natgillin/translations-raw huggingface dataset:
For the total business lines, data on the number of events and the gross loss amount is also requested for certain ranges based on set thresholds, 10000, 20000, 100000, and 1000000.
CRR-a, države članice osiguravaju da nadležna tijela određuju razmjerni dodatni ponder rizika od najmanje 250 % pondera rizika (s gornjom granicom od 1250 %) koji bi se primjenjivao na relevantne sekuritizacijske pozicije u skladu s dijelom trećim glavom II. poglavljem 5. odjeljkom 3.
The thresholds are set in Euro amounts and are included for comparability purposes of the reported losses among institutions; therefore they do not necessarily relate with the minimum loss thresholds used for the internal loss data collection, to be reported in another section of the template.
CRR-a.
010-070
Taj dodatni ponder rizika može se osim institucijama ulagateljima odrediti i inicijatorima, sponzorima i izvornim zajmodavcima.
Institutions report the losses in the respective columns 010 to 070 according to the event types as defined in Article 324 CRR.
USKLAĐENJE IZNOSA IZLOŽENOSTI PONDERIRANOG RIZIKOM ZBOG ROČNIH NEUSKLAĐENOSTI Za ročne neusklađenosti u sintetskim sekuritizacijama uključuje se RW*-RW(SP), kako je definiran u članku 250.
Institutions that calculate their own funds requirement according to BIA may report those losses for which the event type is not identified in column 080 only.
Za ročne neusklađenosti u sintetskim sekuritizacijama uključuje se RW*-RW(SP), kako je definiran u članku 250.
In column 080, for each business line, institutions report the total ‘number of events (new events)’, the total of ‘gross loss amount (new events)’, the total ‘number of events subject to loss adjustments’, the total of ‘loss adjustments relating to previous reporting periods’, the ‘maximum single loss’, the ‘sum of the five largest losses’, the total of ‘total direct loss recovery’ and the total of ‘total recovery from insurance and other risk transfer mechanisms’.
CRR-a, izuzev u slučaju tranši na koje se primjenjuje ponder rizika 1250 % kada iznos koji je potrebno iskazati iznosi nula.
Provided that the institution has identified the event types for all losses, column 080 shows the simple aggregation of the number of loss events, the total gross loss amounts, the total loss recovery amounts and the ‘loss adjustments relating to previous reporting periods’ reported in columns 010 to 070.
UKUPAN IZNOS IZLOŽENOSTI PONDERIRAN RIZIKOM: PRIJE PRIMJENE GORNJE GRANICE/NAKON PRIMJENE GORNJE GRANICE Ukupan iznos izloženosti ponderiran rizikom izračunan u skladu s dijelom trećim, glavom II. poglavljem 5., odjeljkom 3.
The ‘maximum single loss’ reported in column 080 is the maximum single loss within a business line and identical to the maximum of the ‘maximum single losses’ reported in columns 010 to 070, provided that the institution has identified the event types for all losses.
UKUPAN IZNOS IZLOŽENOSTI PONDERIRAN RIZIKOM: PRIJE PRIMJENE GORNJE GRANICE/NAKON PRIMJENE GORNJE GRANICE
For the sum of the five largest losses, in column 080 the sum of the five largest losses within one business line is reported.
sekuritizacija stavki koje su trenutačno u statusu neispunjavanja obveza ili su povezane s visokorizičnim stavkama – ili članku 256. stavku 4.
Institutions report in the columns 090 and 100 the minimum loss thresholds they are using for the internal loss data collection in accordance with Article 322(3) point (c), last sentence CRR.
CRR-a – dodatni kapitalni zahtjevi pri sekuritizaciji obnovljivih izloženosti s odredbama o prijevremenoj isplati.
If the institution applies only one threshold for in each business line, only the column 090 shall be filled in.
BILJEŠKA: IZNOS IZLOŽENOSTI PONDERIRAN RIZIKOM KOJI ODGOVARA ODLJEVIMA IZ SEKURITIZACIJE U SKLADU SA STANDARDIZIRANIM PRISTUPOM U OSTALE KATEGORIJE IZLOŽENOSTI
In the case where there are different thresholds applied within the same regulatory business line, then the highest applicable threshold (column 100) shall be filled in as well.
Iznos izloženosti ponderiran rizikom koji proizlazi iz izloženosti koje su ponovno raspoređene na pružatelja smanjenja kreditnog rizika, i stoga se izračunava u odgovarajućem obrascu, koje se uzimaju u obzir pri izračunu gornje granice sekuritizacijskih pozicija.
010-880
Obrazac CR SEC SA podijeljen je u tri velike skupine redaka u kojima se prikupljaju podaci o iniciranim/financiranim/zadržanim ili kupljenim izloženostima inicijatora, investitora i sponzora.
BUSINESS LINES: CORPORATE FINANCE, TRADING AND SALES, RETAIL BROKERAGE, COMMERCIAL BANKING, RETAIL BANKING, PAYMENT AND SETTLEMENT, AGENCY SERVICES, ASSET MANAGEMENT, CORPORATE ITEMS
Za svaki od njih informacije se raščlanjuju prema bilančnim stavkama i izvanbilančnim stavkama i izvedenicama te prema sekuritizacijama i resekuritizacijama.
For each business line as defined in Article 317(4), table 2 CRR, including the additional business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, and for each event type, the institution shall report, according to the internal thresholds the following information: number of events (new events), gross loss amount (new events), the number of events subject to loss adjustments, loss adjustments relating to previous reporting periods, maximum single loss, sum of the five largest losses, total direct loss recovery and the total recovery from insurance and other risk transfer mechanisms.
Raščlanjuju se i pozicije koje se tretiraju prema metodi zasnovanoj na rejtinzima i pozicije bez rejtinga (izloženosti na izvještajni datum) u skladu sa stupnjevima kreditne kvalitete koji se primjenjuju na početku (zadnja skupina redaka).
For a loss event that affects more than one business line the ‘gross loss amount’ is distributed among all the affected business lines.
Inicijatori, sponzori i investitori iskazuju te informacije.
Institutions that calculate their own funds requirement according to BIA can report those losses for which the business line is not identified in rows 910-980 only.
Ukupne izloženosti odnose se na ukupan iznos preostalih sekuritizacija.
The number of events is the number of operational risk events for which gross losses were accounted for within the reporting reference period.
U ovom su retku sažete sve informacije koje iskazuju inicijatori, sponzori i investitori u sljedećim redcima.
The number of events shall refer to ‘new events’, i.e. operational risk events
Ukupan iznos preostalih resekuritizacija u skladu s definicijama iz članka 4. stavka 1. točaka 63. i 64.
‘accounted for the first time’ within the reporting reference period or
CRR-a.
‘accounted for the first time’ within a previous reporting reference period, if the event had not been included in any previous supervisory report, e.g. because it was identified as operational risk event only in the current reporting reference period or because the accumulated loss attributable to that event (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) exceeded the internal data collection threshold only in the current reporting reference period.
U ovom su retku sažete informacije o bilančnim i izvanbilančnim stavkama i izvedenicama te prijevremenoj isplati sekuritizacijskih pozicija kod kojih institucija ima ulogu inicijatora, kako je definirano u članku 4. stavku 1. točki 13.
‘New events’ do not include operational risk events ‘accounted for the first time’ within a previous reporting reference period, which had been included already in previous supervisory reports.
U članku 246. stavku 1. točki (a) CRR-a navodi se da je za institucije koje izračunavaju iznose izloženosti ponderirane rizikom u skladu sa standardiziranim pristupom, vrijednost izloženosti bilančne sekuritizacijske pozicije njezina računovodstvena vrijednost nakon primjene specifičnih ispravaka vrijednosti za kreditni rizik.
All losses related to a single event which are accounted for within the reporting reference period are summed up and considered as the gross loss for that event for that reporting reference period.
U ovim redcima prikupljaju se informacije o izvanbilančnim stavkama i izvedenicama kao sekuritizacijskim pozicijama na koje se primjenjuje konverzijski faktor u skladu sa sekuritizacijskim okvirom.
For events ‘accounted for the first time’ within a previous reporting reference period which had not been included in any previous supervisory report, the total loss accumulated until the reporting reference date (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) shall be reported as the gross loss at the reporting reference date.
Vrijednost izloženosti za kreditni rizik druge ugovorne strane izvedenog instrumenta navedenog u Prilogu II.
Number of loss events subject to loss adjustments
Za likvidnosne linije, kreditne linije i gotovinske predujmove servisera, institucije dostavljaju neiskorišteni iznos.
The number of loss events subject to loss adjustments is the number of operational risk events ‘accounted for the first time’ in previous reporting reference periods and already included in previous reports, for which loss adjustments were made in the current reporting reference period.
Za kamatne i valutne ugovore o razmjeni dostavljaju vrijednost izloženosti (u skladu s člankom 246. stavkom 1.
If more than one loss adjustment was made for an event within the reporting reference period, the sum of those loss adjustments shall be counted as one adjustment in the period.
CRR-a) kako je određena u obrascu s ukupnim podacima CR SA.
Loss adjustments relating to previous reporting reference periods is the sum of the following elements (positive or negative):
Izvanbilančne stavke i izvedenice raščlanjuju se prema sekuritizacijama (redak 080) i resekuritizacijama (redak 090) u skladu s tablicom 1. iz članka 251.
the gross loss amounts pertinent to positive loss adjustments made within the reporting reference period (e.g. increase of provisions, linked loss events, additional settlements) of operational risk events ‘accounted for the first time’ and reported in previous reporting reference periods;
CRR-a.
If more than one loss adjustment was made for an event within the reporting reference period, the amounts of all those loss adjustments are summed up, taking into account the sign of the adjustments (positive, negative).
CRR-a.
This sum is considered as the loss adjustment for that event for that reporting reference period.
U ovom su retku sažete informacije o bilančnim i izvanbilančnim stavkama te izvedenicama sekuritizacijskih pozicija kod kojih institucija ima ulogu investitora.
If, due to a negative loss adjustment, the adjusted loss amount attributable to an event falls below the internal data collection threshold of the institution, the institution shall report the total loss amount for that event accumulated until the last time when the event was reported for a December reference date (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) with a negative sign instead of the amount of the negative loss adjustment itself.
CRR-om nije predviđena izričita definicija investitora.
The Maximum single loss is the larger of
Stoga se u ovom kontekstu podrazumijeva institucijom koja drži sekuritizacijsku poziciju u sekuritizacijskoj transakciji u kojoj nije ni inicijator ni sponzor.
the largest gross loss amount related to an event reported for the first time within the reporting reference period and
Ovdje se primjenjuju jednaki kriteriji raščlanjivanja sekuritizacija i resekuritizacija koji se primjenjuju za bilančne stavke za inicijatore.
the largest positive loss adjustment amount (as defined above) related to an event reported for the first time within a previous reporting reference period.
Ovdje se primjenjuju jednaki kriteriji raščlanjivanja sekuritizacija i resekuritizacija koji se primjenjuju za izvanbilančne stavke i izvedenice za inicijatore.
The sum of the five largest losses is the sum of the five largest amounts among
U ovom su retku sažete informacije o bilančnim i izvanbilančnim stavkama i izvedenicama sekuritizacijskih pozicija kod kojih institucija ima ulogu sponzora, kako je definirano u članku 4. točki 14.
the gross loss amounts for events reported for the first time within the reporting reference period and
CRR-a.
the positive loss adjustment amounts (as defined for rows 040, 140, …, 840 above) relating to events reported for the first time within a previous reporting reference period.
Ako sponzor i sekuritizira svoju imovinu, popunjava retke za inicijatora informacijama o vlastitoj sekuritiziranoj imovini.
The amount which can qualify as one of the five largest ones is the amount of the loss adjustment itself, not the total loss associated with the respective event before or after the loss adjustment.
RAŠČLAMBA PREOSTALIH POZICIJA PREMA STUPNJEVIMA KREDITNE KVALITETE NA POČETKU
Direct recoveries are all recoveries obtained except those which are subject to Article 323 CRR as reported in the row below.
U ovim se redcima prikupljaju informacije o preostalim pozicijama koje se tretiraju prema metodi zasnovanoj na rejtinzima i pozicijama bez rejtinga (na izvještajni datum) prema stupnjevima kreditne kvalitete (predviđenima za standardizirani pristup u članku 251. (tablici 1.)
The total direct loss recovery is the sum of all the direct recoveries and adjustments to direct recoveries accounted for within the reporting period and pertinent to operational risk events accounted for the first time within the reporting reference period or in previous reporting reference periods.
CRR-a) koji se primjenjuju na datum početka sekuritizacije (početak).
Recoveries from insurance and other risk transfer mechanisms are those recoveries which are subject to Article 323 CRR.
U nedostatku tih informacija, iskazuju se najraniji dostupni podaci istovjetni stupnjevima kreditne kvalitete.
The total recovery from insurance and other risk transfer mechanisms is the sum of all the recoveries from insurance and other risk transfer mechanisms and adjustments to such recoveries accounted within the reporting reference period and pertinent to operational risk events accounted for the first time within the reporting reference period or in previous reporting reference periods.
Ove je retke potrebno iskazivati samo za stupce 190, od 210 do 270 i stupce od 330 do 340.
910-980
C 13.00 – KREDITNI RIZIK – SEKURITIZACIJE: PRISTUP KAPITALNIM ZAHTJEVIMA ZASNOVAN NA INTERNIM REJTING-SUSTAVIMA (CR SEC IRB)
For each event type (column 010 to 080), the information (Article 322(3) lit. b), c) and e) of CRR on total business lines has to be reported.
Informacije u ovom obrascu zahtijevaju se za sve sekuritizacije za koje je priznat prijenos značajnog rizika i u kojima je institucija koja izvješćuje uključena u sekuritizaciju koja se tretira u skladu s pristupom zasnovanim na internim rejting-sustavima.
910-914
Obrazac CR SEC IRB ima jednak opseg kao CR SEC SA.
Number of Events
U njemu se prikupljaju zajedničke informacije o tradicionalnim i sintetskim sekuritizacijama koje se drže u knjizi pozicija kojima se ne trguje.
In row 910, the number of events above the internal threshold by event types for the total business lines shall be reported.
Za ukupne retke o bilančnim stavkama, iznos iskazan u ovom stupcu odgovara preostalom iznosu sekuritiziranih izloženosti na izvještajni datuma.
This figure may be lower than the aggregation of the number of events by business lines since the events with multiple impacts (impacts in different business lines) shall be considered as one.
Vidjeti stupac 010 obrasca CR SEC SA.
It may be higher, if an institution calculating its own funds requirements according to BIA cannot identify the business line(s) affected by the loss in every case.
Članci 249. i 250.
In rows 911 – 914, the number of events with a gross loss amount within the ranges defined in the pertinent rows shall be reported.
CRR-a
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR respectively that it has identified the event types for all losses, the following shall apply for column 080:
Ročne neusklađenosti ne uzimaju se u obzir u prilagođenoj vrijednosti tehnika smanjenja kreditnog rizika uključenih u strukturu sekuritizacije.
The total number of events reported in rows 910 to 914 is equal to the horizontal aggregation of the number of events in the corresponding row, given that in those figures the events with impacts in different business lines shall have already been considered as one event.
U skladu s općim pravilom za „priljeve” i „odljeve”, iznosi koji se iskazuju u stupcu 030 obrasca CR SEC IRB pojavljuju se kao „priljevi” u odgovarajućem obrascu za kreditni rizik (CR SA ili CR IRB) i kategoriji izloženosti relevantnoj za pružatelja zaštite (tj. treću stranu kojoj se tranša prenosi nematerijalnom kreditnom zaštitom).
The figure reported in column 080, row 910 shall not necessarily be equal to the vertical aggregation of the number of events which are included in column 080, given that one event can have an impact in different business lines simultaneously.
Sekuritizacijske pozicije koje drži institucija koja izvješćuje, izračunane u skladu s člankom 246. stavkom 1. točkama (b), (d) i (e) i stavkom 2.
920-924
CRR-a, bez primjene kreditnih konverzijskih faktora i ne uzimajući u obzir ispravke vrijednosti za kreditni rizik i rezervacije.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, the gross loss amount (new events) reported in row 920 is the simple aggregation of the gross loss amounts of new events for each business line.
Vrijednosna usklađenja sekuritizacijskih pozicija ne uzimaju se u obzir.
In rows 921 – 924, the gross loss amount for events with a gross loss amount within the ranges defined in the pertinent rows shall be reported.
U slučaju klauzula o prijevremenoj isplati, institucije moraju odrediti iznos „udjela inicijatora” kako je definiran u članku 256. stavku 2.
In row 930, the total of the numbers of events subject to loss adjustments as defined for rows 030, 130, …, 830 shall be reported.
Vidjeti članak 4. stavak 1. točku 57. i dio 3. glavu II. poglavlje 4.
This figure may be lower than the aggregation of the number of events subject to loss adjustments by business lines since events with multiple impacts (impacts in different business lines) shall be considered as one.
Nematerijalna kreditna zaštita definirana je u članku 4. stavku 1. točki 59.
The number of loss events subject to loss adjustments shall be broken down into the number of events for which a positive loss adjustment was made within the reporting reference period and the number of events for which a negative loss adjustment was made within the reporting period (all reported with a positive sign).
CRR-a.
In row 940, the total of the loss adjustment amounts relating to previous reporting periods per business lines (as defined for rows 040, 140, …, 840) shall be reported.
U članku 236.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 of CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) of CRR, the amount reported in row 940 is the simple aggregation of the loss adjustments relating to previous reporting periods reported for the different business lines.
CRR-a opisuje se postupak izračuna GA u slučaju potpune zaštite/djelomične zaštite – jednako pravo u redoslijedu naplate.
The amount of loss adjustments shall be broken down into the amount related to events for which a positive loss adjustment was made in the reporting reference period (row 945, reported with as positive figure) and the amount related to events for which a negative loss adjustment was made within the reporting period (row 946, reported as negative figure).
Navedena je informacija povezana sa stupcima 040 i 050 obrasca CR IRB.
If, due to a negative loss adjustment, the adjusted loss amount attributable to an event falls below the internal data collection threshold of the institution, the institution shall report the total loss amount for that event accumulated until the last time when the event was reported for a December reference date (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) with a negative sign in row 946 instead of the amount of the negative loss adjustment itself.
Materijalna kreditna zaštita definirana je u članku 4. stavku 1. točki 58.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, the maximum single loss is the maximum loss over the internal threshold for each event type and amongst all business lines.
CRR-a.
These figures may be higher than the highest single loss recorded in each business line if an event impacts different business lines.
Budući da se jednostavna metoda financijskog kolaterala ne može primijeniti, u ovom se stupcu iskazuje samo materijalna kreditna zaštita u skladu s člankom 200.
The maximum single loss reported shall be equal to the highest of the values reported in columns 010 – 070 of this row.
CRR-a.
If there are events having an impact in different business lines, the amount reported in r950, c080 may be higher than the amounts of ‘Maximum single loss’ per business line reported in other rows of column 080.
Navedena je informacija povezana sa stupcem 060 obrasca CR IRB.
The sum of the five largest gross losses for each event type and amongst all business lines is reported.
Članak 236.
This sum may be higher than the highest sum of the five largest losses recorded in each business line.
CRR-a.
This sum has to be reported regardless of the number of losses.
Navedena je informacija povezana sa stupcem 070 obrasca CR IRB.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR respectively that it has identified the event types for all losses, for column 080, the sum of the five largest losses shall be the sum of the five largest losses in the whole matrix, which means that it may not necessarily be equal to neither the maximum value of ‘sum of the five largest losses’ in row 960 nor the maximum value of ‘sum of the five largest losses’ in column 080.
Navedena je informacija povezana sa stupcem 080 obrasca CR IRB.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, the total direct loss recovery is the simple aggregation of the total direct loss recovery for each business line.
Navedena je informacija povezana sa stupcem 090 obrasca CR IRB.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, the total recovery from insurance and other risk transfer mechanisms is the simple aggregation of the total loss recovery from insurance and other risk transfer mechanisms for each business line.
Članci od 218. do 222.
C 17.02: Operational risk: Detailed information on the largest loss events in the last year (OPR DETAILS 2)
CRR-a.
In template C 17.02, information on individual loss events shall be provided (one row per event).
Sekuritizacijske pozicije u skladu s člankom 246.
The information reported in this template shall refer to ‘new events’, i.e. operational risk events
CRR-a, stoga bez primjene konverzijskih faktora utvrđenih u članku 246. stavku 1. točki (c) CRR-a.
Only events entailing a gross loss amount of 100000 EUR or more shall be reported.
Člankom 246. stavkom 1. točkom (c) CRR-a predviđeno je da je vrijednost izloženosti izvanbilačne sekuritizacijske pozicije njezina nominalna vrijednost pomnožena konverzijskom vrijednosti.