natgillin/translations-raw huggingface dataset:
(-) TOTAL OUTFLOWS: UNFUNDED CREDIT PROTECTION ADJUSTED VALUES (G*)
Vrijednost originalne izloženosti iskazuje se u skladu s člankom 24.
Following the general rule for “inflows” and “outflows” the amounts reported under this column shall appear as “inflows” in the corresponding credit risk template (CR SA or CR IRB) and exposure class relevant for the protection provider (i.e. the third party to which the tranche is transferred by means of unfunded credit protection)
CRR-a i člankom 166. stavcima 1., 2. i od 4. do 7.
The calculation procedure of the “foreign exchange risk”- adjusted nominal amount of the credit protection (G*) is established in Article 233(3) of CRR.
CRR-a.
All tranches which have been retained or bought back, e.g. retained first loss positions, shall be reported with their nominal amount.
Učinak koji proizlazi iz članka 166. stavka 3.
SECURITISATION POSITIONS: ORIGINAL EXPOSURE PRE CONVERSION FACTORS
Raščlamba originalne izloženosti prije konverzijskih faktora za sve izloženosti definirane u skladu s člankom 142. stavcima 4. i 5.
Securitisation positions held by the reporting institution, calculated according to Article 246(1)(a), (c) and (e), and (2) of CRR, without applying credit conversion factors and any credit risk adjustments and provisions.
CRR-a na koje se primjenjuje viši koeficijent korelacije u skladu s člankom 153. stavkom 2.
Netting only relevant with respect to multiple derivative contracts provided to the same SSPE, covered by eligible netting agreement.
CRR-a.
Value adjustments and provisions to be reported in this column only refer to securitisation positions.
040 – 080
Value adjustments of securitised positions are not considered.
Tehnike smanjenja kreditnog rizika kako su definirane u članku 4. točki 57.
In case of early amortization clauses, institutions must specify the amount of “originator’s” interest’ as defined in Article 256(2) of CRR.
CRR-a kojima se smanjuje kreditni rizik izloženosti zamjenom izloženosti kako je definirano u nastavku pod ‚ZAMJENA IZLOŽENOSTI ZBOG SMANJENJA KREDITNOG RIZIKA’.
In synthetic securitisations, the positions held by the originator in the form of on-balance sheet items and/or investor’s interest (early amortisation) shall be the result of the aggregation of columns 010 to 040.
Nematerijalna kreditna zaštita: vrijednosti kako su definirane u članku 4. točki 59.
Value adjustments and provisions (Article 159 of CRR) for credit losses made in accordance with the accounting framework to which the reporting entity is subject.
CRR-a.
Value adjustments include any amount recognized in profit or loss for credit losses of financial assets since their initial recognition in the balance sheet (including losses due to credit risk of financial assets measured at fair value that shall not be deducted from the exposure value) plus the discounts on exposures purchased when in default according to Article 166(1) 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.
Provisions include accumulated amounts of credit losses in off-balance sheet items.
JAMSTVA:
Securitisation positions according to Article 246(1) and (2) of CRR, without applying conversion factors.
Kada se ne primjenjuju vlastite procjene LGD-a, dostavlja se prilagođena vrijednost (Ga) kako je definirana u članku 236.
080-110
Kada se primjenjuju vlastite procjene LGD-a (članak 183.
Article 4(57) and Part Three, Title II, Chapter 4 of CRR.
CRR-a, izuzev stavka 3.), iskazuje se relevantna vrijednost korištena u internom modelu.
This block of columns gathers information on credit risk mitigation techniques that reduce the credit risk of an exposure or exposures via the substitution of exposures (as indicated below for Inflows and Outflows).
Jamstva se iskazuju u stupcu 040 ako nije izvršena prilagodba LGD-a.
(-) UNFUNDED CREDIT PROTECTION: ADJUSTED VALUES (GA)
U pogledu izloženosti na koje se primjenjuje tretman dvostrukog statusa neispunjavanja obveza, vrijednost nematerijalne kreditne zaštite iskazuje se u stupcu 220.
Unfunded credit protection is defined in Article 4(59) and regulated in Article 235 of CRR.
KREDITNE IZVEDENICE:
Funded credit protection is defined in Article 4(58) and regulated in Articles 195, 197 and 200 of CRR.
Kada se ne primjenjuju vlastite procjene LGD-a, dostavlja se prilagođena vrijednost (Ga) kako je definirana u članku 216.
Credit linked notes and on-balance sheet netting according to Articles 218-236 of CRR are treated as cash collateral.
CRR-a.
100-110
Kada se primjenjuju vlastite procjene LGD-a (članak 183.
SUBSTITUTION OF THE EXPOSURE DUE TO CRM:
CRR-a), iskazuje se relevantna vrijednost korištena u internim modelima.
Inflows and outflows within the same exposure classes and, when relevant, risk weights or obligor grades shall also be reported.
Ako je izvršena prilagodba LGD-a, iznos kreditnih izvedenica iskazuje se u stupcu 160.
Articles 222(3) and 235 (1) and (2).
U pogledu izloženosti na koje se primjenjuje tretman dvostrukog statusa neispunjavanja obveza, vrijednost nematerijalne kreditne zaštite iskazuje se u stupcu 220.
Outflows correspond to the covered part of the “Exposure net of value adjustments and provisions”, that is deducted from the obligor’s exposure class and, when relevant, risk weight or obligor grade, and subsequently assigned to the protection provider’s exposure class and, when relevant, risk weight or obligor grade.
OSTALA MATERIJALNA KREDITNA ZAŠTITA
This piece of information is related to column 090 [(-) Total Outflows] of the CR SA Total template.
Kada se ne primjenjuju vlastite procjene LGD-a, primjenjuje se članak 232.
This piece of information is related to column 100 (Total Inflows) of the CR SA Total template.
Kada se primjenjuju vlastite procjene LGD-a, iskazuju se smanjenja kreditnog rizika koja ispunjavaju kriterije iz članka 212.
Exposure assigned in the corresponding risk weight and exposure class after taking into account outflows and inflows due to “Credit risk mitigation (CRM) techniques with substitution effects on the exposure”.
CRR-a.
This piece of information is related to column 110 of the CR SA Total template.
Iskazuje se relevantna vrijednost korištena u internom modelu.
(-) CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE AMOUNT OF THE EXPOSURE: FUNDED CREDIT PROTECTION FINANCIAL COLLATERAL COMPREHENSIVE METHOD ADJUSTED VALUE (CVAM)
Iskazuje se u stupcu 060 ako nije izvršena prilagodba LGD-a.
This item also includes credit linked notes (Article 218 of CRR).
Ako je izvršena prilagodba LGD-a, iznos se iskazuje u stupcu 170.
This piece of information is related to columns 120 and 130 of the CR SA Total template.
070 – 080
Securitisation positions according to Article 246 of CRR, therefore without applying the conversion figures laid down in Article 246(1) point (c) of CRR.
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.
This piece of information is related to column 150 of the CR SA Total template.
Taj se iznos smatra priljevom u kategoriju izloženosti pružatelja zaštite i, prema potrebi, rejting-kategorije dužnika ili skupove izloženosti.
150-180
U obzir se uzimaju i priljevi i odljevi u istoj kategoriji izloženosti i, prema potrebi, rejting-kategorijama dužnika ili skupovima izloženosti.
Article 246(1) point (c) of CRR foresees that the exposure value of an off-balance sheet securitisation position shall be its nominal value multiplied by a conversion factor.
Izloženost raspoređena u odgovarajuću rejting-kategoriju dužnika ili skup izloženosti i kategoriju izloženosti nakon uzimanja u obzir odljeva i priljeva zbog tehnika smanjenja rizika s učincima zamjene na izloženost.
This conversion figure shall be 100 % unless otherwise specified in CRR.
Od čega: izvanbilančne stavke
See columns 160 to 190 of the CR SA Total template.
Vidjeti upute za obrazac CR-SA
Securitisation positions according to Article 246 of CRR.
CRR-a i člankom 230. stavkom 1. rečenicom 2.
Article 258 of CRR envisages that in case of a securitisation position in respect of which a 1250 % risk weight is assigned, institutions may, as an alternative to including the position in their calculation of risk-weighted exposure amounts, deduct from own funds the exposure value of the position.
Za instrumente definirane u Prilogu I., primjenjuju se kreditni konverzijski faktori (članak 166. stavci od 8. do 10.
EXPOSURE VALUE SUBJECT TO RISK WEIGHTS
CRR-a), bez obzira na pristup koji je institucija odabrala.
Exposure value minus the exposure value deducted from own funds.
Za retke 040 – 060 (transakcije financiranja vrijednosnim papirima, izvedenice i transakcije s dugim rokom namire te izloženosti iz netiranja između različitih kategorija proizvoda) na koje se primjenjuje dio 3. glava II. poglavlje 6.
220-320
CRR-a, vrijednost izloženosti jednaka je vrijednosti izloženosti za kreditni rizik druge ugovorne strane izračunane u skladu s metodama utvrđenima u dijelu 3. glavi II. poglavlju 6. odjeljcima 3., 4., 5., 6. i 7.
BREAKDOWN OF EXPOSURE VALUE SUBJECT TO RISK WEIGHTS ACCORDING TO RISK WEIGHTS
CRR-a.
220-260
Te se vrijednosti iskazuju u ovom stupcu, a ne stupcu 130 ‚od čega: iz kreditnog rizika druge ugovorne strane’.
1250 % (UNRATED)
Raščlamba vrijednosti izloženosti za sve izloženosti definirane u skladu s člankom 142. stavcima 4. i 5.
Article 242(7) of CRR defines unrated positions.
CRR-a na koje se primjenjuje viši koeficijent korelacije u skladu s člankom 153. stavkom 2.
Articles 253, 254 and 256(5) of CRR.
CRR-a.
The look-through columns comprise all the cases of unrated exposures where the risk weight is obtained from the underlying portfolio of exposures (average risk weight of the pool, highest risk weight of the pool, or the use of a concentration ratio).
Tehnike smanjenja kreditnog rizika koje utječu na LGD-ove kao rezultat primjene učinka zamjene tehnika smanjenja kreditnog rizika ne uključuju se u ovim stupcima.
LOOK-THROUGH — OF WHICH: SECOND LOSS IN ABCP
Ako se ne primjenjuju vlastite procjene LGD-a: članak 228. stavak 2., članak 230. stavci 1. i 2. i članak 231.
Exposure value subject to the treatment of securitisation positions in a second loss tranche or better in an ABCP programme is set in 254 of CRR.
CRR-a
Article 242(9) of CRR defines Asset-backed commercial paper (ABCP) programme.
Ako se primjenjuju vlastite procjene LGD-a:
LOOK-THROUGH OF WHICH: AVERAGE RISK WEIGHT (%)
u pogledu nematerijalne kreditne zaštite, za izloženosti prema središnjoj državi i središnjim bankama, institucijama i trgovačkim društvima: članak 161. stavak 3.
INTERNAL ASSESSMENT APPROACH (IAA)
Za izloženosti prema stanovništvu vidjeti članak 164. stavak 2.
Exposure value of securitisation positions under the internal assessment approach.
u pogledu kolaterala kao materijalne kreditne zaštite koji je uzet u obzir u procjenama LGD-a u skladu s člankom 181. stavkom 1. točkama (e) i (f) CRR-a.
IAA: AVERAGE RISK WEIGHT (%)
Vidjeti upute za stupac 040.
For synthetic securitisations, the amount to be reported in this column shall ignore any maturity mismatch.
UPOTREBLJAVAJU SE VLASTITE PROCJENE LGD-a: OSTALA MATERIJALNA KREDITNA ZAŠTITA
Articles 14(2), 406(2) and 407 of CRR require that whenever certain requirements in Articles 405, 406 or 409 of CRR are not met by the institution, Member States shall ensure that the competent authorities impose a proportionate additional risk weight of no less than 250 % of the risk weight (capped at 1250 %) which would apply to the relevant securitisation positions under Part Three, Title II, Chapter 5, Section 3 of CRR.
Relevantna vrijednosti korištena u internim modelima institucije.
Such an additional risk weight may not only be imposed to investor institutions, but also to originators, sponsors and original lenders.
Faktori smanjenja kreditnog rizika koji ispunjavaju kriterije iz članka 212.
ADJUSTMENT TO THE RISK WEIGHTED EXPOSURE AMOUNT DUE TO MATURITY MISMATCHES
CRR-a.
For maturity mismatches in synthetic securitisations RW*-RW(SP), as defined in Article 250 of CRR, shall be included, except in the case of tranches subject to a risk weighting of 1250 % where the amount to be reported is zero.
Za poslove iz knjige trgovanja uključuje financijske instrumente i robu priznate za izloženosti iz knjige trgovanja u skladu s člankom 299. stavkom 2. točkama od (c) do (f) CRR-a.
Note that RW(SP) not only includes the risk weighted exposure amounts reported under column 330 but also the risk weighted exposure amounts corresponding to exposures redistributed via outflows to other templates.
Kreditni zapisi i bilančno netiranje u skladu s dijelom 3. glavom II. poglavljem 4. odjeljkom 4.
370-380
CRR-a tretiraju se kao gotovinski kolateral.
TOTAL RISK-WEIGHTED EXPOSURE AMOUNT: BEFORE CAP/AFTER CAP
Ako se ne primjenjuju vlastite procjene LGD-a: vrijednosti u skladu s člankom 193. stavcima od 1. do 4. i člankom 194. stavkom 1.
Total risk-weighted exposure amount calculated according to Part Three, Title II, Chapter 5, Section 3 of CRR, before (column 370)/after (column 380) applying the limits specified in Articles 252 -securitisation of items currently in default or associated with particular high risk items- or 256 (4) -additional own funds requirements for securitisations of revolving exposures with early amortisation provisions- of CRR.
CRR-a.
Risk weighted exposure amount stemming from exposures redistributed to the risk mitigant provider, and therefore computed in the corresponding template, that are considered in the computation of the cap for securitisation positions.
Iskazuje se prilagođena vrijednost (Cvam) kako je određena u članku 223. stavku 2.
The CR SEC SA template is divided into three major blocks of rows which gather data on the originated/sponsored/retained or purchased exposures by originators, investors and sponsors.
CRR-a.
Positions treated according to the ratings based method and unrated positions (exposures at reporting date) shall also be broken down according to the credit quality steps applied at inception (last block of rows).
Iznos koji je potrebno iskazati procijenjena je tržišna vrijednost kolaterala.
Originators, sponsors as well as investors shall report this information.
Ako se ne primjenjuju vlastite procjene LGD-a: članak 199. stavci od 1. do 8.
Total exposures refer to the total amount of outstanding securitisations.
CRR-a i članak 229.
This row summarizes information on on-balance items and off-balance sheet items and derivatives and early amortisation of those securitisation positions for which the institution plays the role of originator, as defined by Article 4(1)(13) of CRR.
Ako se ne primjenjuju vlastite procjene LGD-a, iskazuju se vrijednosti u skladu s člankom 199. stavcima od 2. do 4.
Article 246(1) point (a) of CRR states that for those institutions which calculate risk-weighted exposure amounts under the Standardised Approach, the exposure value of an on-balance sheet securitisation position shall be its accounting value after application of specific credit risk adjustments.
Uključen je i najam nekretnine (vidjeti članak 199. stavak 7.
On-balance sheet items are broken down by securitisations (row 050) and re-securitisations (row 060).
CRR-a).
070-090
Vidjeti članak 229.
These rows gather information on off-balance sheet items and derivatives securitisation positions subject to a conversion factor under the securitisation framework.
CRR-a.
The exposure value of an off-balance sheet securitisation position shall be its nominal value, less any specific credit risk adjustment of that securitisation position, multiplied by a 100 % conversion figure unless otherwise specified.
Ako se primjenjuju vlastite procjene LGD-a, iznos koji je potrebno iskazati procijenjena je tržišna vrijednost.
The exposure value for the counterparty credit risk of a derivative instrument listed in Annex II of CRR, shall be determined in accordance to Part Three, Title II, Chapter 6 of CRR.
Ako se ne primjenjuju vlastite procjene LGD-a, iskazuju se vrijednosti u skladu s člankom 199. stavcima 6. i 8.
For liquidity facilities, credit facilities and servicer cash advances, institutions shall provide the undrawn amount.
CRR-a.
For interest rate and currency swaps they shall provide the exposure value (according to Article 246(1) of CRR) as specified in the CR SA Total template.
Uključen je i najam imovine koja nije nekretnina (vidjeti članak 199. stavak 7.
Off-balance sheet items and derivatives are broken down by securitisations (row 080) and re-securitisations (row 090) as in Article 251 Table 1 of CRR.
CRR-a).
This row only applies to those originators with revolving exposure securitisations containing early amortisation provisions, as stated in Article 242(13) and (14) of CRR.
Vidjeti članak 229. stavak 3.
This row summarizes information on on-balance and off-balance sheet items and derivatives of those securitisation positions for which the institution plays the role of investor.
CRR-a.
CRR does not provide an explicit definition for investor.
Ako se primjenjuju vlastite procjene LGD-a, iznos koji je potrebno iskazati procijenjena je tržišna vrijednost kolaterala.
Therefore, in this context it shall be understood as an institution that holds a securitisation position in a securitisation transaction for which it is neither originator nor sponsor.
Ako se ne primjenjuju vlastite procjene LGD-a, iskazuju se vrijednosti u skladu s člankom 199. stavkom 5. i člankom 229. stavkom 2.
The same criteria of classification among securitisations and re-securitisations used for on-balance sheet items for originators shall be applied here.
CRR-a.
The same criteria of classification among securitisations and re-securitisations used for off-balance sheet items and derivatives for originators shall be applied here.
PODLOŽNO TRETMANU DVOSTRUKOG STATUSA NEISPUNJAVANJA OBVEZA: NEMATERIJALNA KREDITNA ZAŠTITA
This row summarizes information on on-balance and off-balance sheet items and derivatives of those securitisation positions for which the institution plays the role of a sponsor, as defined by Article 4(14) of CRR.
Jamstva i kreditne izvedenice kojima su obuhvaćene izloženosti koje podliježu tretmanu dvostrukog statusa neispunjavanja obveza u skladu s člankom 202. i člankom 217. stavkom 1.
If a sponsor is also securitising it own assets, it shall fill in the originator’s rows the information regarding its own securitised assets.
CRR-a.
220-240
Vidjeti i stupce 040 ‚Jamstva’ i 050 ‚Kreditne izvedenice’.
250-290
U obzir se uzima cjelokupan utjecaj tehnika smanjenja kreditnog rizika na vrijednosti LGD-a kako je određeno u dijelu 3. glavi II. poglavljima 3. i 4.
BREAKDOWN OF OUTSTANDING POSITIONS ACCORDING TO CQS AT INCEPTION
CRR-a.
These rows gather information on outstanding positions treated according to the ratings based method and unrated positions (at reporting date) according to credit quality steps (envisaged for the SA in Article 251 (Table 1) of CRR) applied at origination date (inception).
U slučaju izloženosti koje podliježu tretmanu dvostrukog statusa neispunjavanja obveza, LGD koji je potrebno iskazati odgovara LGD-u odabranom u skladu s člankom 161. stavkom 4.
These rows are only to be reported for columns 190, 210 to 270 and columns 330 to 340.
Definicija vrijednosti izloženosti iz stupca 110 upotrebljava se za izračun izloženošću ponderiranih prosjeka.
The information in this template is required for all securitisations for which a significant risk transfer is recognised and in which the reporting institution is involved in a securitisation treated under the Internal Ratings Based Approach.
U obzir se uzimaju svi učinci (tako da se prag koji se primjenjuje na hipoteke uključuje u izvješćivanje).
On reporting reference dates that are after 1 January 2019, securitisations the risk weighted exposure amounts of which is determined based on the revised securitisation framework shall not be reported in this template, but only template C 02.00.
Za institucije koje primjenjuju IRB pristup, ali ne primjenjuju vlastite procjene LGD-a, učinci smanjenja rizika financijskog kolaterala odražavaju se u E*, potpuno prilagođenoj vrijednosti izloženosti, a zatim u LGD* u skladu s člankom 228. stavkom 2.
The information to be reported is contingent on the role of the institution as for the securitisation.
CRR-a.
For the row total on balance sheet items the amount reported under this column corresponds to the outstanding amount of securitised exposures at the reporting date.
Ako se ne primjenjuju vlastite procjene LGD-a, u obzir se uzima članak 175. i članak 181. stavci 1. i 2.
Articles 249 and 250 of CRR.
CRR-a.
Maturity mismatches shall not be taken into account in the adjusted value of the credit risk mitigation techniques involved in the securitisation structure.
Izračun prosječnog LGD-a ponderiranog visinom izloženosti proizlazi iz parametara koji su stvarno upotrijebljeni u internom rejting-sustavu koji je odobrilo odgovarajuće nadležno tijelo.
Following the general rule for “inflows” and “outflows” the amounts reported under column 030 of the CR SEC IRB template shall appear as “inflows” in the corresponding credit risk template (CR SA or CR IRB) and exposure class relevant for the protection provider (i.e. the third party to which the tranche is transferred by means of unfunded credit protection).
Podaci se ne iskazuju za izloženosti u obliku specijaliziranog financiranja iz članka 153. stavka 5.
Securitisation positions held by the reporting institution, calculated according to Article 246(1)(b), (d) and (e), and (2) of CRR, without applying credit conversion factors and gross of value adjustments and provisions.
Izloženost i odgovarajući LGD-ovi za velike regulirane subjekte financijskog sektora i neregulirane financijske subjekte ne uključuju se u izračun stupca 230, nego se uključuju samo u izračun stupca 240.
Value adjustments of securitized positions are not considered.
PROSJEČNI LGD PONDERIRAN VISINOM IZLOŽENOSTI (%) ZA VELIKE SUBJEKTE FINANCIJSKOG SEKTORA I NEREGULIRANE FINANCIJSKE SUBJEKTE
In case of early amortisation clauses, institutions must specify the amount of “originator’s” interest’ as defined in Article 256(2) of CRR.
Prosječni LGD ponderiran visinom izloženosti (%) za sve izloženosti definirane u skladu s člankom 142. stavcima 4 i 5.
See Article 4(1)(57) and Part Three, Title II, Chapter 4 of CRR.
CRR-a.
Unfunded credit protection is defined in Article 4(1)(59) of CRR.
Iskazana vrijednost odražava članak 162.
Article 236 of CRR describes the computation procedure of GA in the case of full protection/partial protection — equal seniority.
CRR-a.
This piece of information is related to columns 040 and 050 of the CR IRB template.
Vrijednost izloženosti (stupac 110) upotrebljava se za izračun izloženošću ponderiranih prosjeka.
Funded credit protection is defined in Article 4(1)(58) of CRR.
Prosječno dospijeće iskazuje se u danima.
Since the Financial Collateral Simple Method is not applicable, only funded credit protection according to Article 200 of CRR shall be reported in this column.
Za središnje države i središnje banke, trgovačka društva i institucije vidjeti članak 153. stavke 1. i 3.
080-090
Za stanovništvo vidjeti članak 154. stavak 1.
Article 236 of CRR.
CRR-a.
This piece of information is related to column 070 of the CR IRB template.
Pomoćni faktor za MSP-ove u skladu s člankom 501.
This piece of information is related to column 080 of the CR IRB template.
CRR-a ne uzima se u obzir.
This piece of information is related to column 090 of the CR IRB template.
Pomoćni faktor za MSP-ove u skladu s člankom 501.
Articles 218 to 222 of CRR.
CRR-a uzima se u obzir.
This item also includes credit linked notes (Article 218 of CRR).
Raščlamba iznosa izloženosti ponderiranog rizikom nakon primjene pomoćnog faktora za MSP-ove za sve izloženosti definirane u skladu s člankom 142. stavcima 4. i 5.