natgillin/translations-raw huggingface dataset:
However, risk weighted exposures due to counterparty credit risk will be reported in the credit risk rows, while the risk weighted exposures due to market risk for this derivatives will be reported in the market risk row.
Pod uvjetom da je institucija sve svoje gubitke pripisala poslovnoj liniji definiranoj u članku 317. stavku 4. tablici 2.
Exposures to General governments that shall be risk-weighted in accordance with Part Three, Title II, Chapter 2 CRR, including exposures from the non-trading book for which the risk-weighting in accordance with that Chapter addresses counterparty credit risk.
CRR-a ili poslovnoj liniji „poslovne stavke” iz članka 322. stavka 3. točke (b) CRR-a, najveći pojedinačni gubitak jednak je najvećem gubitku iznad praga za svaku vrstu događaja i među svim poslovnim linijama.
Exposures to General governments that are central governments.
Navedene vrijednosti mogu biti veće od najvećeg pojedinačnog gubitka u svakoj poslovnoj liniji ako događaj utječe na različite poslovne linije.
These exposures are allocated to the ‘Central governments or central banks’ exposure class in accordance with Articles 112 and 114 CRR, as specified by the instructions for template C 07.00, with the exception of the specifications as regards the redistribution of exposures to General governments to other exposure classes due to the application of credit risk mitigation techniques with substitution effects on the exposure, which shall not apply.
najveći iskazani pojedinačni gubitak jednak je najvećoj vrijednosti iskazanoj u stupcima 010 – 070 ovog retka.
Exposures to General governments that are regional governments or local authorities.
Ako postoje događaji koji utječu na različite poslovne linije, iznos iskazan u r950, c080 može biti veći od iznosa „najvećeg pojedinačnog gubitka” prema poslovnoj liniji iskazanih u ostalim redcima stupca 080.
These exposures are allocated to the ‘Regional governments or local authorities’ exposure class in accordance with Articles 112 and 115 CRR, as specified by the instructions for template C 07.00, with the exception of the specifications as regards the redistribution of exposures to General governments to other exposure classes due to the application of credit risk mitigation techniques with substitution effects on the exposure, which shall not apply.
Iskazuje se zbroj pet najvećih bruto gubitaka za svaku vrstu događaja i među svim poslovnim linijama.
Exposures to General governments that are public sector entities.
Navedeni zbroj može biti veći od najvećeg zbroja pet najvećih gubitaka zabilježenih u svakoj poslovnoj liniji.
These exposures are allocated to the ‘Public sector entities’ exposure class in accordance with Articles 112 and 116 CRR, as specified by the instructions for template C 07.00, with the exception of the specifications as regards the redistribution of exposures to General governments to other exposure classes due to the application of credit risk mitigation techniques with substitution effects on the exposure, which shall not apply.
Navedeni zbroj potrebno je iskazati bez obzira na broj gubitaka.
Aggregate exposures to General government that are international organisations.
Pod uvjetom da je institucija sve svoje gubitke pripisala poslovnoj liniji definiranoj u članku 317. stavku 4. tablici 2.
These exposures are allocated to the ‘International Organisations’ exposure classes in accordance with Articles 112 and 118 CRR, as specified by the instructions for template C 07.00, with the exception of the specifications as regards the redistribution of exposures to General governments to other exposure classes due to the application of credit risk mitigation techniques with substitution effects on the exposure, which shall not apply.
CRR-a ili poslovnoj liniji „poslovne stavke” iz članka 322. stavka 3. točke (b) CRR-a odnosno ako je utvrdila vrste događaja za sve gubitke, za stupac 080 zbroj pet najvećih gubitaka jednak je zbroju pet najvećih gubitaka u cijeloj matrici, što znači da ne mora nužno biti jednak ni najvećoj vrijednosti „zbroja pet najvećih gubitaka” u retku 960 ni najvećoj vrijednosti „zbroja pet najvećih gubitaka” u stupcu 080.
Exposures to General governments that shall be risk-weighted in accordance with Part Three, Title II, Chapter 3 CRR, including exposures from the non-trading book for which the risk-weighting in accordance with that Chapter addresses counterparty credit risk.
Pod uvjetom da je institucija sve svoje gubitke pripisala poslovnoj liniji definiranoj u članku 317. stavku 4. tablici 2.
Exposures to General governments that are central governments and that are allocated to the ‘Central governments and central banks’ exposure class in accordance with Article 147(3)(a) CRR, as specified by the instructions for template C 08.01 and C 08.02, with the exception of the specifications as regards the redistribution of exposures to General governments to other exposure classes due to the application of credit risk mitigation techniques with substitution effects on the exposure, which shall not apply..
CRR-a ili poslovnoj liniji „poslovne stavke” iz članka 322. stavka 3. točke (b) CRR-a, ukupan izravan povrat gubitka jednak je jednostavnom agregiranju ukupnih izravnih povrata gubitka za svaku poslovnu liniju.
Regional governments or local authorities [Central governments and central banks]
Pod uvjetom da je institucija sve svoje gubitke pripisala poslovnoj liniji definiranoj u članku 317. stavku 4. tablici 2.
Exposures to General governments that are regional governments or local authorities and that are allocated to the ‘Central governments and central banks’ exposure class in accordance with Article 147(3)(a) CRR, as specified by the instructions for template C 08.01 and C 08.02, with the exception of the specifications as regards the redistribution of exposures to General governments to other exposure classes due to the application of credit risk mitigation techniques with substitution effects on the exposure, which shall not apply.
CRR-a ili poslovnoj liniji „poslovne stavke” iz članka 322. stavka 3. točke (b) CRR-a, ukupan povrat od osiguranja i drugih mehanizama za prijenos rizika jednak je jednostavnom agregiranju ukupnog povrata od osiguranja i drugih mehanizama za prijenos rizika za svaku poslovnu liniju.
Exposures to General governments that are regional governments or local authorities and that are allocated to the ‘Institutions’ exposure class in accordance with Article 147(4)(a) CRR, as specified by the instructions for template C 08.01 and C 08.02, with the exception of the specifications as regards the redistribution of exposures to General governments to other exposure classes due to the application of credit risk mitigation techniques with substitution effects on the exposure, which shall not apply.
C 17.02: Operativni rizik: Detaljne informacije o najvećim štetnim događajima iz prethodne godine (OPR DETALJNIJI PODACI 2)
Public sector entities [Central governments and central banks]
U obrascu C 17.02 navode se informacije o pojedinačnim štetnim događajima (jedan redak po događaju).
Exposures to General governments that are public sector entities in accordance with Article 4(8) CRR and that are allocated to the ‘Central governments and central banks’ exposure class in accordance with Article 147(3)(a) CRR, as specified by the instructions for template C 08.01 and C 08.02, with the exception of the specifications as regards the redistribution of exposures to General governments to other exposure classes due to the application of credit risk mitigation techniques with substitution effects on the exposure, which shall not apply.
Informacije koje se navode u ovom obrascu odnose se na „nove događaje”, odnosno događaje povezane s operativnim rizikom.
Exposures to General governments that are public sector entities in accordance with Article 4(8) CRR and that are allocated to the ‘Institutions’ exposure class in accordance with Article 147(4)(b) CRR, as specified by the instructions for template C 08.01 and C 08.02, with the exception of the specifications as regards the redistribution of exposures to General governments to other exposure classes due to the application of credit risk mitigation techniques with substitution effects on the exposure, which shall not apply.
Iskazuju se samo događaji koji podrazumijevaju iznos bruto gubitka u vrijednosti od 100000 EUR ili više.
International Organisations [Central governments and central banks]
Podložno primjeni tog praga, u obrazac se uključuju:
Exposures to General governments that are International Organisations and that are allocated to the ‘Central governments and central banks’ exposure class in accordance with Article 147(3)(a) CRR, as specified by the instructions for template C 08.01 and C 08.02, with the exception of the specifications as regards the redistribution of exposures to General governments to other exposure classes due to the application of credit risk mitigation techniques with substitution effects on the exposure, which shall not apply.
najveći događaj za svaku vrstu događaja pod uvjetom da je institucija utvrdila vrste događaja za gubitke i
Exposures to General governments that are International Organisations and that are allocated to the ‘Institutions’ exposure class in accordance with Article 147(4)(a) CRR, as specified by the instructions for template C 08.01 and C 08.02, with the exception of the specifications as regards the redistribution of exposures to General governments to other exposure classes due to the application of credit risk mitigation techniques with substitution effects on the exposure, which shall not apply.
barem deset najvećih preostalih događaja neovisno o tome je li utvrđena vrsta događaja prema iznosu bruto gubitka.
Exposures subject to market risk
Događaji se rangiraju na temelju bruto gubitka koji im se pripisuje.
Market risk exposures cover positions for which own funds requirements are calculated according to Title IV of Part Three CRR.
Događaj se uzima u obzir samo jedanput.
170-230
Identifikacijski broj događaja je identifikator retka i jedinstven je za svaki redak u tablici.
BREAKDOWN OF EXPOSURES BY RESIDUAL MATURITY
Ako je dostupan interni identifikacijski broj, institucije dostavljaju taj interni identifikacijski broj.
Residual maturity shall be computed in days between the contractual date of maturity and the reporting reference date for all positions.
U protivnome, identifikacijski broj navodi se numeričkim redoslijedom 1, 2, 3 itd.
Exposures to General governments shall be broken-down by residual maturity and allocated to the buckets provided as follows:
Računovodstveni datum
[0 - 3M [: Less than 90 days
Računovodstveni datum znači datum kada su gubitak ili rezerva/pričuva prvi put priznati u računu dobiti i gubitka u odnosu na gubitak od operativnog rizika.
[: Equal or greater than 90 days and less than 365 days
Datum događaja jest datum nastanka ili početka događaja povezanog s operativnim rizikom.
[: Equal or greater than 365 days and less than 730 days
Datum otkrića jest datum kada je institucija saznala za događaj povezan s operativnim rizikom.
[: Equal or greater than 730 days and less than 1095 days
Vrste događaja kako su definirane u članku 324.
[: Equal or greater than 1095 days and less than 1825 days
CRR-a.
[: Equal or greater than 1825 days and less than 3650 days
Bruto gubitak koji se odnosi na događaj kako je prethodno definirano u redcima 020, 120 itd.. obrasca C 17.01.
more: Equal or greater than 3650 days
Bruto gubitak koji se odnosi na događaj kako je prethodno definirano u redcima 020, 120 itd. obrasca C 17.01, isključujući izravne povrate koji se odnose na taj štetni događaj.
The data requested to the institutions in this template shall be reported on an accumulated basis for the natural year or report (i.e. since 1st of January of the current year).
080 – 160
‘Stand alone institutions’ are neither part of a group, nor consolidate themselves in the same country where they are subject to own funds requirements.
Bruto gubitak prema poslovnoj liniji
ANNEX III
Bruto gubitak kako je iskazan u stupcu 060 pripisuje se relevantnim poslovnim linijama kako su definirane u članku 317. i članku 322. stavku 3. točki (b) CRR-a.
ANNEX VII
Naziv pravnog subjekta kako je navedeno u stupcu 010 obrasca C 06.02 u kojemu se dogodio gubitak ili najveći udio gubitka ako je pogođeno nekoliko subjekata.
INSTRUCTIONS FOR THE REPORTING ON LOSSES STEMMING FROM LENDING COLLATERALISED BY IMMOVABLE PROPERTY
Oznaka LEI pravnog subjekta kako je navedeno u stupcu 025 obrasca C 06.02 u kojemu se dogodio gubitak ili najveći udio gubitka ako je pogođeno nekoliko subjekata.
This Annex contains additional instructions in relation to the tables included in Annex VI of this Regulation.
Poslovna jedinica ili korporativni odjel institucije u kojemu se dogodio gubitak ili najveći udio gubitka ako je pogođeno nekoliko poslovnih jedinica ili korporativnih odjela.
This Annex complements the instructions in format of references included in the tables in Annex VI.
Narativni opis događaja, prema potrebi općenit ili anonimiziran, koji bi trebao sadržavati barem informacije o samom događaju i informacije o pokretačima ili uzrocima događaja ako su poznati.
All the general instructions included in Part I of Annex II of this regulation shall also apply.
Navedene se upute odnose na obrasce za izvješćivanje o izračunu kapitalnih zahtjeva u skladu sa standardiziranim pristupom za valutni rizik (MKR SA FX), robni rizik (MKS SA COM), kamatni rizik (MKS SA TDI, MKR SA SEC, MKR SA CTP) i rizik vlasničkih instrumenata (MKS SA EQU).
Reporting scope
Osim toga, upute za obrazac za izvješćivanje o izračunu kapitalnih zahtjeva u skladu s pristupom internih modela (MKR IM) uključene su u ovom dijelu.
Data specified in Article 101(1) of CRR is subject to reporting by all institutions using immovable property for the purposes of Part Three, Title II of CRR.
Pozicijski rizik za dužnički ili vlasnički instrument dijeli se u dvije komponente radi izračuna kapitalnog zahtjeva povezanog s njim.
The template covers all national markets an institution/group of institution is exposed to (see Article 101(1) CRR).
Prva komponenta je specifični rizik — koji obuhvaća rizik promjene cijene spomenutog instrumenta radi faktora povezanih s izdavateljem ili, kad je riječ o izvedenicama, izdavateljem odnosnog instrumenta.
According to Article 101(2) sentence 3 the data shall be reported for each property market within the Union separately.
Druga komponenta obuhvaća opći rizik — to je rizik promjene cijene instrumenta zbog (kad je riječ o dužničkim instrumentima ili izvedenicama dužničkih instrumenata kojima se trguje) promjene razine kamatnih stopa ili (kad je riječ o vlasničkim instrumentima ili izvedenicama vlasničkih instrumenata) općih kretanja na tržištu vlasničkih instrumenata koja nisu povezana s posebnim karakteristikama pojedinih vrijednosnih papira.
Definitions
Opći tretman specifičnih instrumenata i postupaka netiranja naveden je u člancima od 326. do 333.
Definition of loss: “Loss” means “economic loss” as defined in Article 5(2) CRR, including losses stemming from leased property.
CRR-a.
The recovery flows stemming from other sources (e.g. bank guarantees, life insurance, etc.) shall not be recognised when calculating losses stemming from immovable property.
C 18.00 – TRŽIŠNI RIZIK: STANDARDIZIRANI PRISTUP POZICIJSKIM RIZICIMA DUŽNIČKIH INSTRUMENATA KOJIMA SE TRGUJE (MKR SA TDI)
Losses of one position shall not be netted with the profit of a successful recovery of another position.
Ovim su obrascem obuhvaćene pozicije i povezani kapitalni zahtjevi za pozicijske rizike dužničkih instrumenata kojima se trguje u skladu sa standardiziranim pristupom (članak 102. i članak 105. stavak 1.
According to the definition of Article 5(2) CRR, for exposures secured by residential and commercial property the calculation of economic loss should start from outstanding exposure value at reporting date and should include at least: (i) proceeds from collateral realisation; (ii) direct costs (including interest rates payments and workouts costs linked to the liquidation of the collateral); and (iii) indirect costs (including operating costs of the workout unit).
CRR-a).
All components need to be discounted to the reporting reference date.
Različiti rizici i metode dostupni u skladu s CRR-om raspoređeni su u redcima.
Exposure value: The exposure value follows the rules stipulated in Part Three, Title II of CRR (see Chapter 2 for institutions using the standardised approach, and Chapter 3 for institutions using the IRB approach).
Specifični rizik povezan s izloženostima uključenima u obrasce MKR SA SEC i MKR SA CTP potrebno je iskazati samo u obrascu s ukupnim podacima MKR SA TDI.
Property value: The property value follows the rules stipulated in Part Three, Title II of CRR
Kapitalni zahtjevi iskazani u navedenim obrascima prenose se u rubriku 325;060 (sekuritizacije) odnosno 330;060 (korelacijski portfelj namijenjen trgovanju)..
F/X effect: The reporting currency shall be used with the exchange rate at the reporting date.
Obrazac je potrebno popuniti zasebno za „ukupne podatke”, uključujući prethodno definirani popis sljedećih valuta: EUR, ALL, BGN, CZK, DKK, EGP, GBP, HRK, HUF, ISK, JPY, MKD, NOK, PLN, RON, RUB, RSD, SEK, CHF, TRY, UAH, USD i jedan preostali obrazac za sve ostale valute.
Moreover, the estimates of the economic losses should consider the F/X effect if the exposure or collateral is denominated in different currency.
SVE POZICIJE (DUGE I KRATKE)
Geographical breakdown
Članak 102. i članak 105. stavak 1.
Following the reporting scope, the CR IP Losses reporting shall consist of the following templates:
CRR-a.
one total template
To su bruto pozicije koje nisu netirane instrumentima, ali isključujući pozicije proizišle iz pružanja usluge provedbe ponude odnosno prodaje financijskih instrumenata uz obvezu otkupa koje su upisane ili su predmet potpokroviteljstva trećih strana (članak 345. druga rečenica CRR-a).
one template for each national market in the Union where the institution is exposed to, and
CRR-a.
one template aggregating the data for all national markets outside the Union where the institution is exposed to.
Za razliku između dugih i kratkih pozicija, koja se primjenjuje i na te bruto pozicije, vidjeti članak 328. stavak 2.
Reporting of exposures and losses
CRR-a.
Exposures: All exposures that are treated according to Part Three, Title II of CRR and where the collateral is used to reduce the risk-weighted exposure amount are reported in CR IP Losses.
NETO POZICIJE (DUGE I KRATKE)
This also means that in case the risk mitigation effect of immovable property is only used for internal purposes (i.e. under Pillar 2) or for large exposures (see Part Four CRR), the exposures and losses concerned must not reported.
Članci od 327. do 329. i članak 334.
Losses: The institution which has the exposure by the end of the reporting period shall report the losses.
CRR-a.
Losses shall be reported as soon as provisions are to be booked according to accounting rules.
Za razliku između dugih i kratkih pozicija vidjeti članak 328. stavak 2.
Also estimated losses should be reported.
CRR-a.
Loss data shall be collected on a loan-by-loan basis, i.e. aggregation of individual loss data stemming from exposures collateralised by immovable property.
Neto pozicije koje, u skladu s različitim pristupima koji se razmatraju u dijelu 3. glavi IV. poglavlju 2.
Reference date: The exposure value at default should be used for reporting of losses.
CRR-a dobivaju kapitalni zahtjev.
Losses should be reported for all defaults on loans secured by real estate property that occur during the respective reporting period and irrespective of whether the work out is completed during the period or not.
Kapitalni zahtjev za sve relevantne pozicije u skladu s dijelom 3. glavom IV. poglavljem 2.
Loss data reported as of 30 June shall refer to the period 1 January until 30 June and loss data reported as of 31 December shall refer to the whole calendar year.
CRR-a
Since there may be a long time lag between default and loss realisation, loss estimates (which includes incomplete workout process) shall be reported in cases where the workout has not been completed within the reporting period.
Članak 92. stavak 4. točka (b) CRR-a.
For all defaults observed within the reporting period, there are three scenarios: (i.) defaulted loan can be restructured so that it is no longer treated as in default (no loss observed); (ii.) realization of all collateral is completed (completed workout, actual loss known); or (iii.) incomplete workout (loss estimates to be used).
Rezultat množenja kapitalnih zahtjeva sa 12,5.
Loss reporting shall include only losses stemming from scenario (ii.) realisation of collateral (observed losses) and scenario (iii.) incomplete workout (estimates of losses).
Pozicije u dužničkim instrumentima kojima se trguje u knjizi trgovanja i njihovi odgovarajući kapitalni zahtjevi za pozicijski rizik u skladu s člankom 92. stavkom 3. točkom (b) podtočkom i.
As losses shall be reported only for exposures having defaulted during the reporting period, changes to losses of exposures having defaulted during previous reporting periods will not be reflected in the reported data.
CRR-a i dijelom 3. glavom IV. poglavljem 2.
I.e. proceeds from the realisation of the collateral at a later reporting period or lower realised costs than previously estimated shall not be reported.
CRR-a iskazuju se ovisno o kategoriji rizika, dospijeću i korištenom pristupu.
Role of the valuation of the property: The latest valuation of the property before the default date of the exposure is needed as reference date for reporting the part of exposure secured by mortgages on immovable property.
OPĆI RIZIK
After default, the property might be re-valued.
Izvedenice uključene u izračun kamatnog rizika pozicija iz knjige trgovanja, uzimajući u obzir članke od 328. do 331. ako su primjenjivi.
This new value should however not be relevant for identifying the part of the exposure which was originally fully (and completely) secured by the mortgages on immovable property.
Instrumenti osim izvedenica uključeni u izračun kamatnog rizika pozicija iz knjige trgovanja.
However the new value of the property shall be considered in economic loss reporting (a reduced property value is part of economic costs).
PRISTUP KOJI SE TEMELJI NA DOSPIJEĆU
In other words, the latest valuation of the property before the default date shall be used to determine which part of the loss shall be reported in cell 010 (identification of exposure values which is fully and completely secured) and the re-valued property value for the amount to be reported (estimation a possible workout from collateral) in cells 010 and 030.
Pozicije u dužničkim instrumentima kojima se trguje koje podliježu pristupu koji se temelji na dospijeću u skladu s člankom 339. stavcima od 1. do 8.
Treatment of loan sales during the reporting period: The institution which has the exposure by the end of the reporting period shall report losses, but only if a default for that exposure was identified.
CRR-a i odgovarajućim kapitalnim zahtjevima iz članka 339. stavka 9.
Sum of losses stemming from lending up to the reference percentages
CRR-a.
Article 101(1) points a) and point (d) of CRR respectively,
Pozicije se dijele prema zonama 1, 2 i 3, a one prema dospijeću instrumenata.
Market value and mortgage lending value according to Article 4(74) and (76) of CRR
OPĆI RIZIK PRISTUP KOJI SE TEMELJI NA TRAJANJU
This column collects all losses stemming from lending collateralised by residential property or by commercial immovable property up to the part of exposure treated as fully and completely secured according to Article 124 paragraph 1 of CRR.
Pozicije u dužničkim instrumentima kojima se trguje koje podliježu pristupu koji se temelji na trajanju u skladu s člankom 340. stavcima od 1. do 6.
Of which: immovable property valued with mortgage lending value
CRR-a i odgovarajućim kapitalnim zahtjevima iz članka 340. stavka 7.
Reporting of those losses, where the value of the collateral has been calculated as mortgage lending value.
CRR-a.
Sum of overall losses
Pozicija se dijeli prema zonama 1, 2 i 3.
Article 101(1) point (b) and point (e) CRR respectively
Zbroj iznosa iskazanih u redcima 251, 325 i 330