natgillin/translations-raw huggingface dataset:
The amount of original exposures which have moved into exposure class “Exposures in default” during the 3-month period since the last reporting reference date shall be reported against the exposure class to which the obligor originally belonged.
Člankom 239. stavkom 3.
Credit risk adjustments according to Article 110 of CRR.
CRR-a definirana je prilagođena vrijednost Ga nematerijalne kreditne zaštite.
This item shall include the general credit risk adjustments that are eligible for inclusion in T2 capital, before the application of the cap referred to in Article 62 (c) of CRR.
Jamstva
Write-offs
Članak 203.
Write-offs include both reductions of the carrying of impaired financial assets recognised directly in profit or loss [IFRS 7.B5.(d).(i)] and reductions in the amounts of the allowance accounts charged against the impaired financial assets [IFRS 7.B5.(d).(ii)].
CRR-a
Sum of credit risk adjustments and write-offs for those exposures which were classified as “defaulted exposures” during the 3-month period since the last data submission.
Nematerijalna kreditna zaštita kako je definirana u članku 4. točki 59.
Same definition as for column 200 of CR SA template
CRR-a koja se razlikuje od kreditnih izvedenica.
Same definition as for column 215 of CR SA template
Kreditne izvedenice
Same definition as for column 220 of CR SA template
Članak 204.
Article 112 point (a) of CRR.
CRR-a.
Article 112 point (b) of CRR.
Materijalna kreditna zaštita
Article 112 point (c) of CRR.
Navedeni se stupci odnose na materijalnu kreditnu zaštitu u skladu s člankom 4. točkom 58.
Multilateral developments banks
CRR-a i člancima 196., 197. i 200.
Article 112 point (d) of CRR.
CRR-a.
International organisations
Iznosi ne uključuju standardizirane sporazume o netiranju (već uključeni u originalnu izloženost prije konverzijskih faktora).
Article 112 point (e) of CRR.
Kreditni zapisi i pozicije bilančnog netiranja koje proizlaze iz priznatih sporazuma o bilančnom netiranju u skladu s člancima 218. i 219.
Article 112 point (f) of CRR.
CRR-a tretiraju se kao gotovinski kolateral.
Article 112 point (g) of CRR.
Financijski kolateral: jednostavna metoda
Same definition as for row 020of CR SA template
Članak 222. stavci od 1. do 2.
Article 112 point (h) of CRR.
CRR-a
Article 112 point (k) of CRR.
Ostala materijalna kreditna zaštita
Article 112 point (l) of CRR.
Članak 232.
Article 112 point (n) of CRR.
CRR-a.
Article 112 point (o) of CRR.
090 – 100
Article 112 point (p) of CRR.
Članak 222. stavak 3., članak 235. stavci od 1. do 2. i članak 236.
Article 112 point (q) of CRR.
CRR-a Odljevi odgovaraju pokrivenom dijelu originalne izloženosti prije konverzijskih faktora koji je odbijen od kategorije izloženosti dužnika i naknadno raspoređen u kategoriju izloženosti pružatelja zaštite.
C 09.02 – Geographical breakdown of exposures by residence of the obligor: IRB exposures (CR GB 2)
Navedeni se iznos smatra priljevom u kategoriju izloženosti pružatelja zaštite.
Same definition as for column 020 of CR IRB template
Iskazuju se i priljevi i odljevi u istim kategorijama izloženosti.
Of which defaulted
Izloženosti koje proizlaze iz mogućih priljeva i odljeva iz drugih obrazaca i u druge obrasce uzimaju se u obzir.
Original exposure value for those exposures which have been classified as “defaulted exposures” according to CRR article 178.
Iznos izloženosti umanjen za vrijednosna usklađenja nakon uzimanja u obzir odljeva i priljeva na temelju TEHNIKA SMANJENJA KREDITNOG RIZIKA S UČINCIMA ZAMJENE NA IZLOŽENOST
Credit risk adjustments according to Article 110of CRR.
TEHNIKE SMANJENJA KREDITNOG RIZIKA KOJE UTJEČU NA IZNOS IZLOŽENOSTI.
Same definition as for column 010 of CR IRB template
MATERIJALNA KREDITNA ZAŠTITA, SLOŽENA METODA FINANCIJSKOG KOLATERALA
Same definition as for columns 230 and 240 of CR IRB template: the exposure weighted average LGD (%) shall refer to all exposures, including exposures to large financial sector entities and unregulated financial entities.
Članci 223., 224., 225., 226., 227. i 228.
Provisions laid down in Article 181(1) point (h) of CRR shall apply.
CRR-a To uključuje i kreditne zapise (članak 218.
Exposure weighted LGD for those exposures which have been classified as “defaulted exposures” according to Article 178 of CRR.
CRR-a)
Same definition as for column 110 of CR IRB template.
Kreditni zapisi i pozicije bilančnog netiranja koje proizlaze iz priznatih sporazuma o bilančnom netiranju u skladu s člancima 218. i 219.
Same definition as for column 255 of CR IRB template
CRR-a tretiraju se kao gotovinski kolateral.
Risk weighted exposure amount for those exposures which have been classified as “defaulted exposures” according to Article 178 of CRR.
Učinak osiguranja kolateralom složene metode financijskog kolaterala koja se primjenjuje na izloženost osiguranu priznatim financijskim kolateralom izračunava se u skladu s člancima 223., 224., 225., 226., 227. i 228.
Same definition as for column 260 of CR IRB template
CRR-a.
Same definition as for column 280 of CR IRB template
Korektivni faktor za izloženost
(All corporates according to Article 147(2) point (c).)
Članak 223. stavci od 2. do 3.
Of which: Specialized lending (excl.
CRR-a Iznos koji je potrebno iskazati dobiva se s pomoću korektivnog faktora za izloženost (Eva-E) = E*He
SL subject to slotting criteria)
(–) Vrijednost financijskog kolaterala korigirana korektivnim faktorom (Cvam)
(Article 147(8) a CRR)
Članak 239. stavak 2.
Of which: Specialized lending subject to slotting criteria
CRR-a
Articles 147(8) lit. a and 153(5) CRR
Za poslove iz knjige trgovanja uključuje financijski kolateral i robu priznate za izloženosti iz knjige trgovanja u skladu s člankom 299. stavkom 2. točkama od (c) do (f) CRR-a.
Of which: SME
Iznos koji je potrebno iskazati odgovara Cvam = C*(1-Hc-Hfx)*(t-t*)/(T-t*).
(Article 147(2) point (c) CRR)
C, Hc, Hfx, t, T i t* definirani su u dijelu 3. glavi II. poglavlju 4. odjeljcima 4. i 5.
All Retail exposures according to Article 147(2) point (d)
CRR-a.
Exposures reflecting Article 147(2) point (d) CRR which are secured by real estate.
Članak 223. stavak 1.
Retail exposures reflecting Article 147(2) point (d) in conjunction with Article 153(3) CRR which are secured by real estate.
CRR-a i članak 239. stavak 2.
non-SME
CRR-a
Retail exposures reflecting Article 147(2) point (d) CRR which are secured by real estate.
Iznos koji je potrebno iskazati zajednički je utjecaj korektivnog faktora i faktora prilagodbe za efektivno dospijeće (Cvam-C) = C*[(1-Hc-Hfx)*(t-t*)/(T-t*)-1], pri čemu je korektivni faktor (Cva-C) = C*[(1-Hc-Hfx)-1], a utjecaj faktora prilagodbe za efektivno dospijeće (Cvam-Cva) = C*(1-Hc-Hfx)*[(t-t*)/(T-t*)-1]
Other retail exposures according to Article 147(2) point (d) not reported in rows 070 - 100.
Potpuno prilagođena vrijednost izloženosti (E*)
Other retail exposures reflecting Article 147(2) point (d) in conjunction with Article 153(3) CRR.
Članak 220. stavak 4., članak 223. stavci od 2. do 5., članak 228. stavak 1.
Equity exposures reflecting Article 147(2) point (e) CRR.
160 – 190
C 09.04 – Breakdown of credit exposures relevant for the calculation of the countercyclical buffer by country and institution-specific countercyclical buffer rate (CCB)
Raščlamba potpuno prilagođene vrijednosti izloženosti izvanbilančnih stavki prema konverzijskim faktorima
This table aims at receiving more information regarding the elements of the institution-specific countercyclical capital buffer.
CRR-a.
The information required refers to the own funds requirements determined in accordance with Part Three, Title II and Title IV of 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).
Vrijednosti koje se iskazuju jesu potpuno prilagođene vrijednosti izloženosti prije primjene konverzijskog faktora.
Information in template C 09.04 shall be reported 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.
Članak 111.
The total figures as well as the information of each jurisdiction shall be reported in a separate dimension.
CRR-a i dio 3. glava II. poglavlje 4. odjeljak 4.
The threshold set in Article 5 (a) (4) of this Regulation shall not apply for the reporting of this breakdown.
CRR-a
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.
Vrijednost izloženosti nakon uzimanja u obzir vrijednosnih usklađenja, svih smanjenja kreditnog rizika i kreditnih konverzijskih faktora koju je potrebno dodijeliti ponderima rizika u skladu s člankom 113. i dijelom 3. glavom II. poglavljem 2. odjeljkom 2.
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.
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.
Od čega: koja proizlazi iz kreditnog rizika druge ugovorne strane
Qualitative Information
Za izvedene instrumente, repo transakcije, transakcije pozajmljivanja vrijednosnih papira ili robe drugoj ugovornoj strani ili od druge ugovorne strane, transakcije s dugim rokom namire i maržne kredite na koje se primjenjuje dio 3. glava II. poglavlje 6.
Institutions shall report either y or n in accordance with the instructions for the relevant row.
CRR-a
010-020
Iznos izloženosti ponderiran rizikom prije primjene pomoćnog faktora za MSP-ove
Relevant credit exposures – Credit risk
Članak 113. stavci od 1. do 5.
Exposure value determined in accordance with Article 111 CRR for relevant credit exposures defined in accordance with Article 140(4)(a) CRD.
CRR-a.
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.
Iznos izloženosti ponderiran rizikom nakon pomoćnog faktora za MSP-ove
Exposure value determined in accordance with Article 166 CRR for relevant credit exposures defined in accordance with Article 140(4)(a) CRD.
Članak 113. stavci od 1. do 5.
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
CRR-a, uzimajući u obzir pomoćni faktor za MSP-ove u skladu s člankom 500.
Relevant credit exposures defined in accordance with Article 140(4)(b) CRD.
Od čega: s procjenom kreditnog rizika odabranog VIPKR-a
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:
Članak 112. točke od (a) do (d), (f), (g), (l), (n) (o) i (q) CRR-a
exposures to debt instruments other than securitisation,
Od čega: s procjenom kreditnog rizika središnje države
exposures to securitisation positions in the trading book,
Članak 112. točke od (b) do (d), (f), (g), (l) i (o) CRR-a
exposures to correlation trading portfolios,
Članak 127.
exposures to equity securities, and
CRR-a
exposures to CIUs if capital requirements are calculated according to Article 348 CRR.
Ovaj se redak iskazuje samo u kategorijama izloženosti ‚visokorizične stavke’ i ‚izloženosti na osnovi vlasničkih ulaganja’.
Value of trading book exposures under internal model approaches
Ako je izloženost navedena u članku 128. stavku 2.
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:
CRR-a ili ako ispunjava uvjete iz članka 128. stavka 3. ili članka 133.
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.
CRR-a, raspoređuje se u kategoriju izloženosti ‚visokorizične stavke’ i ‚izloženosti na osnovi vlasničkih ulaganja’.
Notional value of derivatives, that represent relevant credit exposures as defined in accordance with Article 140(4)(b) CRD.
U skladu s time ne smije postojati drugačija raspodjela čak i ako izloženost ima status neispunjavanja obveza u skladu s člankom 127.
050-060
CRR-a.
Relevant credit exposures – Securitisation positions in the banking book
Sve izloženosti prema MSP-ovima iskazuju se ovdje.
Relevant credit exposures defined in accordance with Article 140(4)(c) CRD.
od čega: izloženosti koje podliježu pomoćnom faktoru za MSP-ove
Exposure value determined in accordance with Article 246 CRR for relevant credit exposures defined in accordance with Article 140(4)(c) CRD.
Ovdje se iskazuju samo izloženosti koje ispunjavaju zahtjeve iz članka 501.
070-110
CRR-a.
The sum of rows 080, 090 and 100.
od čega: osigurane nekretninama – stambene nekretnine
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.
Članak 125.
Own fund requirements for securitisation positions in the banking book shall be excluded from this row and reported in row 100.
CRR-a.
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 CRR.
Iskazuju se samo u kategoriji izloženosti ‚osigurane nekretninama’.
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.
CRR-a
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.
Izloženosti koje se tretiraju u skladu s člankom 148. stavkom 1.
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.
CRR-a
The weight applied to the countercyclical buffer rate in each country is calculated as a ratio of own fund requirements, determined as follows:
RAŠČLAMBA UKUPNIH IZLOŽENOSTI PREMA VRSTMA IZLOŽENOSTI
Numerator: The total own funds requirements that relates to the relevant credit exposures in the country in question [r070; c010 country sheet],
Pozicije iz ‚knjige pozicija kojima se ne trguje’ institucije koja izvješćuje raščlanjuju se u skladu s kriterijima u nastavku na bilančne izloženosti koje podliježu kreditnom riziku, izvanbilančne izloženosti koje podliježu kreditnom riziku i izloženosti koje podliježu kreditnom riziku druge ugovorne strane.
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”].
Pozicije koje podliježu kreditnom riziku druge ugovorne strane iz ‚knjige trgovanja’ institucije koja izvješćuje u skladu s člankom 92. stavkom 3. točkom (f) i člankom 299. stavkom 2.
Information on the Own fund requirements weights shall not be reported for the “Total” of all countries.
CRR-a raspoređuju se u izloženosti koje podliježu kreditnom riziku druge ugovorne strane.
Countercyclical buffer rates
I institucije koje primjenjuju članak 94. stavak 1.
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.
CRR-a svoje pozicije iz ‚knjige trgovanja’ raščlanjuju u skladu s kriterijima u nastavku na bilančne izloženosti koje podliježu kreditnom riziku, izvanbilančne izloženosti koje podliježu kreditnom riziku i izloženosti koje podliježu kreditnom riziku druge ugovorne strane.
This row shall be left empty when no countercyclical buffer rate was set for the country in question by the Designated Authority of that country.
Imovina iz članka 24.
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.
CRR-a koja nije uključena u neku drugu kategoriju.
Information on the Countercyclical capital buffer rate set by the Designated Authority shall not be reported for the “Total” of all countries.
Izloženosti, koje su bilančne stavke i koje su uključene kao transakcije financiranja vrijednosnim papirima, izvedenice i transakcije s dugim rokom namire ili iz netiranja između različitih kategorija proizvoda, iskazuju se u redcima 090, 110 i 130 te se, stoga, ne iskazuju u ovom retku.
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.
Slobodne isporuke u skladu s člankom 379. stavkom 1.
Countercyclical capital buffer rates that are not yet applicable at the reporting reference date shall not be reported.
CRR-a (ako nisu odbijene) nisu bilančne stavke, ali se ipak iskazuju u ovom retku.
Information on the Countercyclical capital buffer rate applicable in the country of the institution shall not be reported for the “Total” of all countries.
Izloženosti koje proizlaze iz imovine uplaćene središnjoj drugoj ugovornoj strani u skladu s člankom 4. točkom 90.
Institution-specific countercyclical capital buffer rate, determined in accordance with Article 140(1) CRD.
CRR-a i izloženosti jamstvenog fonda u skladu s člankom 4. točkom 89.
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.
CRR-a uključuju se ako nisu iskazane u retku 030.
The relevant countercyclical buffer rate is reported in [r120; c020; country sheet], or [r130; c020; country sheet] as applicable.
Izvanbilančnim pozicijama obuhvaćene su stavke navedene u Prilogu I. CRR-a.
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].
Izloženosti, koje su izvanbilančne stavke i koje su uključene kao transakcije financiranja vrijednosnim papirima, izvedenice i transakcije s dugim rokom namire ili iz netiranja između različitih kategorija proizvoda, iskazuju se u redcima 040 i 060 te se, stoga, ne iskazuju u ovom retku.
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.
Izloženosti koje proizlaze iz imovine uplaćene središnjoj drugoj ugovornoj strani u skladu s člankom 4. točkom 90.
150 - 160
CRR-a i izloženosti jamstvenog fonda u skladu s člankom 4. točkom 89.
Use of the 2 % threshold
CRR-a uključuju se ako se smatraju izvanbilančnim stavkama.
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.
Izloženosti/transakcije koje podliježu kreditnom riziku druge ugovorne strane
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.
Transakcije financiranja vrijednosnim papirima, kako su definirane u točki 17. dokumenta Bazelskog odbora ‚The Application of Basel II to Trading Activities and the Treatment of Double Default Effects’ uključuju: i. repo ugovore i obratne repo ugovore definirane u članku 4. točki 82.
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.
CRR-a te transakcije pozajmljivanja vrijednosnih papira ili robe drugoj ugovornoj strani ili od druge ugovorne strane; ii. maržne kredite kako su definirani u članku 272. točki 3.
If an institution does not make use of this derogation, it shall indicate “n” in the respective cell.
CRR-a.
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.
Od čega: poravnane centralno preko kvalificirane središnje druge ugovorne strane
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.
Članak 306.
CR EQU IRB 2 provides a breakdown of total exposures assigned to obligor grades in the context of the PD/LGD approach.
CRR-a za kvalificirane središnje druge ugovorne strane u skladu s člankom 4. točkom 88. u vezi s člankom 301. stavkom 2.
“CR EQU IRB” refers to both “CR EQU IRB 1” and “CR EQU IRB 2” templates, as applicable, in the following instructions.
CRR-a.
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.
Izloženost iz trgovanja prema središnjoj drugoj ugovornoj strani u skladu s člankom 4. točkom 91.
According to Article 147(6) of CRR, the following exposures shall be assigned to the equity exposure class:
CRR-a.
non-debt exposures conveying a subordinated, residual claim on the assets or income of the issuer; or
Izvedenice i transakcije s dugim rokom namire
debt exposures and other securities, partnerships, derivatives, or other vehicles, the economic substance of which is similar to the exposures specified in point (a).
Izvedenicama su obuhvaćeni ugovori navedeni u Prilogu II.
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.
CRR-a.
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:
Transakcije s dugim rokom namire kako su definirane u članku 272. točki 2.
the Simple Risk Weight approach,
CRR-a.
the PD/LGD approach, or
Izvedenice i transakcije s dugim rokom namire koje su uključene u netiranje između različitih kategorija proizvoda i stoga iskazane u retku 130 ne iskazuju se u ovom retku.
the Internal Models approach.
Članak 306.
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 za kvalificirane središnje druge ugovorne strane u skladu s člankom 4. točkom 88. u vezi s člankom 301. stavkom 2.
The following equity claims shall not be reported in the CR EQU IRB template:
CRR-a