natgillin/translations-raw huggingface dataset:
Note that in accordance with Article 13(2)(a) of Regulation (EU) 2015/61 all asset backed securities qualifying as Level 2B shall be required to have credit quality step 1.
Ako je nadležno tijelo već izdalo potpuno odobrenje, vrijednost ove rubrike odgovara vrijednosti u rubrici LRCalc;260;010.
Level 2B covered bonds (CQS 1-6)
C 41.00 – Bilančne i izvanbilančne stavke – dodatna raščlamba izloženosti (LR2)
The amount of cash outflows reported in item 1.2.3 which is collateralised by covered bonds.
U obrascu LR2 navode se informacije o dodatnoj raščlambi stavki svih bilančnih i izvanbilančnih izloženosti povezanih s knjigom pozicija kojima se ne trguje i svih izloženosti iz knjige trgovanja koje podliježu kreditnom riziku druge ugovorne strane.
Level 2B corporate bonds (CQS 1-3)
Raščlamba je u skladu s ponderima rizika primijenjenim u skladu s odjeljkom CRR-a o kreditnom riziku.
The amount of cash outflows reported in item 1.2.3 which is collateralised by corporate debt securities.
Informacije o izloženostima različito se dobivaju primjenom standardiziranog, odnosno IRB pristupa.
The amount of cash outflows reported in item 1.2.3 which is collateralised by shares.
Za izloženosti na koje se primjenjuju tehnike smanjenja kreditnog rizika koje impliciraju supstituciju ponderiranja rizika druge ugovorne strane ponderiranjem rizika jamstva, institucije upućuju na ponder rizika nakon učinka zamjene.
The amount of cash outflows reported in item 1.2.3 which is collateralised by Level 2B assets not reported in items 1.2.3.1 to 1.2.3.4.
Primjenom IRB pristupa, institucije provode sljedeći izračun: za izloženosti (osim onih za koje su ponuđeni specifični regulatorni ponderi rizika) koje su povezane s rejting-kategorijom svakog dužnika, ponder rizika dobiva se dijeljenjem izloženosti ponderirane rizikom dobivene primjenom formule za izračun pondera rizika ili nadzorne formule (za izloženost kreditnom riziku, odnosno sekuritizirane izloženosti) s vrijednošću izloženosti nakon uzimanja u obzir priljeva i odljeva zbog primjene tehnika smanjenja kreditnog rizika s učinkom zamjene na izloženost.
The amount of cash outflows reported in item 1.2 which is collateralised by tradable assets not reported in items 1.2.1, 1.2.2 or 1.2.3.
Primjenom IRB pristupa, izloženosti klasificirane u status neispunjavanja obveza isključuju se iz rubrika 020;010 do 090;010 i uključuju u rubriku 100;010.
other assets The amount of cash outflows reported in item 1.2 which is collateralised by assets not reported in items 1.2.1, 1.2.2.
Primjenom standardiziranog pristupa, izloženosti iz članka 112. točke (j) CRR-a isključuju se iz rubrika 020;020 do 090;020i uključuju u rubriku 100;020.
or 1.2.4.
Primjenom oba pristupa, institucije uzimaju u obzir izloženosti odbijene od regulatornog kapitala na koje je primijenjen ponder rizika 1250 %.
Liabilities not reported in 1.2, resulting from deposits received excluding deposits received as collateral
Ukupne bilančne i izvanbilančne izloženosti povezane s knjigom pozicija kojima se ne trguje te izloženosti iz knjige trgovanja koje podliježu kreditnom riziku druge ugovorne strane (raščlamba u skladu s ponderom rizika):
Cash outflows arising from all deposits received with the exception of outflows reported in item 1.2 and deposits received as collateral.
Zbroj rubrika od 020:* do 100;*.
Cash outflows arising from derivative transactions shall be reported in items 1.4 or 1.5.
Izloženosti s ponderom rizika 0 %.
Deposits shall be reported according to their earliest possible contractual maturity date.
> 0 % i ≤ 12 %
Deposits that can be withdrawn immediately without notice (“sight deposits”) or non-maturing deposits shall be reported in the “overnight” bucket.
Izloženosti s ponderom rizika koji se nalazi u rasponu pondera rizika koji su strogo veći od 0 % i manji od ili jednaki 12 %.
The amount of cash outflows reported in item 1.3, which derives from retail deposits in accordance with Article 3(8) and Article 24 of Regulation (EU) 2015/61.
> 12 % i ≤ 20 %
The amount of cash outflows reported in item 1.3, which derives from retail deposits in accordance with Article 3(8) of Regulation (EU) 2015/61 other than those reported in item 1.3.1.
Izloženosti s ponderom rizika koji se nalazi u rasponu pondera rizika koji su strogo veći od 12 % i manji od ili jednaki 20 %.
The amount of cash outflows reported in item 1.3, which derives from operational deposits in accordance with Article 27 of Regulation (EU) 2015/61.
> 20 % i ≤ 50 %
The amount of cash outflows reported in item 1.3, which derives from deposits by credit institutions other than those reported in item 1.3.3.
Izloženosti s ponderom rizika koji se nalazi u rasponu pondera rizika koji su strogo veći od 20 % i manji od ili jednaki 50 %.
The amount of cash outflows reported in item 1.3, which derives from deposits from financial customers in accordance with Article 3(9) of Regulation (EU) 2015/61 other than those reported in item 1.3.3 and 1.3.4.
> 50 % i ≤ 75 %
The amount of cash outflows reported in item 1.3, which derives from non- operational deposits placed by central banks.
Izloženosti s ponderom rizika koji se nalazi u rasponu pondera rizika koji su strogo veći od 50 % i manji od ili jednaki 75 %.
The amount of cash outflows reported in item 1.3, which derives from non- operational deposits placed by non-financial corporates.
> 75 % i ≤ 100 %
The amount of cash outflows reported in item 1.3, which derives from deposits not reported in items 1.3.1 to 1.3.7.
Izloženosti s ponderom rizika koji se nalazi u rasponu pondera rizika koji su strogo veći od 75 % i manji od ili jednaki 100 %.
Total amount of cash outflows resulting from the maturity of FX-swap transactions such as the exchange of principal amounts at the end of the contract.
> 100 % i ≤ 425 %
Total amount of cash outflows resulting from derivatives payables positions from the contracts listed in Annex II of Regulation (EU) No 575/2013 with the exception of outflows resulting from maturing FX swaps which shall be reported in item 1.4.
Izloženosti s ponderom rizika koji se nalazi u rasponu pondera rizika koji su strogo veći od 100 % i manji od ili jednaki 425 %.
The total amount shall reflect settlement amounts including unsettled margin calls as of the reporting date.
> 425 % i ≤ 1250 %
The total amount shall be the sum of (1) and (2) as follows, across the various time buckets:
Izloženosti s ponderom rizika koji se nalazi u rasponu pondera rizika koji su strogo veći od 425 % i manji od ili jednaki 1250 %.
cash and securities flows related to derivatives for which there is a collateral agreement in place requiring full or adequate collateralisation of counterparty exposures, shall be excluded from the maturity ladder templates; all flows of cash, securities, cash collateral and securities collateral related to those derivatives shall be excluded from the templates.
U skladu sa standardiziranim pristupom, izloženosti iz članka 112. točke (j) CRR-a.
Stocks of cash and securities collateral that have already been received or provided in the context of collateralised derivatives shall not be included in the “stock” column of section 3 of the maturity ladder covering the counterbalancing capacity, with the exception of cash and securities flows in the context of margin calls (“cash or securities collateral flows”) which are payable in due course but have not yet been settled.
U skladu s IRB pristupom, izloženosti sa statusom neispunjavanja obveza su sve izloženosti kod kojih je vjerojatnost nastanka statusa neispunjavanja obveza (PD) 100 %.
The latter shall be reflected in lines 1.5 “derivatives cash-outflows” and 2.4 “derivatives cash- inflows” for cash collateral and in section 3 “counterbalancing capacity” for securities collateral;
(bilješka) Izvanbilančne stavke niskog rizika ili izvanbilančne stavke na koje se primjenjuje konverzijski faktor od 0 % prema omjeru solventnosti
for cash and securities inflows and outflows related to derivatives for which there is no collateral agreement in place or where only partial collateralisation is required, a distinction shall be made between contracts that involve optionality and other contracts:
Izvanbilančne stavke niskog rizika u skladu s člankom 111.
flows related to option-like derivatives shall be included only where the strike price is below the market price for a call, or above the market price for a put option (“in the money”).
CRR-a i izvanbilančne stavke na koje se primjenjuje konverzijski faktor od 0 % u skladu s člankom 166.
These flows shall be proxied by applying both of the following:
Bilančne i izvanbilančne izloženosti (izloženosti prema standardiziranom pristupu)
including the current market value or net present value of the contract as inflow in line 2.4 of the maturity ladder “derivatives cash- inflows” at the latest exercise date of the option where the bank has the right to exercise the option;
Vrijednosti bilančne i izvanbilančne izloženosti nakon uzimanja u obzir vrijednosnih usklađenja, svih faktora smanjenja kreditnog rizika i kreditnih konverzijskih faktora, kako su izračunate u skladu s dijelom trećim glavom II. poglavljem 2.
including the current market value or net present value of the contract as outflow in line 1.5 of the maturity ladder “derivatives cash-outflows” at the earliest exercise date of the option where the bank’s counterparty has the right to exercise the option;
CRR-a.
flows related to other contracts than those referred to in point (a) shall be included by projecting the gross contractual flows of cash in the respective time buckets in lines 1.5 “derivatives cash- outflows” and 2.4 “derivatives cash-inflows” and the contractual flows of liquid securities in the counterbalancing capacity of the maturity ladder, using the current market-implied forward rates applicable on the reporting date where the amounts are not yet fixed.
Bilančne i izvanbilančne izloženosti (izloženosti prema IRB pristupu)
Total amount of all other cash outflows, not reported in items 1.1, 1.2, 1.3, 1.4 or 1.5.
Vrijednosti bilančne i izvanbilančne izloženosti u skladu s člankom 166.
Contingent outflows shall not be reported here.
CRR-a i člankom 230. stavkom 1. drugim podstavkom prvom rečenicom CRR-a, nakon uzimanja u obzir odljeva i priljeva zbog primjene tehnika smanjenja kreditnog rizika s učincima zamjene na izloženost.
The sum of outflows reported in items 1.1, 1.2, 1.3, 1.4, 1.5 and 1.6.
Za izvanbilančne stavke institucije primjenjuju konverzijske faktore kako je definirano u članku 166. stavcima od 8. do 10.
390 to 700
CRR-a.
2 INFLOWS
Nominalna vrijednost
Total amount of cash inflows from secured lending and capital market driven transactions as defined in Article 192 of Regulation (EU) No 575/2013.
Vrijednosti izloženosti izvanbilančnih stavki kako su definirane u člancima 111. i 166.
Only cash flows shall be reported here, securities flows relating to secured lending and capital market driven transactions shall be reported in the “counterbalancing capacity” section.
CRR-a, bez primjene konverzijskih faktora.
The amount of cash inflows reported in item 2.1 which is collateralised by tradable assets in accordance with Articles 7, 8 and 10 of Regulation (EU) 2015/61.
C 42.00 – Alternativna definicija kapitala (LR3)
The amount of cash inflows reported in item 2.1.1 which is collateralised by assets that are not covered bonds.
U obrascu LR3 navode se informacije o mjerama kapitala potrebnima za provjeru iz članka 511.
The amount of cash inflows reported in item 2.1.1.1 which is collateralised by assets representing claims on or guaranteed by central banks.
CRR-a.
The amount of cash inflows reported in item 2.1.1.1 other than those reported in item 2.1.1.1.1, which is collateralised by assets representing claims on or guaranteed by issuer or guarantor that is assigned credit quality step 1 by a nominated ECAI.
Redovni osnovni kapital – definicija nakon potpunog uvođenja novih odredaba
The amount of cash inflows reported in item 2.1.1.1 other than those reported in item 2.1.1.1.1, which is collateralised by assets representing claims on or guaranteed by issuer or guarantor that is assigned credit quality step 2 or 3 by a nominated ECAI.
Članak 50.
The amount of cash inflows reported in item 2.1.1.1 other than those reported in item 2.1.1.1.1, which is collateralised by assets representing claims on or guaranteed by issuer or guarantor that is assigned credit quality step 4 or worse by a nominated ECAI.
CRR-a
The amount of cash inflows reported in item 2.1.1 which is collateralised by assets that are covered bonds.
To je iznos redovnog osnovnog kapitala kako je definiran člankom 50.
The amount of cash inflows reported in item 2.1 which is collateralised by tradable assets in accordance with Articles 7, 8 and 11 of Regulation (EU) 2015/61.
CRR-a, ne uzimajući u obzir odstupanje iz dijela desetog poglavlja 1. i 2.
The amount of cash inflows reported in item 2.1.2 which is collateralised by corporate bonds that are assigned credit quality step 1 by a nominated ECAI.
CRR-a.
The amount of cash inflows reported in item 2.1.2 which is collateralised by covered bonds that are assigned credit quality step 1 or 2 by a nominated ECAI.
Redovni osnovni kapital – definicija u prijelaznom razdoblju
The amount of cash inflows reported in item 2.1.2 which is collateralised by assets representing claims on or guaranteed by central governments, central banks, regional governments, local authorities or public sector entities.
To je iznos redovnog osnovnog kapitala kako je definiran člankom 50.
Note that in accordance with Article 11(1)(a) and (b) of Regulation (EU) 2015/61 all public sector assets eligible as Level 2A shall be either credit quality step 1 or credit quality step 2.
CRR-a, uz uzimanje u obzir odstupanja iz dijela desetog poglavlja 1. i 2.
The amount of cash inflows reported in item 2.1 which is collateralised by tradable assets in accordance with Articles 7, 8 and 12 or 13 of Regulation (EU) 2015/61.
CRR-a.
Level 2B ABS (CQS 1)
Ukupni regulatorni kapital – definicija nakon potpunog uvođenja novih odredaba
The amount of cash inflows reported in item 2.1.3 which is collateralised by asset backed securities, including RMBS.
Članak 72.
The amount of cash inflows reported in item 2.1.3 which is collateralised by covered bonds.
CRR-a
The amount of cash inflows reported in item 2.1.3 which is collateralised by corporate debt securities.
To je iznos regulatornog kapitala kako je definiran člankom 72.
The amount of cash inflows reported in item 2.1.3 which is collateralised by shares.
CRR-a, ne uzimajući u obzir odstupanje iz dijela desetog poglavlja 1. i 2.
The amount of cash inflows reported in item 2.1.3 which is collateralised by Level 2B assets not reported in items 2.1.3.1 to 2.1.3.4.
CRR-a.
The amount of cash inflows reported in item 2.1 which is collateralised by tradable assets not reported in items 2.1.1, 2.1.2 or 2.1.3.
Ukupni regulatorni kapital – definicija u prijelaznom razdoblju
The amount of cash inflows reported in item 2.1 which is collateralised by assets not reported in items 2.1.1, 2.1.2, 2.1.3 or 2.1.4.
To je iznos regulatornog kapitala kako je definiran člankom 72.
Monies due not reported in item 2.1 resulting from loans and advances granted to:
CRR-a, uz uzimanje u obzir odstupanja iz dijela desetog poglavlja 1. i 2.
Cash inflows from loans and advances.
CRR-a.
Cash inflows shall be reported at the latest contractual date for repayment.
Odbijeni iznos imovine – iz stavki redovnog osnovnog kapitala – definicija nakon potpunog uvođenja novih odredaba
For revolving facilities, the existing loan shall be assumed to be rolled-over and any remaining balances shall be treated as committed facilities.
Uključuje iznos regulatornih prilagodbi stavki redovnog osnovnog kapitala radi prilagodbe vrijednosti imovine, što se propisuje u skladu s:
The amount of cash inflows reported in item 2.2, which derives from natural persons or SMEs in accordance with Article 3(8) of Regulation (EU) 2015/61.
člancima od 36. do 47.
The amount of cash inflows reported in item 2.2, which derives from non- financial corporates.
CRR-a,
The amount of cash inflows reported in item 2.2, which derives from credit institutions.
ovisno o tome što je primjenjivo.
The amount of cash inflows reported in item 2.2, which derives from financial customers in accordance with Article 3(9) of Regulation (EU) 2015/61 other than those reported in item 2.2.3.
Institucije u obzir uzimaju izuzeća, alternative odbicima i izuzeća od takvih odbitaka iz članaka 48., 49. i 79.
The amount of cash inflows reported in item 2.2, which derives from central banks.
CRR-a, ne uzimajući u obzir odstupanje iz dijela desetog poglavlja 1. i 2.
The amount of cash inflows reported in item 2.2, which derives from other counterparties not referred to in sections 2.2.1-2.2.5.
CRR-a.
Total amount of contractual cash inflows resulting from the maturity of FX Swap transactions such as the exchange of principal amounts at the end of the contract.
Kako bi se izbjeglo dvostruko računanje, institucije pri izračunu vrijednosti izloženosti u LRCalc;10;10 do LRCalc;260;10 ne iskazuju prilagodbe koje su već primijenjene u skladu s člankom 111.
This reflects the maturing notional value of cross-currency swaps, FX spot and forward transactions in the applicable time buckets of the template.
CRR-a niti iskazuju bilo koju prilagodbu kojom se ne odbija vrijednost određene imovine.
Total amount of contractual cash inflows resulting from derivatives receivables positions from the contracts listed in Annex II of Regulation (EU) No 575/2013 with the exception of inflows resulting from maturing FX swaps which shall be reported in item 2.3.
Budući da se tim prilagodbama ukupni regulatorni kapital umanjuje, one se iskazuju u negativnim vrijednostima.
The total amount shall include settlement amounts including unsettled margin calls as of the reporting date.
Odbijeni iznos imovine – iz stavki redovnog osnovnog kapitala – definicija u prijelaznom razdoblju
cash and securities flows related to derivatives for which there is a collateral agreement in place that requires full or adequate collateralisation of counterparty exposures shall be excluded from the maturity ladder template, and all flows of cash, securities, cash collateral and securities collateral related to those derivatives shall be excluded from the template.
Uključuje iznos regulatornih prilagodbi iz redovnog osnovnog kapitala radi prilagodbe vrijednosti imovine, što se propisuje u skladu s:
Stocks of cash and securities collateral that have already been received or provided in the context of collateralised derivatives shall not be included in the “stock” column of section 3 of the maturity ladder covering the counterbalancing capacity with the exception of cash and securities flows in the context of margin calls which are payable in due course but have not yet been settled.
Institucije u obzir uzimaju izuzeća, alternative odbicima i izuzeća od takvih odbitaka iz članaka 48., 49. i 79.
The latter shall be reflected in lines 1.5 “derivatives cash-outflows” and 2.4 “derivatives cash- inflows” for cash collateral and in section 3 “counterbalancing capacity” for securities collateral in the maturity ladder;
CRR-a, uzimajući pritom u obzir odstupanje iz dijela desetog poglavlja 1. i 2.
flows related to option-like derivatives shall be included only if they are in the money.
CRR-a.
These flows shall be proxied by applying both of the folloowing:
Odbijeni iznos imovine – iz stavki regulatornog kapitala – definicija nakon potpunog uvođenja novih odredaba
including the current market value or net present value of the contract as inflow in line 2.4 of the maturity ladder “derivatives cash-inflows” at the latest exercise date of the option where the bank has the right to exercise the option;
Uključuje iznos regulatornih prilagodbi iz stavki regulatornog kapitala radi prilagodbe vrijednosti imovine, što se propisuje u skladu s:
flows related to other contracts than those referred to in point (a) shall be included by projecting the gross contractual flows of cash in the respective time buckets in lines 1.5 “derivatives cash- outflows” and 2.4 “derivatives cash-inflows” and the contractual flows of securities in the counterbalancing capacity of the maturity ladder, using the current market- implied forward rates applicable on the reporting date where the amounts are not yet fixed.
člancima od 56. do 60.
The amount of inflows which is principal repayment from own investments due taken in bonds, reported according to their residual contractual maturity.
CRR-a, odnosno
This item shall include cash inflows from maturing securities reported in the counterbalancing capacity.
člancima od 66. do 70.
Therefore, once a security matures, it shall be reported as securities outflow in the counterbalancing capacity and consequently as a cash inflow here.
CRR-a,
Total amount of all other cash inflows, not reported in items 2.1, 2.2, 2.3, 2.4 or 2.5 above.
Kako bi se izbjeglo dvostruko računanje, institucije pri izračunu vrijednosti izloženosti u redcima LRCalc;10;10 do LRCalc;260;10ne iskazuju prilagodbe koje su već primijenjene u skladu s člankom 111.
Contingent inflows shall not be reported here.
CRR-a niti iskazuju bilo koju prilagodbu kojom se ne odbija vrijednost određene imovine.
Sum of inflows reported in items 2.1, 2.2, 2.3, 2.4, 2.5 and 2.6.
Odbijeni iznos imovine – iz stavki regulatornog kapitala – definicija u prijelaznom razdoblju
Total Inflows reported in item 2.7 less total outflows reported in item 1.7.
C 43.00 – Alternativna raščlamba komponenti mjere izloženosti omjera financijske poluge (LR4)
Cumulated net contractual gap from the reporting date to the upper limit of a relevant time bucket.
Institucije iskazuju vrijednosti izloženosti omjera financijske poluge u obrascu LR4 nakon primjene izuzeća iz sljedećih rubrika iz obrasca LRCalc, ovisno o tome što se primjenjuje: 050;010, 080;010, 100;010, 120;010, 220; 010, 250;010 i 260;010.
3 COUNTERBALANCING CAPACITY
Kako bi se izbjeglo dvostruko računanje, institucije poštuju jednadžbu iz sljedeće točke:
The “Counterbalancing Capacity” of the maturity ladder shall contain information on the development of an institution’s holdings of assets of varying degrees of liquidity, amongst which tradable assets and central bank eligible assets, as well as facilities contractually committed to the institution.
Jednadžba koju institucije poštuju u skladu s točkom 29. glasi: [LRCalc;010;010 + LRCalc;020;010 + LRCalc;030;010 + LRCalc;040;010 + LRCalc;050;010 + LRCalc;060;010 + LRCalc;070;010 + LRCalc;080;010 + LRCalc;090;010 + LRCalc;100;010 + LRCalc;110;010 + LRCalc;120;010 + LRCalc;130;010 + LRCalc;140;010 + LRCalc;150;010 + LRCalc;160;010 + LRCalc;170;010 + LRCalc;180;010 + LRCalc;190;010 + LRCalc;200;010 + LRCalc;210;010 + LRCalc;220;010 + LRCalc;230;010 + LRCalc;240;010 + LRCalc;250;010 + LRCalc;260;010] = [LR4;010;010 + LR4;040;010 + LR4;050;010 + LR4;060;010 + LR4;065;010 + LR4;070;010 + LR4;080;010 + LR4;080;020 + LR4;090;010 + LR4;090;020 + LR4;140;010 + LR4;140;020 + LR4;180;010 + LR4;180;020 + LR4;190;010 + LR4;190;020 + LR4;210;010 + LR4;210;020 + LR4;230;010 + LR4;230;020 + LR4;280;010 + LR4;280;020 + LR4;290;010 + LR4;290;020].
For reporting at the consolidated level on central bank eligibility, the rules of central bank eligibility which apply to each consolidated institution in its jurisdiction of incorporation shall form the basis.
Izvanbilančne stavke; od čega – vrijednost izloženosti omjera financijske poluge
Where the counterbalancing capacity refers to tradable assets, institutions shall report tradable assets traded in large, deep and active repo or cash markets characterised by a low level of concentration.
Vrijednost izloženosti omjera financijske poluge izračunata kao zbroj LRCalc;150;010, LRCalc;160;010, LRCalc;170;010 i LRCalc;180;010 isključujući odgovarajuće unutargrupne izloženosti (pojedinačna osnova) izuzete u skladu s člankom 429. stavkom 7.
Assets reported in the columns of the counterbalancing capacity shall include only unencumbered assets available to the institution to convert into cash at any time to fill contractual gaps between cash inflows and outflows during the time horizon.
CRR-a.