgrupa dužnika.
Securities received in an SFT that are recognised as an asset – Accounting value assuming no netting or other CRM
Postoje samo u slučaju transakcija izvedenicama ili transakcija financiranja vrijednosnim papirima u kojima su samo druga ugovorna strana.
The accounting balance sheet value under the applicable accounting framework of securities received in an SFT that are recognised as an asset under the applicable accounting framework assuming no accounting netting or other CRM effects (i.e. any effects of accounting netting or CRM that have affected the accounting value shall be reversed).
Od čega: zamjenska vrijednost upotrijebljena je za određivanje kreditne marže
SFT cash conduit lending (cash receivables) – Accounting value assuming no netting or other CRM
Broj drugih ugovornih strana kada je kreditna marža određena upotrebom zamjenske vrijednosti umjesto izravno zabilježenih tržišnih podataka
The accounting balance sheet value under the applicable accounting framework of the cash receivable for the cash on-lent to the securities owner in a qualifying cash conduit lending transaction (CCLT) assuming no accounting netting or other CRM effects (i.e. any effects of accounting netting or CRM that have affected the accounting value shall be reversed).
Računovodstvene odredbe na osnovi smanjene kreditne sposobnosti drugih ugovornih strana povezanih s izvedenicama
Institutions shall not report in this cell cash on deposit with other institutions.
Članak 386. stavak 1. točka (a) CRR-a
A CCLT is defined as a combination of two transactions where an institution borrows securities from the securities owner and on-lends securities to the securities borrower.
Ukupni zamišljeni iznosi ugovora o razmjeni na osnovi nastanka statusa neispunjavanja obveza jednog subjekta koji se upotrebljavaju kao zaštita za CVA rizik.
Concurrently, the institution receives cash collateral from the securities borrower and on-lends the cash received to the securities owner.
Članak 386. stavak 1. točka (b) CRR-a
A qualifying CCLT shall comply with all the following conditions:
Ukupni zamišljeni iznosi indeksa ugovora o razmjeni na osnovi nastanka statusa neispunjavanja obveza koji se upotrebljavaju kao zaštita za CVA rizik
both of the individual transactions which comprise the qualifying CCLT shall be effected on the same trade date, or for international transactions adjacent business days;
Zbroj redaka 020 – 040, prema potrebi