natgillin/translations-raw huggingface dataset:
The information requested refers to the own funds requirements determined in accordance with Part Three, Title II and Title IV of the CRR and the geographical location for credit exposures, securitisation exposures and trading book exposures relevant for the calculation of the institution specific counter-cyclical capital buffer (CCB) in accordance with Article 140 CRD (relevant credit exposures).
Opseg obrasca odnosi se na izloženosti za koje se iznosi izloženosti ponderirani rizikom izračunavaju u skladu s dijelom trećim glavom II. poglavljem 3. člancima od 151. do 157.
Information in template C 09.04 is requested for the ‘Total’ of relevant credit exposures across all jurisdictions where these exposures are located and individually for each of the jurisdictions in which relevant credit exposures are located.
CRR-a (IRB pristup).
The total figures as well as the information of each jurisdiction are reported in a separate dimension.
Obrascem CR IRB nisu obuhvaćeni sljedeći podaci:
The threshold set in Article 5 (a) (4) of this Regulation is not relevant for the reporting of this breakdown.
i. izloženosti na osnovi vlasničkih ulaganja, koje se iskazuju u obrascu CR EQU IRB;
In order to determine the geographical location, the exposures are allocated on an immediate obligor basis as provided for in Commission Delegated Regulation (EU) No 1152/2014 of 4 June 2014 with regard to regulatory technical standards on the identification of the geographical location of the relevant credit exposures for calculating institution-specific countercyclical capital buffer rates.
sekuritizacijske pozicije, koje se iskazuju u obrascima s detaljnijim podacima CR SEC SA, CR SEC IRB i/ili CR SEC;
Therefore CRM techniques do not change the allocation of an exposure to its geographical location for the purpose of reporting information set out in this template.
„ostala imovina”, u skladu s člankom 147. stavkom 2. točkom (g) CRR-a.
The value of the relevant credit exposures and their associated own-funds requirements determined in accordance with the instructions for the respective row.
Ponder rizika za tu kategoriju izloženosti treba odrediti na 100 % u svakom trenutku, izuzev gotovine u blagajni, istovjetnih gotovinskih stavki i izloženosti koje su ostatak vrijednosti imovine dane u zajam, u skladu s člankom 156.
Qualitative Information
CRR-a.
This information shall only be reported for the country of residence of the institution (the jurisdiction corresponding to its home Member State) and the ‘Total’ of all countries.
Iznosi izloženosti ponderirani rizikom za tu kategoriju izloženosti iskazuju se izravno u obrascu CA;
Institutions shall report either y or n in accordance with the instructions for the relevant row.
rizik prilagodbe kreditnom vrednovanju, koji se iskazuje u obrascu za CVA rizik;
010-020
Obrascem CR IRB ne propisuje se geografska raščlamba izloženosti u skladu s IRB pristupom prema boravištu druge ugovorne strane.
Relevant credit exposures – Credit risk
Ta se raščlamba iskazuje u obrascu CR GB.
Exposure value determined in accordance with Article 111 CRR for relevant credit exposures defined in accordance with Article 140(4)(a) CRD.
„NE” = ako se upotrebljavaju nadzorne procjene LGD-a i kreditnih konverzijskih faktora (osnovni IRB pristup)
The exposure value of securitisation positions in the banking book under the Standardised Approach shall be excluded from this row and reported in row 050.
„DA” = ako se upotrebljavaju vlastite procjene LGD-a i kreditnih konverzijskih faktora (napredni IRB pristup)
Exposure value determined in accordance with Article 166 CRR for relevant credit exposures defined in accordance with Article 140(4)(a) CRD.
U svakom slučaju, za izvješćivanje o portfeljima izloženosti prema stanovništvu potrebno je iskazati „DA”.
The exposure value of securitisation positions in the banking book under the IRB Approach shall be excluded from this row and reported in row 060
Ako institucija upotrebljava vlastite procjene LGD-a za izračun iznosa izloženosti ponderiranih rizikom za dio svojih izloženosti u skladu s IRB pristupom i nadzorne procjene LGD-a za izračun iznosa izloženosti ponderiranih rizikom za drugi dio izloženosti u skladu s IRB pristupom, potrebno je iskazati obrazac s ukupnim podacima CR IRB za pozicije u skladu s osnovnim IRB pristupom i obrazac s ukupnim podacima CR IRB za pozicije u skladu s naprednim IRB pristupom.
030-040
Raščlamba obrasca CR IRB
Relevant credit exposures defined in accordance with Article 140(4)(b) CRD.
CR IRB čine dva obrasca.
Sum of net long and net short positions according to Article 327 CRR of relevant credit exposures defined in accordance with Article 140(4)(b) CRD under Part Three, Title IV, Chapter 2 CRR:
CR IRB 1 sadržava opći pregled izloženosti u skladu s IRB pristupom i različite metode izračuna ukupnih iznosa izloženosti riziku te raščlambu ukupnih izloženosti prema vrsti izloženosti.
exposures to debt instruments other than securitisation,
CR IRB 2 sadržava raščlambu ukupnih izloženosti raspoređenih u rejting-kategorije dužnika ili skupove izloženosti.
exposures to securitisation positions in the trading book,
Obrasci CR IRB 1 i CR IRB 2 iskazuju se zasebno za sljedeće kategorije i potkategorije izloženosti:
exposures to correlation trading portfolios,
Ukupno
exposures to equity securities, and
(Obrazac s ukupnim podacima mora se iskazati za osnovni IRB pristup i zasebno za napredni IRB pristup.)
exposures to CIUs if capital requirements are calculated according to Article 348 CRR.
Središnje banke i središnje države
Value of trading book exposures under internal model approaches
(članak 147. stavak 2. točka (a) CRR-a)
For relevant credit exposures defined in accordance with Article 140(4)(b) CRD under Part Three, Title IV, Chapter 2 and Chapter 5 CRR, the sum of the following shall be reported:
(članak 147. stavak 2. točka (b) CRR-a)
Fair value of non-derivative positions, that represent relevant credit exposures as defined in Article 140(4)(b) CRD, determined in accordance with Article 104 CRR.
) Trgovačka društva – MSP
Notional value of derivatives, that represent relevant credit exposures as defined in accordance with Article 140(4)(b) CRD.
(članak 147. stavak 2. točka (c) CRR-a)
Relevant credit exposures – Securitisation positions in the banking book
) Trgovačka društva – specijalizirano financiranje
Relevant credit exposures defined in accordance with Article 140(4)(c) CRD.
(članak 147. stavak 8.
Exposure value determined in accordance with Article 246 CRR for relevant credit exposures defined in accordance with Article 140(4)(c) CRD.
CRR-a)
070-110
) Trgovačka društva – ostalo
The sum of rows 080, 090 and 100.
(sva trgovačka društva u skladu s člankom 147. stavkom 2. točkom (c) koja nisu iskazana u stavkama 4.1 i 4.2).
Own funds requirements determined in accordance with Part Three, Title II, Chapter 1 to 4 and Chapter 6 CRR for relevant credit exposures, defined in accordance with Article 140(4)(a) of CRD, in the country in question.
) Stanovništvo – izloženosti osigurane nekretninama MSP-ova
Own fund requirements for securitisation positions in the banking book shall be excluded from this row and reported in row 100.
(izloženosti obuhvaćene člankom 147. stavkom 2. točkom (d) u vezi s člankom 154. stavkom 3.
The own-funds requirements are 8 % of the risk-weighted exposure amount determined according to the provisions of Part Three, Title II, Chapter 1 to 4 and Chapter 6 of the CRR.
CRR-a koje su osigurane nekretninama).
Own funds requirements determined in accordance with Part Three, Title IV, Chapter 2 of CRR for specific risk, or in accordance with Part Three, Title IV, Chapter 5 of CRR for incremental default and migration risk for relevant credit exposures, defined in accordance with Article 140(4)(b) of CRD, in the country in question.
) Stanovništvo – izloženosti osigurane nekretninama osoba koje nisu MSP-ovi
The own funds requirements for relevant credit exposures under the market risk framework include, among others, the own fund requirements for securitisation positions under Part Three, Title IV, Chapter 2 CRR and the own funds requirements for exposures to Collective Investment Undertakings determined in accordance with Article 348 CRR.
(izloženosti obuhvaćene člankom 147. stavkom 2. točkom (d) CRR-a koje su osigurane nekretninama i nisu iskazane u stavci 5.1).
Own funds requirements determined in accordance with Part Three, Title II, Chapter 5 CRR for relevant credit exposures defined in accordance with Article 140(4)(c) CRD in the country in question.
) Stanovništvo – kvalificirane obnovljive izloženosti
The own-funds requirements are 8 % of the risk-weighted exposure amount determined according to the provisions of Part Three, Title II, Chapter 5 CRR.
(članak 147. stavak 2. točka (d) u vezi s člankom 154. stavkom 4.
The weight applied to the countercyclical buffer rate in each country is calculated as a ratio of own fund requirements, determined as follows:
CRR-a)
Numerator: The total own funds requirements that relates to the relevant credit exposures in the country in question [r070; c010 country sheet],
) Stanovništvo – ostalo, MSP-ovi
Denominator: The total own funds requirements that relate to all credit exposures relevant for the calculation of the countercyclical buffer in accordance with Article 140(4) of CRD [r070; c010; ‘Total’].
(izloženosti u skladu s člankom 147. stavkom 2. točkom (d) koje nisu iskazane u stavkama 5.1 i 5.3).
Information on the Own fund requirements weights shall not be reported for the ‘Total’ of all countries.
) Stanovništvo – ostali ne–MSP-ovi
Countercyclical buffer rates
(izloženosti u skladu s člankom 147. stavkom 2. točkom (d) koje nisu iskazane u stavkama 5.2 i 5.3).
Countercyclical capital buffer rate set for the country in question by the Designated Authority of that country in accordance with Article 136, 137, 138 and 139 CRD.
C 08.01 – Kreditni rizik, kreditni rizik druge ugovorne strane i slobodne isporuke: IRB pristup kapitalnim zahtjevima (CR IRB 1)
This row should be left empty when no countercyclical buffer rate was set for the country in question by the Designated Authority of that country.
INTERNI REJTING-SUSTAV/PD RASPOREĐEN U REJTING-KATEGORIJU DUŽNIKA ILI SKUP IZLOŽENOSTI (%)
Countercyclical capital buffer rates that were set by the Designated Authority, but are not yet applicable in the country in question at the reporting reference date shall not be reported.
PD raspoređen u rejting-kategoriju dužnika ili skup izloženosti temelji se na odredbama članka 180.
Information on the Countercyclical capital buffer rate set by the Designated Authority shall not be reported for the ‘Total’ of all countries.
CRR-a.
Countercyclical capital buffer rate applicable for the country in question which was set by the Designated Authority of the country of residence of the institution, in accordance with Article 137, 138, 139 and Article 140(1), (2) and (3) CRD.
Za svaku pojedinu rejting-kategoriju ili skup iskazuje se PD raspoređen u specifičnu rejting-kategoriju dužnika ili skup izloženosti.
Countercyclical capital buffer rates that are not yet applicable at the reporting reference date shall not be reported.
Za vrijednosti koje odgovaraju agregiranju rejting-kategorija dužnika ili skupova izloženosti (npr. ukupne izloženosti) dostavlja se ponderirani prosjek izloženosti PD-ova raspoređenih u rejting-kategoriju dužnika ili skupove izloženosti uključen u agregiranje.
Information on the Countercyclical capital buffer rate applicable in the country of the institution shall not be reported for the ‘Total’ of all countries.
Vrijednost izloženosti (stupac 110) upotrebljava se za izračun izloženošću ponderiranog prosječnog PD-a.
Institution-specific countercyclical capital buffer rate, determined in accordance with Article 140(1) CRD.
Za svaku pojedinu rejting-kategoriju ili skup iskazuje se PD raspoređen u specifičnu rejting-kategoriju dužnika ili skup izloženosti.
The institution-specific countercyclical capital buffer rate is calculated as the weighted average of the countercyclical buffer rates that apply in the jurisdictions where the relevant credit exposures of the institution are located or are applied for the purposes of Article 140 by virtue of Article 139(2) or (3) CRD.
Svi iskazani parametri rizika izvode se iz parametara rizika upotrijebljenih u internom rejting-sustavu koji je odobrilo nadležno tijelo.
The relevant countercyclical buffer rate is reported in [r120; c020; country sheet], or [r130; c020; country sheet] as applicable.
Rejting-skala za nadzor ne namjerava se uvesti niti je poželjna.
The weight applied to the countercyclical buffer rate in each country is the share of own funds requirements in total own funds requirements, and is reported in [r110; c020; country sheet].
Ako institucija koja izvješćuje primjenjuje jedinstveni rejting-sustav ili može izvješćivati u skladu s internom rejting-skalom, upotrebljava se ta skala.
Information on the institution-specific countercyclical capital buffer rate shall only be reported for the ‘Total’ of all countries and not for each country separately.
U suprotnom se različiti rejting-sustavi spajaju i određuju u skladu sa sljedećim kriterijima: rejting-kategorije dužnika različitih rejting-sustava grupiraju se i određuju od nižeg PD-a raspoređenog u svaku rejting-kategoriju dužnika prema višem.
150 - 160
Ako institucija upotrebljava veliki broj rejting-kategorija ili skupova, s nadležnim tijelima može se dogovoriti iskazivanje smanjenog broja rejting-kategorija ili skupova.
Use of the 2 % threshold
Institucije unaprijed kontaktiraju s nadležnim tijelom ako žele iskazati drukčiji broj rejting-kategorija u odnosu na interni broj rejting-kategorija.
In accordance with Article 2(5)(b) of Commission Delegated Regulation (EU) No 1152/2014, foreign general credit risk exposures, whose aggregate does not exceed 2 % of the aggregate of the general credit, trading book and securitisation exposures of that institution, may be allocated to the institutions' home Member State.
Za potrebe ponderiranja prosječnog PD-a vrijednost izloženosti iskazuje se u stupcu 110.
The aggregate of the general credit, trading book and securitisation exposures is calculated by excluding the general credit exposures located in accordance with Article 2(5) point (a) and Article 2(4) of Commission Delegated Regulation (EU) No 1152/2014.
Sve izloženosti, uključujući izloženosti sa statusom neispunjavanja obveza, potrebno je uzeti u obzir za potrebe izračuna izloženošću ponderiranog prosječnog PD-a (npr. za „ukupne izloženosti”).
If the institution makes use of this derogation, it shall indicate ‘y’ in the table for the jurisdiction corresponding to its home Member State and for the ‘Total’ of all countries.
Izloženosti sa statusom neispunjavanja obveza izloženosti su raspoređene u zadnju rejting-kategoriju/kategorije s PD-om od 100 %.
If an institution does not make use of this derogation, it shall indicate ‘n’ in the respective cell.
Institucije iskazuju vrijednost izloženosti prije uzimanja u obzir bilo kakvih vrijednosnih usklađenja, rezervacija, učinaka na temelju tehnika smanjenja kreditnog rizika ili kreditnih konverzijskih faktora.
In accordance with Article 3(3) of Commission Delegated Regulation (EU) No 1152/2014, institutions may allocate trading book exposures to their home Member State, if the total trading book exposures do not exceed 2 % of their total general credit, trading book and securitisation exposures.
Vrijednost originalne izloženosti iskazuje se u skladu s člankom 24.
C 10.01 AND C 10.02 – EQUITY EXPOSURES UNDER THE INTERNAL RATINGS BASED APPROACH (CR EQU IRB 1 AND CR EQU IRB 2)
CRR-a i člankom 166. stavcima 1., 2. i od 4. do 7.
The CR EQU IRB template consists of two templates: CR EQU IRB 1 provides a general overview of IRB exposures of the equity exposure class and the different methods to calculate total risk exposure amounts.
CRR-a.
CR EQU IRB 2 provides a breakdown of total exposures assigned to obligor grades in the context of the PD/LGD approach.
Učinak koji proizlazi iz članka 166. stavka 3.
‘CR EQU IRB’ refers to both ‘CR EQU IRB 1’ and ‘CR EQU IRB 2’ templates, as applicable, in the following instructions.
CRR-a (učinak bilančnog netiranja kredita i depozita) iskazuje se zasebno kao materijalna kreditna zaštita i stoga se njime ne smanjuje originalna izloženost.
The CR EQU IRB template provides information on the calculation of risk weighted exposure amounts for credit risk (Article 92(3) point (a) of CRR) according to the IRB method (Part Three, Title II, Chapter 3 of CRR) for equity exposures referred to in Article 147(2) point (e) of CRR.
Raščlamba originalne izloženosti prije konverzijskih faktora za sve izloženosti definirane u skladu s člankom 142. stavcima 4. i 5.
According to Article 147(6) of CRR, the following exposures shall be assigned to the equity exposure class:
CRR-a na koje se primjenjuje viši koeficijent korelacije u skladu s člankom 153. stavkom 2.
non-debt exposures conveying a subordinated, residual claim on the assets or income of the issuer; or
Tehnike smanjenja kreditnog rizika kako su definirane u članku 4. točki 57.
debt exposures and other securities, partnerships, derivatives, or other vehicles, the economic substance of which is similar to the exposures specified in point (a).
CRR-a kojima se smanjuje kreditni rizik izloženosti zamjenom izloženosti kako je definirano u nastavku pod „ZAMJENA IZLOŽENOSTI ZBOG SMANJENJA KREDITNOG RIZIKA”.
Collective investment undertakings treated according to the simple risk weight approach as referred to in Article 152 of CRR shall also be reported in the CR EQU IRB template.
Nematerijalna kreditna zaštita: Vrijednosti kako su definirane u članku 4. točki 59.
In accordance with Article 151(1) of CRR, institutions shall provide the CR EQU IRB template when applying one of the three approaches referred to in Article 155 of CRR:
CRR-a.
the Simple Risk Weight approach,
Ako kolateral utječe na izloženost (npr. ako se upotrebljava za tehnike smanjenja kreditnog rizika s učincima zamjene na izloženost), njegova gornja granica određuje se na razini vrijednosti izloženosti.
the PD/LGD approach, or
JAMSTVA:
the Internal Models approach.
Kada se ne primjenjuju vlastite procjene LGD-a, dostavlja se prilagođena vrijednost (Ga) kako je definirana u članku 236.
Moreover, institutions applying the IRB approach shall also report in the CR EQU IRB template risk-weighted exposure amounts for those equity exposures which attract a fixed risk-weight treatment (without however being explicitly treated according to the Simple Risk Weight approach or the (temporary or permanent) partial use of the credit risk standardised approach (e.g. equity exposures attracting a risk-weight of 250 % in accordance with Article 48(4) of CRR, respectively a risk-weight of 370 % in accordance with Article 471(2) of CRR))).
CRR-a.
The following equity claims shall not be reported in the CR EQU IRB template:
Kada se primjenjuju vlastite procjene LGD-a (članak 183.
Equity exposures in the trading book (in case where institutions are not exempted from calculating own funds requirements for trading book positions according to Article 94 of CRR).
CRR-a, izuzev stavka 3.), iskazuje se relevantna vrijednost korištena u internom modelu.
Equity exposures subject to the partial use of the standardised approach (Article 150 of CRR), including:
Jamstva se iskazuju u stupcu 040 ako nije izvršena prilagodba LGD-a.
Grandfathered equity exposures according to Article 495(1) of CRR,
Ako je izvršena prilagodba LGD-a, iznos jamstva iskazuje se u stupcu 150.
Equity exposures to entities whose credit obligations are assigned a 0 % risk weight under the Standardised Approach, including those publicly sponsored entities where a 0 % risk weight can be applied (Article 150(1) point (g) of CRR),
U pogledu izloženosti na koje se primjenjuje tretman dvostrukog statusa neispunjavanja obveza, vrijednost nematerijalne kreditne zaštite iskazuje se u stupcu 220.
Equity exposures incurred under legislated programmes to promote specified sectors of the economy that provide significant subsidies for the investment to the institution and involve some form of government oversight and restrictions on the equity investments (Article 150(1) point (h) of CRR).
KREDITNE IZVEDENICE:
Equity exposures to ancillary services undertakings whose risk weighted exposure amounts may be calculated according to the treatment of ‘other non credit-obligation assets’ (in accordance with Article 155(1) of CRR).
Kada se ne primjenjuju vlastite procjene LGD-a, dostavlja se prilagođena vrijednost (Ga) kako je definirana u članku 216.
Equity claims deducted from own funds in accordance with Articles 46 and 48 of the CRR.
CRR-a.
Instructions concerning specific positions (applicable to both CR EQU IRB 1 and CR EQU IRB 2)
Kada se primjenjuju vlastite procjene LGD-a (članak 183.
The obligor grade is a row identifier and shall be unique for each row in the table.
CRR-a), iskazuje se relevantna vrijednost korištena u internim modelima.
PD ASSIGNED TO THE OBLIGOR GRADE (%)
Ako je izvršena prilagodba LGD-a, iznos kreditnih izvedenica iskazuje se u stupcu 160.
Institutions applying the PD/LGD approach report in column 010 the probability of default (PD) calculated in accordance with the provisions referred to in Article 165(1) of CRR.
U pogledu izloženosti na koje se primjenjuje tretman dvostrukog statusa neispunjavanja obveza, vrijednost nematerijalne kreditne zaštite iskazuje se u stupcu 220.
The PD assigned to the obligor grade or pool to be reported shall be in line with the minimum requirements as laid down in Part Three, Title II, Chapter 3, Section 6 of CRR.
Ako kolateral utječe na izloženost (npr. ako se upotrebljava za tehnike smanjenja kreditnog rizika s učincima zamjene na izloženost), njegova gornja granica određuje se na razini vrijednosti izloženosti.
For each individual grade or pool, the PD assigned to that specific obligor grade or pool shall be reported.
Kada se ne primjenjuju vlastite procjene LGD-a, primjenjuje se članak 232.
For figures corresponding to an aggregation of obligor grades or pools (e.g. ‘total exposures’) the exposure weighted average of the PDs assigned to the obligor grades or pools included in the aggregation shall be provided.
CRR-a
All exposures, including defaulted exposures are to be considered for the purpose of the calculation of the exposure weighted average PD.
Kada se primjenjuju vlastite procjene LGD-a, iskazuju se smanjenja kreditnog rizika koja ispunjavaju kriterije iz članka 212.
For the calculation of the exposure-weighted average PD, the exposure value taking into account unfunded credit protection (column 060) shall be used for weighting purposes.
CRR-a.
Institutions report in column 020 the original exposure value (pre conversion factors).
Iskazuje se relevantna vrijednost korištena u internom modelu.
According to the provisions laid down in Article 167 of CRR, the exposure value for equity exposures shall be the accounting value remaining after specific credit risk adjustments.
Iskazuje se u stupcu 060 ako nije izvršena prilagodba LGD-a.
The exposure value of off-balance sheet equity exposures shall be its nominal value after specific credit risk adjustments.
Ako je izvršena prilagodba LGD-a, iznos se iskazuje u stupcu 170.
Institutions also include in column 020 off balance sheet items referred to in Annex I of CRR assigned to the equity exposure class (e.g. ‘the unpaid portion of partly-paid shares’).
Odljevi odgovaraju pokrivenom dijelu originalne izloženosti prije konverzijskih faktora koji je odbijen od kategorije izloženosti dužnika i, prema potrebi, rejting-kategorije dužnika ili skupa izloženosti te naknadno raspoređen u kategoriju izloženosti pružatelja zaštite i, prema potrebi, rejting-kategoriju dužnika ili skup izloženosti.
Institutions applying the Simple Risk Weight approach or the PD/LGD approach (as referred to in Article 165(1) also consider the offsetting provisions referred to in Article 155(2) of CRR.
Taj se iznos smatra priljevom u kategoriju izloženosti pružatelja zaštite i, prema potrebi, rejting-kategorije dužnika ili skupove izloženosti.