natgillin/translations-raw huggingface dataset:
a rigorous and comprehensive stress-testing programme shall be in place;
vzpostavljen je temeljit in izčrpen program za testiranje izjemnih situacij.
Risk management process and controls
Procesi upravljanja s tveganji in kontrole
With regard to the development and use of internal models for capital requirement purposes, credit institutions shall establish policies, procedures, and controls to ensure the integrity of the model and modelling process.
Kreditne institucije za razvoj in uporabo notranjih modelov za namene določanja kapitalskih zahtev izoblikujejo politike, postopke in kontrole, ki bodo zagotavljali celovitost modela in procesa modeliranja.
These policies, procedures, and controls shall include the following:(a) full integration of the internal model into the overall management information systems of the credit institution and in the management of the non-trading book equity portfolio.
Politike, postopki in kontrole obsegajo naslednje:(a) popolno integracijo notranjega modela v celoten upravljavski informacijski sistem kreditne institucije in v upravljanje s portfeljem lastniških instrumentov, ki so postavke netrgovalne knjige.
Internal models shall be fully integrated into the credit institution's risk management infrastructure if they are particularly used inmeasuring and assessing equity portfolio performance (including the risk‐adjusted performance), allocating economic capital to equity exposures and evaluating overall capital adequacy and the investment management process;
Interni modeli so popolnoma vpeti v strukturo upravljanja s tveganji kreditne institucije, če se posebej uporabljajo pri: merjenju in presoji delovanja portfelja lastniških instrumentov (vključno s tveganju prilagojenim delovanjem), dodelitvi ekonomskega kapitala za izpostavljenosti iz naslova lastniških instrumentov in ovrednotenju celotne kapitalske ustreznosti ter procesa upravljanja naložb;
established management systems, procedures, and control functions for ensuring the periodic and independent review of all elements of the internal modelling process, including approval of model revisions, vetting of model inputs, and review of model results, such as direct verification of risk computations.
vzpostavljene sisteme upravljanja ter postopke in kontrolne funkcije za zagotovitev rednega in neodvisnega pregledovanja vseh elementov notranjega modeliranja, vključno z odobritvijo sprememb modela, izbiro vhodnih podatkov in preverjanjem rezultatov modela, kakor je neposredna verifikacija izračunov tveganja.
These reviews shall assess the accuracy, completeness, and appropriateness of model inputs and results and focus on both finding and limiting potential errors associated with known weaknesses and identifying unknown model weaknesses.
S preverjanji se bo presojala natančnost, popolnost in ustreznost vhodnih in izhodnih podatkov modela, pri čemer se bo potrebno osredotočiti tako na iskanje in omejevanje potencialnih napak, vezanih na znane pomanjkljivosti, kot na identifikacijo neznanih pomanjkljivosti modela.
Such reviews may be conducted by an internal independent unit, or by an independent external third party;
Takšne preglede lahko izvaja notranja revizijska služba ali zunanja revizijska družba;
adequate systems and procedures for monitoring investment limits and the risk exposures of equity exposures;
ustrezne sisteme in postopke za spremljanje naložbenih omejitev in tveganih izpostavljenosti iz naslova lastniških instrumentov;
the units responsible for the design and application of the model shall be functionally independent from the units responsible for managing individual investments; and
enote, pristojne za oblikovanje in izvajanje modela, so funkcionalno neodvisne od enot, pristojnih za upravljanje posameznih naložb; in
parties responsible for any aspect of the modelling process shall be adequately qualified.
osebe, pristojne za kateri koli vidik procesa modeliranja, so ustrezno usposobljene.
Management shall allocate sufficient skilled and competent resources to the modelling function.
Vodstvo za funkcijo modeliranja nameni dovolj izkušene in sposobne kadre.
Validation and documentation
Ovrednotenje in dokumentacija
Credit institutions shall have a robust system in place to validate the accuracy and consistency of their internal models and modelling processes.
Kreditne institucije vzpostavijo zanesljive sisteme za ovrednotenje natančnosti in doslednosti svojih notranjih modelov in procesov modeliranja.
All material elements of the internal models and the modelling process and validation shall be documented.
Vsi bistveni elementi notranjih modelov in procesa modeliranja in ovrednotenja se dokumentirajo.
Credit institutions shall use the internal validation process to assess the performance of its internal models and processes in a consistent and meaningful way.
Kreditne institucije uporabljajo proces notranjega ovrednotenja za ocenjevanje delovanja svojih notranjih modelov in procesov na dosleden in smiseln način.
Credit institutions shall regularly compare actual equity returns (computed using realised and unrealised gains and losses) with modelled estimates.
Kreditne institucije redno primerjajo dejanske donose iz lastniških instrumentov (izračunane z uporabo realiziranih in nerealiziranih dobičkov in izgub) z modeliranimi ocenami.
Credit institutions shall make use of other quantitative validation tools and comparisons with external data sources.
Kreditne institucije uporabljajo tudi druga orodja za količinsko ovrednotenje parametrov tveganja in primerjave z zunanjimi viri podatkov.
Credit institutions' internal assessments of the performance of their models shall be based on as long a period as possible.
Notranje presoje delovanja modelov kreditnih institucij temeljijo na čim daljšem obdobju.
Credit institutions shall have sound internal standards for situations where comparison of actual equity returns with the models estimates calls the validity of the estimates or of the models as such into question.
Kreditne institucije vzpostavijo zanesljive notranje standarde za primere, ko primerjava dejanskih donosov iz lastniških instrumentov z ocenami modelov spodbija veljavnost ocen ali modelov kot takih.
These standards shall take account of business cycles and similar systematic variability in equity returns.
Ti standardi upoštevajo ekonomske cikle in podobne sistematične spremenljivosti pri donosih iz lastniških instrumentov.
All adjustments made to internal models in response to model reviews shall be documented and consistent with the credit institution's model review standards.
Vse spremembe notranjih modelov, ki so posledica pregledov modelov, se dokumentirajo in so skladne s standardi kreditnih institucij za pregled modelov.
The internal model and the modelling process shall be documented, including the responsibilities of parties involved in the modelling, and the model approval and model review processes.
Notranji model in proces modeliranja se dokumentirata, vključno z odgovornostmi strank, ki sodelujejo pri modeliranju, ter odobritvijo in procesi pregleda modela.
CORPORATE GOVERNANCE AND OVERSIGHT
UPRAVLJANJE IN NADZOR
Corporate Governance
Upravljanje
All material aspects of the rating and estimation processes shall be approved by the credit institution's management body described in Article 11 or a designated committee thereof and senior management.
Upravna iz člena 11 kreditne institucije ali drug organ, ki ga imenuje kreditna institucija in višje vodstvo, potrdi vse bistvene vidike bonitetnega procesa in procesa ocenjevanja.
These parties shall possess a general understanding of the credit institution's rating systems and detailed comprehension of its associated management reports.
Te stranke razpolagajo s splošnim znanjem o delovanju bonitetnega sistema kreditne institucije ter podrobnim razumevanjem izdelanih poročil o tem procesu.
Senior management shall provide notice to the management body described in Article 11 or a designated committee thereof of material changes or exceptions from established policies that will materially impact the operations of the credit institution's rating systems.
Višje vodstvo obvešča upravo ali drug organ, iz člena 11 o vsaki spremembi ali odstopanju od uveljavljene prakse, ki bo bistveno vplivala na delovanje bonitetnega sistema kreditne institucije.
Senior management shall have a good understanding of the rating systems designs and operations.
Višje vodstvo razume zgradbo in delovanjem bonitetnega sistema.
Senior management shall ensure, on an ongoing basis that the rating systems are operating properly.
Višje vodstvo redno zagotavlja pravilno delovanje bonitetnih sistemov.
Senior management shall be regularly informed by the credit risk control units about the performance of the rating process, areas needing improvement, and the status of efforts to improve previously identified deficiencies.
Enote za kontrolo kreditnega tveganja redno obveščajo višje vodstvo o delovanju bonitetnega procesa, o področjih, na katerih so potrebne izboljšave ter o stanju prizadevanj za izboljšanje predhodno ugotovljenih pomanjkljivosti.
Internal ratings-based analysis of the credit institution's credit risk profile shall be an essential part of the management reporting to these parties.
Analiza kreditnega tveganja, ugotovljenega po pristopu IRB, kreditne institucije je bistveni sestavni del poročila vodstva navedenim strankam.
Reporting shall include at least risk profile by grade, migration across grades, estimation of the relevant parameters per grade, and comparison of realised default rates, and to the extent that own estimates are used of realised LGDs and realised conversion factors against expectations and stress-test results.
Poročilo vsebuje vsaj profil tveganja po bonitetnih razredih, prehode med bonitetnimi razredi, oceno ustreznih parametrov za bonitetni razred in primerjavo dejanskih stopenj neplačil in lastnih ocen LGD ter konverzijskih faktorjev s pričakovanji in rezultati testa izjemnih situacij.
Reporting frequencies shall depend on the significance and type of information and the level of the recipient.
Pogostost poročanja je odvisna od pomembnosti in vrste informacij ter od ravni prejemnika.
Credit risk control
Kontrola kreditnega tveganja
The credit risk control unit shall be independent from the personnel and management functions responsible for originating or renewing exposures and report directly to senior management.
Enota za kontrolo kreditnega tveganja je neodvisna od osebja in vodstvenih funkcij, pristojnih za odobravanje ali obnavljanje izpostavljenosti, in poroča neposredno višjemu vodstvu.
The unit shall be responsible for the design or selection, implementation, oversight and performance of the rating systems.
Enota je pristojna za oblikovanje ali izbiro, izvajanje, nadzor in delovanje bonitetnih sistemov.
It shall regularly produce and analyse reports on the output of the rating systems.
Enota redno pripravlja in analizira poročila o rezultatih bonitetnih sistemov.
The areas of responsibility for the credit risk control unit(s) shall include:(a) testing and monitoring grades and pools;
Področja pristojnosti enote za kontrolo kreditnega tveganja obsegajo:(a) testiranje in spremljanje bonitetnih razredov in skupin;
production and analysis of summary reports from the credit institution's rating systems;
izdelovanje in analizo poročil o bonitetnih sistemih kreditne institucije;
implementing procedures to verify that grade and pool definitions are consistently applied across departments and geographic areas;
izvajanje postopkov za preverjanje, ali so opredelitve bonitetnih razredov in skupin uporabljene dosledno v vseh oddelkih in na vseh geografskih območjih;
reviewing and documenting any changes to the rating process, including the reasons for the changes;
preverjanje in dokumentiranje vseh sprememb bonitetnega procesa, vključno z razlogi za spremembe;
reviewing the rating criteria to evaluate if they remain predictive of risk.
pregledovanje bonitetnih meril z namenom ugotavljanja, ali še vedno ohranjajo sposobnost predvidevanja tveganj.
Changes to the rating process, criteria or individual rating parameters shall be documented and retained;
Spremembe bonitetnega procesa, meril ali posameznih parametrov se dokumentirajo in hranijo;
active participation in the design or selection, implementation and validation of models used in the rating process;
aktivna udeležba pri oblikovanju ali izbiranju, izvajanju in ovrednotenju modelov, ki se uporabljajo v bonitetnem procesu;
oversight and supervision of models used in the rating process; and
spremljanje in nadzor modelov, ki se uporabljajo v bonitetnem procesu;
ongoing review and alterations to models used in the rating process.
trajno pregledovanje in spremembe modelov, ki se uporabljajo v bonitetnem procesu.
Notwithstanding point 129, credit institutions using pooled data according to points 57 and 58 may outsource the following tasks:(a) production of information relevant to testing and monitoring grades and pools;
Ne glede na odstavek 129 lahko kreditne institucije, ki uporabljajo skupne podatke v skladu z odstavkoma 57 in 58, oddajajo naslednje naloge zunanjim izvajalcem:(a) pridobivanje informacij, pomembnih za testiranje in spremljanje bonitetnih razredov in skupin;
production of summary reports from the credit institution's rating systems;
izdelovanje in analizo poročil o bonitetnih sistemih kreditne institucije;
production of information relevant to review of the rating criteria to evaluate if they remain predictive of risk;
pridobivanje podatkov v zvezi s pregledovanjem bonitetnih meril z namenom ugotavljanja, ali še vedno ohranjajo sposobnost predvidevanja tveganj;
documentation of changes to the rating process, criteria or individual rating parameters; and
dokumentiranje sprememb bonitetnega procesa, meril ali posameznih parametrov;
production of information relevant to ongoing review and alterations to models used in the rating process.
pridobivanje informacij v zvezi z nenehnim pregledovanjem in spremembami modelov, ki se uporabljajo v bonitetnem procesu.
Credit institutions making use of this point shall ensure that the competent authorities have access to all relevant information from the third party that is necessary for examining compliance with the minimum requirements and that the competent authorities may perform on-site examinations to the same extent as within the credit institution.
Kreditne institucije, ki uporabljajo ta odstavek, zagotovijo, da imajo pristojni organi dostop do vseh pomembnih informacij od tretjih strank, ki so potrebne za preverjanje skladnosti z minimalnimi zahtevami, in da lahko opravljajo preglede na kraju samem v istem obsegu kakor znotraj kreditne institucije.
Internal Audit
Notranje revidiranje
Internal audit or another comparable independent auditing unit shall review at least annually the credit institution's rating systems and its operations, including the operations of the credit function and the estimation of PDs, LGDs, ELs and conversion factors.
Notranja revizijska služba ali druga podobna neodvisna revizijska služba kreditne institucije vsaj enkrat letno pregledajo bonitetne sisteme kreditne institucije in njene dejavnosti, vključno s kreditnimi dejavnostmi in ocenjevanjem PD, LGD, EL in konverzijskih faktorjev.
Areas of review shall include adherence to all applicable minimum requirements.
Pregled vključuje izpolnjevanje vseh veljavnih minimalnih zahtev.
CREDIT RISK MITIGATION
ZMANJŠEVANJE KREDITNEGA TVEGANJA
Eligibility
Primernost
This part sets out eligible forms of credit risk mitigation for the purposes of Article 92.
V tem delu so navedene primerne oblike zmanjševanja kreditnega tveganja za namene člena 92.
For the purposes of this Annex:‘Secured lending transaction’ shall mean any transaction giving rise to an exposure secured by collateral which does not include a provision conferring upon the credit institution the right to receive margin frequently.
V tej prilogi:„zavarovan posojilni posel“ pomeni vsak posel, na podlagi katerega nastane izpostavljenost, ki je zavarovana s premoženjem, in ki ne vključuje določbe, ki kreditni instituciji dodeljuje pravico do rednega vzdrževanja kritja;
‘Capital market-driven transaction’ shall mean any transaction giving rise to an exposure secured by collateral which includes a provision conferring upon the credit institution the right to receive margin frequently.
„posel z instrumenti kapitalskega trga“ pomeni vsak posel, na podlagi katerega nastane izpostavljenost, ki je zavarovana s premoženjem, in ki vključuje določbo, ki kreditni instituciji dodeljuje pravico do rednega vzdrževanja kritja.
FUNDED CREDIT PROTECTION
STVARNO KREDITNO ZAVAROVANJE
On-balance sheet netting
Bilančni pobot
The on-balance sheet netting of mutual claims between the credit institution and its counterparty may be recognised as eligible.
Bilančni pobot medsebojnih terjatev med kreditno institucijo in njeno nasprotno stranko se lahko prizna.
Without prejudice to point 5, eligibility is limited to reciprocal cash balances between the credit institution and the counterparty.
Brez poseganja v odstavek 5 je primernost omejena na vzajemna stanja denarnih sredstev med kreditno institucijo in nasprotno stranko.
Only loans and deposits of the lending credit institution may be subject to a modification of risk‐weighted exposure amounts and, as relevant, expected loss amounts as a result of an on-balance sheet netting agreement.
Zaradi pogodbe o bilančnem pobotu so samo posojila in depoziti lahko predmet spreminjanja zneskov tveganju prilagojenih izpostavljenosti in, če je primerno, zneskov pričakovanih izgub.
Master netting agreements covering repurchase transactions and/or securities or commodities lending or borrowing transactions and/or other capital market-driven transactions
Okvirne pogodbe o pobotu, ki zajemajo posle začasne prodaje/začasnega nakupa in/ali posle posoje/izposoje vrednostnih papirjev ali blaga in/ali druge posle z instrumenti kapitalskega trga
For credit institutions adopting the Financial Collateral Comprehensive Method under Part 3 , the effects of bilateral netting contracts covering repurchase transactions, securities or commodities lending or borrowing transactions, and/or other capital market-driven transactions with a counterparty may be recognised.
Za kreditne institucije, ki uporabljajo razvito metodo za izračun učinkov zavarovanja s finančnim premoženjem iz dela 3, se lahko priznajo učinki dvostranskih pogodb o pobotu, ki zajemajo posle začasne prodaje/začasnega nakupa, posle posoje/izposoje vrednostnih papirjev ali blaga in/ali druge posle z instrumenti kapitalskega trga z nasprotno stranko.
Without prejudice to Annex II to Directive 2006/49/EC to be recognised the collateral taken and securities or commodities borrowed within such agreements must comply with the eligibility requirements for collateral set out at points 7 to 11.
Brez poseganja v Prilogo II Direktive 2006/49/ES morajo premoženje, sprejeto v zavarovanje, in vrednostni papirji ali blago, izposojeni v okviru takih pogodb, za priznanje izpolnjevati zahteve za primernost za zavarovanje s premoženjem iz odstavkov 7 do 11.
Collateral
Zavarovanje s premoženjem
Where the credit risk mitigation technique used relies on the right of the credit institution to liquidate or retain assets, eligibility depends upon whether risk‐weighted exposure amounts, and, as relevant, expected loss amounts, are calculated under Articles 78 to 83 or Articles 84 to 89.
Če uporabljena tehnika zmanjševanja kreditnega tveganja temelji na pravici kreditne institucije do unovčenja ali zadržanja sredstev, je primernost odvisna od tega, ali so zneski tveganju prilagojenih izpostavljenosti in, če je primerno, zneski pričakovanih izgub, izračunani na podlagi členov 78 do 83 ali členov 84 do 89.
Eligibility further depends upon whether the Financial Collateral Simple Method is used or the Financial Collateral Comprehensive Method under Part 3.
Primernost je tudi odvisna od tega, ali se uporablja enostavna ali razvita metoda za izračun učinkov zavarovanja s finančnim premoženjem iz dela 3.
In relation to repurchase transactions and securities or commodities lending or borrowing transactions, eligibility also depends upon whether the transaction is booked in the non‐trading book or the trading book.
Primernost v zvezi s posli začasne prodaje/začasnega nakupa in posli posoje/izposoje vrednostnih papirjev ali blaga je odvisna tudi od tega, ali je posel evidentiran v bančni ali trgovalni knjigi.
Eligibility under all approaches and methods
Primernost po vseh pristopih in metodah
The following financial items may be recognised as eligible collateral under all approaches and methods:(a) cash on deposit with, or cash assimilated instruments held by, the lending credit institution;
Kot primerno zavarovanje s premoženjem se v okviru vseh pristopov in metod lahko priznajo naslednji finančni instrumenti:(a) bančne vloge pri posojilni kreditni instituciji ali denarju podobni instrumenti, ki jih ima posojilna kreditna institucija;
debt securities issued by central governments or central banks, which securities have a credit assessment by an ECAI or export credit agency recognised as eligible for the purposes of Articles 78 to 83 which has been determined by the competent authority to be associated with credit quality step 4 or above under the rules for the risk weighting of exposures to central governments and central banks under Articles 78 to 83;
dolžniški vrednostni papirji, ki so jih izdale enote centralne ravni držav ali centralne banke, katerih vrednostni papirji imajo bonitetno oceno ECAI ali izvozne agencije, priznane kot primerne za namene členov 78 do 83, ki po določilih pristojnega organa po pravilih za tehtanje izpostavljenosti do enot centralne ravni držav in centralnih bank na podlagi členov 78 do 83 ustreza stopnji kreditne kvalitete 4 ali nad njo;
debt securities issued by institutions, which securities have a credit assessment by an eligible ECAI which has been determined by the competent authority to be associated with credit quality step 3 or above under the rules for the risk weighting of exposures to credit institutions under Articles 78 to 83;
dolžniški vrednostni papirji, ki so jih izdale institucije, katerih vrednostni papirji imajo bonitetno oceno primerne ECAI, ki po določilih pristojnega organa po pravilih za tehtanje izpostavljenosti do kreditnih institucij na podlagi členov 78 do 83 ustreza stopnji kreditne kvalitete 3 ali nad njo;
debt securities issued by other entities, which securities have a credit assessment by an eligible ECAI which has been determined by the competent authority to be associated with credit quality step 3 or above under the rules for the risk weighting of exposures to corporates under Articles 78 to 83;
dolžniški vrednostni papirji, ki so jih izdali drugi subjekti, katerih vrednostni papirji imajo bonitetno oceno primerne ECAI, ki po določilih pristojnega organa po pravilih za tehtanje izpostavljenosti do podjetij na podlagi členov 78 do 83 ustreza stopnji kreditne kvalitete 3 ali nad njo;
debt securities with a short-term credit assessment by an eligible ECAI which has been determined by the competent authority to be associated with credit quality step 3 or above under the rules for the risk weighting of short term exposures under Articles 78 to 83;
dolžniški vrednostni papirji s kratkoročno bonitetno oceno primerne ECAI, ki po določilih pristojnega organa po pravilih za tehtanje kratkoročnih izpostavljenosti na podlagi členov 78 do 83 ustreza stopnji kreditne kvalitete 3 ali nad njo;
equities or convertible bonds that are included in a main index; and
lastniški instrumenti ali zamenljive obveznice, vključeni v glavni borzni indeks; in