natgillin/translations-raw huggingface dataset:
Debt securities issued or guaranteed by central governments, issued by central banks, international organisations, multilateral development banks or Member States' regional governments or local authorities or institutions which would qualify for credit quality step 4 or 5 under the rules for the risk weighting of exposures under Articles 78 to 83 of Directive 2006/48/EC, and debt securities issued or guaranteed by institutions which would qualify for credit quality step 3 under the rules for the risk weighting of exposures under point 26 of Part 1 of Annex VI to Directive 2006/48/EC, and debt securities issued or guaranteed by corporates which would qualify for credit quality step 3 or 4 under the rules for the risk weighting of exposures under Articles 78 to 83 of Directive 2006/48/EC.
Dolžniški vrednostni papirji, ki jih izdajo ali za katere jamčijo enote centralne ravni države, ki jih izdajo centralne banke, mednarodne organizacije, multilateralne razvojne banke ali enote regionalne ali lokalne ravni držav članic ali institucije in ki imajo zunanjo bonitetno oceno primerne ECAI ter bi bili upravičeni do stopnje kreditne kvalitete 4 ali 5 na podlagi pravil za tehtanje izpostavljenosti v skladu s členi 78 do 83 Direktive 2006/48/ES, dolžniški vrednostni papirji, ki jih izdajo ali za katere jamčijo institucije in ki imajo zunanjo bonitetno oecno primerne ECAI ter bi bili upravičeni do stopnje kreditne kvalitete 3 na podlagi pravil za tehtanje izpostavljenosti v skladu z odstavkom 26 dela 1 Priloge VI Direktive 2000/12/ES in dolžniški vrednostni papirji, ki jih izdajo ali za katere jamčijo podjetja in ki imajo zunanjo bonitetno oceno primerne ECAI ter bi bili upravičeni do stopnje kreditne kvalitete 3 ali 4 v skladu s pravili za tehtanje izpostavljenosti v skladu s členi 78 do 83 Direktive 2006/48/ES.
Exposures for which a credit assessment by a nominated ECAI is not available.
Izpostavljenosti, za katere kreditna ocena s strani imenovane ECAI ni na voljo.
Debt securities issued or guaranteed by central governments, issued by central banks, international organisations, multilateral development banks or Member States' regional governments or local authorities or institutions which would qualify for credit quality step 6 under the rules for the risk weighting of exposures under Articles 78 to 83 of Directive 2006/48/EC, and debt securities issued or guaranteed by corporates which would qualify for credit quality step 5 or 6 under the rules for the risk weighting of exposures under Articles 78 to 83 of Directive 2006/48/EC.
Dolžniški vrednostni papirji, ki jih izdajo ali za katere jamčijo enote centralne ravni držav, ki jih izdajo centralne banke, mednarodne organizacije, multilateralne razvojne banke ali enote regionalne ali lokalne ravni držav članic ali institucije in ki imajo zunanjo bonitetno oceno primerne ECAI ter bi bili upravičeni do stopnje kreditne kvalitete 6 na podlagi pravil za tehtanje izpostavljenosti v skladu s členi 78 do 83 Direktive 2006/48/ES in dolžniški vrednostni papirji, ki jih izdajo ali za katere jamčijo podjetja in ki imajo zunanjo bonitetno oceno primerne ECAI ter bi bili upravičeni do stopnje kreditne kvalitete 5 ali 6 na podlagi pravil za tehtanje izpostavljenosti v skladu s členi 78 do 83 Direktive 2000/12/ES.
For institutions which apply the rules for the risk weighting of exposures under Articles 84 to 89 of Directive 2006/48/EC, to qualify for a credit quality step the obligor of the exposure shall have an internal rating with a PD equivalent to or lower than that associated with the appropriate credit quality step under the rules for the risk weighting of exposures to corporates under Articles 78 to 83 of that Directive.
Za določitev stopnje kreditne kvalitete institucij, ki uporabljajo pravila za tehtanje izpostavljenosti po členih 84 do 89 Direktive 2006/48/ES, se za dolžnika izpostavljenosti uporabi notranja bonitetna ocena z enako ali nižjo PD od tiste, ki po pravilih za tehtanje izpostavljenosti podjetjem po členih 78 do 83 navedene direktive velja za primerno stopnjo kreditne kvalitete.
Instruments issued by a non-qualifying issuer shall receive a specific risk capital charge of 8 % or 12 % according to Table 1.
Za instrumente, ki jih izda nekvalificiran izdajatelj, prejmejo, v skladu s tabelo 1, utež za izračun kapitalska zahteva za posebno tveganje v višini 8 ali 12 odstotkov.
Competent authorities may require institutions to apply a higher specific risk charge to such instruments and/or to disallow offsetting for the purposes of defining the extent of general market risk between such instruments and any other debt instruments.
Pristojni organi lahko od institucij zahtevajo, da za te instrumente uporabijo višjo utež za izračun kapitalske zahteve za posebno tveganje in/ali ne dovolijo pobotanja za potrebe določitve obsega splošnega tveganja med takimi instrumenti in drugimi dolžniškimi instrumenti.
Securitisation exposures that would be subject to a deduction treatment as set out in Article 66(2) of Directive 2006/48/EC, or risk-weighted at 1,250 % as set out in Part 4 of Annex IX to that Directive, shall be subject to a capital charge that is no less than that set out under those treatments.
Izpostavljenosti iz listinjenja, ki bi se odbijal od kapitala na podlagi obravnave, določene v členu 66(2) Direktive 2006/48/ES, ali ki se tehtajo z utežjo 1250 %, kakor je določeno v delu 4 Priloge IX k navedeni direktivi, se za te pozicije uporablja kapitalska zahteva, ki ni manjša od tiste, opredeljene v okviru navedene obravnave.
Unrated liquidity facilities shall be subject to a capital charge that is no less than that set out in Part 4 of Annex IX to Directive 2006/48/EC.
Za likvidnostna posojila oz. aranžmaje brez bonitetne ocene se uporablja kapitalska zahteva, ki ni manjša od tiste, določene v skladu z delom 4 Priloge IX k Direktivi 2006/48/ES.
For the purposes of point 14 qualifying items shall include:(a) long and short positions in assets qualifying for a credit quality step corresponding at least to investment grade in the mapping process described in Title V, Chapter 2, Section 3, Sub‐section 1 of Directive 2006/48/EC;
Za namene odstavka 14 postavke kvalificiranih izdajateljev zajemajo:(a) dolge in kratke pozicije v dolžniških finančnih instrumentih, primernih za stopnjo kreditne kvalitete, ki vsaj ustreza investicijskemu razredu v postopku vzporejanja, opisanem v pododdelku 1 oddelka 3 poglavja 2 naslova V Direktive 2006/48/ES;
long and short positions in assets which, because of the solvency of the issuer, have a PD which is not higher than that of the assets referred to under (a), under the approach described in Title V, Chapter 2, Section 3, Sub‐section 2 of Directive 2006/48/EC;
dolge in kratke pozicije v dolžniških finančnih instrumentih, ki imajo zaradi solventnosti izdajatelja PD, ki ustreza investicijskemu razredu, iz točke (a) zgoraj, v skladu s pristopom, opisanim v pododdelku 2 oddelka 3 poglavja 2 naslova V Direktive 2006/48/ES;
long and short positions in assets for which a credit assessment by a nominated external credit assessment institution is not available and which meet the following conditions:(i) they are considered by the institutions concerned to be sufficiently liquid;
dolge in kratke pozicije v dolžniških finančnih instrumentih, ki nimajo zunanje bonitetne ocene primerne ECAI in ki izpolnjujejo naslednje pogoje:(i) zadevne institucije jih štejejo za dovolj likvidne;
their investment quality is, according to the institution's own discretion, at least equivalent to that of the assets referred to under point (a); and
njihova investicijska kvaliteta je po lastni presoji institucije najmanj enakovredna investicijski kvaliteti pozicij, navedenih pod točko (a); in
they are listed on at least one regulated market in a Member State or on a stock exchange in a third country provided that the exchange is recognised by the competent authorities of the relevant Member State;
uvrščeni so vsaj na enem organiziranem trgu države članice ali na borzi tretje države, pod pogojem, da je borza priznana s strani pristojnih organov zadevne države članice;
long and short positions in assets issued by institutions subject to the capital adequacy requirements set out in Directive 2006/48/EC which are considered by the institutions concerned to be sufficiently liquid and whose investment quality is, according to the institution's own discretion, at least equivalent to that of the assets referred to under point (a); and
dolge in kratke pozicije v dolžniških instrumentih, ki so jih izdale institucije, ki so dolžne izpolniti zahteve za kapitalsko ustreznost, opredeljene v Direktivi 2006/48/ES, ki jih zadevne institucije štejejo za dovolj likvidne in katerih investicijska kvaliteta je po lastni presoji institucije najmanj enakovredna investicijski kvaliteti pozicij iz točke (a); in
securities issued by institutions that are deemed to be of equivalent, or higher, credit quality than those associated with credit quality step 2 under the rules for the risk weighting of exposures to institutions set out in Articles 78 to 83 of Directive 2006/48/EC and that are subject to supervisory and regulatory arrangements comparable to those under this Directive.
vrednostne papirje, ki so jih izdale institucije, za katere se šteje, da imajo enakovredno ali višjo kreditno kvaliteto od kvalitete, ki ustreza stopnji kreditne kvalitete 2 po pravilih za tehtanje izpostavljenosti z utežjo iz členov 73 do 83 Direktive 2006/48/ES, in ki so predmet nadzorniške in zakonske določbe, primerljive z določbami v tej direktivi.
The manner in which the debt instruments are assessed shall be subject to scrutiny by the competent authorities, which shall overturn the judgment of the institution if they consider that the instruments concerned are subject to too high a degree of specific risk to be qualifying items.
Način ocenjevanja dolžniških finančnih instrumentov je predmet skrbnega nadzora pristojnih organov, ki ovržejo presojo institucije, če menijo, da so zadevni instrumenti izpostavljeni previsoki stopnji posebnega tveganja, da bi bili postavke kvalificiranih izdajateljev.
The competent authorities shall require the institution to apply the maximum weighting shown in Table 1 to point 14 to instruments that show a particular risk because of the insufficient solvency of the issuer.
Pristojni organi od institucij zahtevajo, da za instrumente, ki kažejo posebno tveganje zaradi nezadostne plačilne sposobnosti izdajatelja, uporabijo najvišjo utež iz tabele 1 iz odstavka 14.
General risk
Splošno tveganje
Maturity-based
Pristop, ki temelji na zapadlosti
The procedure for calculating capital requirements against general risk involves two basic steps.
Postopek za izračun kapitalskih zahtev za splošno tveganje je sestavljen iz dveh osnovnih korakov.
First, all positions shall be weighted according to maturity (as explained in point 18), in order to compute the amount of capital required against them.
Prvič, za izračun kapitalske zahteve za splošno tveganje, se vse pozicije tehtajo glede na zapadlost (kakor je določeno v odstavku 18).
Second, allowance shall be made for this requirement to be reduced when a weighted position is held alongside an opposite weighted position within the same maturity band.
Drugič, ta kapitalska zahteva se lahko zniža, če se v isti razred zapadlosti uvrstijo nasprotne tehtane pozicije .
A reduction in the requirement shall also be allowed when the opposite weighted positions fall into different maturity bands, with the size of this reduction depending both on whether the two positions fall into the same zone, or not, and on the particular zones they fall into.
Znižanje te kapitalske zahteve se dovoli tudi v primeru, če so nasprotno tehtane pozicije uvrščene v različne razrede zapadlosti, pri čemer je obseg znižanja odvisen od tega, če sta poziciji uvrščeni v isto skupino ali ne, in od posameznih skupin razredov zapadlosti, v katere sta uvrščeni.
There are three zones (groups of maturity bands) altogether.
Obstajajo tri skupine razredov zapadlosti.
The institution shall assign its net positions to the appropriate maturity bands in column 2 or 3, as appropriate, in Table 2 in point 20.
Institucija ustrezno razvrsti vse neto pozicije v razrede zapadlosti v stolpce 2 ali 3 tabele 2 iz odstavka 20.
It shall do so on the basis of residual maturity in the case of fixed-rate instruments and on the basis of the period until the interest rate is next set in the case of instruments on which the interest rate is variable before final maturity.
Pri instrumentih s fiksno obrestno mero je merilo preostali čas do zapadlosti, pri instrumentih s spremenljivo obrestno mero pa obdobje do naslednje določitve obrestne mere.
It shall also distinguish between debt instruments with a coupon of 3 % or more and those with a coupon of less than 3 % and thus allocate them to column 2 or column 3 in Table 2.
Institucija tudi razlikuje med dolžniškimi finančnimi instrumenti z nominalno obrestno mero 3 % ali več in dolžniškimi finančnimi instrumenti z nominalno obrestno mero, manjšo od 3 %, in jih na tej podlagi tudi razvrsti v stolpec 2 ali stolpec 3 tabele 2.
It shall then multiply each of them by the weighing for the maturity band in question in column 4 in Table 2.
Institucija nato vsakega od njih pomnoži z utežjo za razred zapadlosti iz stolpca 4 tabele 2.
It shall then work out the sum of the weighted long positions and the sum of the weighted short positions in each maturity band.
Institucija nato izračuna vsoto tehtanih dolgih pozicij in vsoto tehtanih kratkih pozicij v vsakem posameznem razredu zapadlosti.
The amount of the former which are matched by the latter in a given maturity band shall be the matched weighted position in that band, while the residual long or short position shall be the unmatched weighted position for the same band.
Znesek tehtanih dolgih pozicij, ki so izravnane z zneskom tehtanih kratkih pozicij v določenem razredu zapadlosti, je izravnana tehtana pozicija v tem razredu, medtem ko je preostala dolga ali kratka pozicija neizravnana tehtana pozicija v istem razredu.
The total of the matched weighted positions in all bands shall then be calculated.
Institucija nato izračuna seštevek izravnanih tehtanih pozicij v vseh razredih zapadlosti.
The institution shall compute the totals of the unmatched weighted long positions for the bands included in each of the zones in Table 2 in order to derive the unmatched weighted long position for each zone.
Institucija nato za izračun neizravnane tehtane dolge pozicije za vsako skupino sešteje vsote neizravnanih tehtanih dolgih pozicij za razrede vseh skupin tabele 2.
Similarly, the sum of the unmatched weighted short positions for each band in a particular zone shall be summed to compute the unmatched weighted short position for that zone.
Podobno se za izračun neizravnane tehtane kratke pozicije za posamezno skupino seštejejo vsote neizravnanih tehtanih kratkih pozicij za vsak razred v posamezni skupini.
That part of the unmatched weighted long position for a given zone that is matched by the unmatched weighted short position for the same zone shall be the matched weighted position for that zone.
Izravnana tehtana pozicija posamezne skupine je tisti del neizravnane tehtane dolge pozicije skupine, ki je izravnan z neizravnano tehtano kratko pozicijo iste skupine.
That part of the unmatched weighted long or unmatched weighted short position for a zone that cannot be thus matched shall be the unmatched weighted position for that zone.Table 2
Neizravnana tehtana pozicija posamezne skupine je tisti del neizravnane tehtane dolge ali neizravnane tehtane kratke pozicije skupine, ki ne more biti tako izravnana.Tabela 2
Zone
Skupina
Maturity band
Razredi zapadlosti
Weighting (in %)
Razredi zapadlosti
Assumed interest rate change (in %)
Ute (%) Domnevana sprememba obrestne mere (%)
Coupon of 3 % or more
obrestna mera 3 % ali več
Coupon of less than 3 %
obrestna mera nija od 3 %
0 ≤ 1 month
0 ≤ 1 mesec
> 1 ≤ 3 months
> 1 ≤ 3 mesece
> 3 ≤ 6 months
> 3 ≤ 6 mesecev
> 6 ≤ 12 months
> 6 ≤ 12 mesecev
> 1 ≤ 2 years
> 1 ≤ 2 leti
> 1,0 ≤ 1,9 years
> 1,0 ≤ 1,9 let
> 2 ≤ 3 years
> 2 ≤ 3 leta
> 1,9 ≤ 2,8 years
> 1,9 ≤ 2,8 let
> 3 ≤ 4 years
>3 ≤ 4 leta
> 2,8 ≤ 3,6 years
> 2,8 ≤ 3,6 let
> 4 ≤ 5 years
>4 ≤ 5 let
> 3,6 ≤ 4,3 years
> 3,6 ≤ 4,3 let
> 5 ≤ 7 years
>5 ≤ 7 let
> 4,3 ≤ 5,7 years
> 4,3 ≤ 5,7 let
> 7 ≤ 10 years
>7 ≤ 10 let
> 5,7 ≤ 7,3 years
> 5,7 ≤ 7,3 let
> 10 ≤ 15 years
>10 ≤ 15 let
> 7,3 ≤ 9,3 years
> 7,3 ≤ 9,3 let
> 15 ≤ 20 years
>15 ≤ 20 let
> 9,3 ≤ 10,6 years
> 9,3 ≤ 10,6 let
> 20 years
> 20 let
> 10,6 ≤ 12,0 years
> 10,6 ≤ 12,0 let
> 12,0 ≤ 20,0 years
> 12,0 ≤ 20,0 let
The amount of the unmatched weighted long (short) position in zone one which is matched by the unmatched weighted short (long) position in zone two shall then be computed.
Institucija nato izračuna vsoto neizravnane tehtane dolge (kratke) pozicije skupine 1, ki je izravnana z neizravnano tehtano kratko (dolgo) pozicijo skupine 2.
This shall be referred to in point 25 as the matched weighted position between zones one and two.
Ta je v odstavku 25 opredeljena kot izravnana tehtana pozicija med skupinama 1 in 2.
The same calculation shall then be undertaken with regard to that part of the unmatched weighted position in zone two which is left over and the unmatched weighted position in zone three in order to calculate the matched weighted position between zones two and three.
Za izračun izravnane tehtane pozicije med skupinama 2 in 3 se nato izvede enak izračun za preostali del neizravnane tehtane pozicije skupine 2 in neizravnano tehtano pozicijo skupine 3.
The institution may, if it wishes, reverse the order in point 21 so as to calculate the matched weighted position between zones two and three before calculating that position between zones one and two.
Institucija lahko po želji spremeni vrstni red v odstavku 21 tako, da izračuna izravnano tehtano pozicijo med skupinama 2 in 3 pred izračunom izravnane tehtane pozicije med skupinama 1 in 2.
The remainder of the unmatched weighted position in zone one shall then be matched with what remains of that for zone three after the latter's matching with zone two in order to derive the matched weighted position between zones one and three.
Za izračun izravnane tehtane pozicije med skupinama razredov zapadlosti 1 in 2 se preostanek neizravnane tehtane pozicije skupine razredov zapadlosti 1 izravna s preostankom neizravnane tehtane pozicije skupine razredov zapadlosti 3, potem ko je bila le-ta izravnana s skupino razredov zapadlosti 2.
Residual positions, following the three separate matching calculations in points 21, 22 and 23, shall be summed.
Preostale pozicije se po treh ločenih izravnalnih izračunih iz odstavkov 21, 22 in 23 seštejejo.
The institution's capital requirement shall be calculated as the sum of:(a) 10 % of the sum of the matched weighted positions in all maturity bands;
Kapitalska zahteva institucije se izračuna kot vsota:(a) 10 % vsote izravnanih tehtanih pozicij v vseh razredih zapadlosti;
40 % of the matched weighted position in zone one;
40 % izravnanih tehtanih pozicij skupine razredov zapadlosti 1;
30 % of the matched weighted position in zone two;
30 % izravnanih tehtanih pozicij skupine razredov zapadlosti 2;
30 % of the matched weighted position in zone three;
30 % izravnanih tehtanih pozicij skupine razredov zapadlosti 3;
40 % of the matched weighted position between zones one and two and between zones two and three (see point 21);
40 % izravnanih tehtanih pozicij med skupinama razredov zapadlosti 1 in 2 ter med skupinama razredov zapadlosti 2 in 3 (glej odstavek 21);
150 % of the matched weighted position between zones one and three; and
150 % izravnanih tehtanih pozicij med skupinama razredov zapadlosti 1 in 3; in
100 % of the residual unmatched weighted positions.
100 % preostalih neizravnanih tehtanih pozicij.
Duration-based
Pristop, ki temelji na trajanju
The competent authorities may allow institutions in general or on an individual basis to use a system for calculating the capital requirement for the general risk on traded debt instruments which reflects duration, instead of the system set out in points 17 to 25, provided that the institution does so on a consistent basis.
Pristojni organi lahko na splošno ali v posameznih primerih institucijam dovolijo, da za izračunavanje kapitalske zahteve za splošno tveganje v zvezi z dolžniškimi finančnimi instrumenti uporabijo pristop, ki temelji na trajanju, namesto pristopa, določenega v odstavkih 17 do 25, pod pogojem, da institucija izbrani pristop dosledno uporablja.
Under a system referred to in point 26 the institution shall take the market value of each fixed‐rate debt instrument and thence calculate its yield to maturity, which is implied discount rate for that instrument.
Pri uporabi pristopa iz odstavka 26 institucija na podlagi tržne vrednosti za vsak dolžniški finančni instrument s fiksno obrestno mero izračuna njegov donos do zapadlosti, kar je implicirana diskontna stopnja tega instrumenta.
In the case of floating‐rate instruments, the institution shall take the market value of each instrument and thence calculate its yield on the assumption that the principal is due when the interest rate can next be changed.
Pri instrumentih s spremenljivo obrestno mero institucija na podlagi tržne vrednosti vsakega instrumenta izračuna njegov donos do zapadlosti ob predpostavki, da glavnica zapade ob naslednji možni določitvi obrestne mere.
The institution shall then calculate the modified duration of each debt instrument on the basis of the following formula: modified duration = ((duration (D))/(1 + r)), where:
Institucija nato izračuna modificirano trajanje za vsak dolžniški finančni instrument po naslednji formuli: modificirano trajanje = ((trajanje (D))/(1 + r)), kjer je:
R = yield to maturity (see point 25),
R = donos do zapadlosti (glej odstavek 25),
Ct = cash payment in time t,
Ct = denarni tok v času t,
M = total maturity (see point 25).
M = celotna zapadlost (glej odstavek 25).
The institution shall then allocate each debt instrument to the appropriate zone in Table 3.
Institucija nato vsak posamezni dolžniški finančni instrument razvrsti v ustrezno skupino tabele 3.
It shall do so on the basis of the modified duration of each instrument.Table 3
To stori glede na modificirano trajanje vsakega instrumenta.Tabela 3
Modified duration
Modificirano trajanje
(in years)
(v letih)
Assumed interest (change in %)
Domnevana sprememba obrestne mere(v %)
The institution shall then calculate the duration‐weighted position for each instrument by multiplying its market price by its modified duration and by the assumed interest‐rate change for an instrument with that particular modified duration (see column 3 in Table 3).
Institucija nato izračuna pozicijo, tehtano s trajanjem, za vsak posamezen dolžniški finančni instrument tako, da tržno ceno instrumenta pomnoži z njegovim modificiranim trajanjem in domnevano spremembo obrestne mere za instrument z določenim modificiranim trajanjem (glej stolpec 3 tabele 3).
The institution shall calculate its duration-weighted long and its duration-weighted short positions within each zone.
Institucija izračuna svoje dolge in kratke pozicije, tehtane s trajanjem, znotraj vsake skupine.
The amount of the former which are matched by the latter within each zone shall be the matched duration‐weighted position for that zone.
Znesek dolgih pozicij, tehtanih s trajanjem, izravnanih s kratkimi pozicijami, tehtanih s trajanjem, v okviru posamezne skupine, je izravnana pozicija, tehtana s trajanjem skupine.
The institution shall then calculate the unmatched duration-weighted positions for each zone.
Institucija nato izračuna neizravnane pozicije, tehtane s trajanjem za vsako skupino.
It shall then follow the procedures laid down for unmatched weighted positions in points 21 to 24.
Institucija nato sledi postopkom, določenim za neizravnane tehtane pozicije v odstavkih 21 do 24.
The institution's capital requirement shall then be calculated as the sum of:(a) 2 % of the matched duration-weighted position for each zone;
Kapitalska zahteva institucije se izračuna kot vsota:(a) 2 % izravnane pozicije, tehtane s trajanjem, za vsako skupino;