natgillin/translations-raw huggingface dataset:
aggregate quantitative information on remuneration, broken down by senior management and members of staff whose actions have a material impact on the risk profile of the credit institution, indicating the following:
združene kvantitativne informacije o prejemkih, razčlenjene glede na višje vodstvo in zaposlene, katerih dejavnosti imajo pomemben vpliv na profil tveganja kreditne institucije, pri čemer je navedeno naslednje:
the amounts of remuneration for the financial year, split into fixed and variable remuneration, and the number of beneficiaries;
zneski prejemkov za finančno leto, razdeljeni na fiksne in variabilne prejemke, in število upravičencev;
the amounts and forms of variable remuneration, split into cash, shares, share-linked instruments and other types;
zneski in oblika variabilnih prejemkov, razdeljeni na gotovino, delnice, na delnice vezane instrumente ter druge vrste;
the amounts of outstanding deferred remuneration, split into vested and unvested portions;
zneski neporavnanih odloženih prejemkov, razdeljeni na dodeljeni in nedodeljeni del;
the amounts of deferred remuneration awarded during the financial year, paid out and reduced through performance adjustments;
zneski odloženih prejemkov, dodeljeni v finančnem letu, izplačani in zmanjšani s prilagoditvijo glede na uspešnost;
new sign-on and severance payments made during the financial year, and the number of beneficiaries of such payments; and
nova plačila ob začetku in prekinitvi zaposlitve v finančnem letu, in število upravičencev do teh plačil; ter
the amounts of severance payments awarded during the financial year, number of beneficiaries and highest such award to a single person.
zneski plačil ob prekinitvi, dodeljeni med finančnim letom, število upravičencev in najvišja dodelitev posamezni osebi.
For credit institutions that are significant in terms of their size, internal organisation and the nature, scope and the complexity of their activities, the quantitative information referred to in this point shall also be made available to the public at the level of persons who effectively direct the business of the credit institution within the meaning of Article 11(1).
Za kreditne institucije, ki izstopajo zaradi svoje velikosti, notranje organizacije in narave, obsega in kompleksnosti svojih dejavnosti, se kvantitativne informacije iz te točke prav tako javno objavijo na ravni oseb, ki dejansko vodijo posle kreditne institucije v smislu člena 11(1).
Credit institutions shall comply with the requirements set out in this point in a manner that is appropriate to their size, internal organisation and the nature, scope and complexity of their activities and without prejudice to Directive 95/46/EC.’.
Kreditne institucije izpolnjujejo zahteve iz te točke na način, ki je primeren glede na njihovo velikost, notranjo organizacijo in naravo, področje in kompleksnost njihovih dejavnosti ter brez poseganja v Direktivo 95/46/ES.“
OJ L 302, 17.11.2009, p. 32.’;
UL L 302, 17.11.2009, str. 32.“;
Annexes I, II, V and VII to Directive 2006/49/EC are amended as follows:
Priloge I, II, V in VII k Direktivi 2006/49/ES se spremenijo:
point 8 is amended as follows:
odstavek 8 se spremeni:
in the first paragraph, the introductory part is replaced by the following:
v prvem odstavku se uvodni del nadomesti z naslednjim:
When calculating the capital requirement for market risk of the party who assumes the credit risk (the “protection seller”), unless specified differently, the notional amount of the credit derivative contract shall be used.
Razen če ni drugače določeno, je treba pri izračunu kapitalske zahteve za tržno tveganje stranke, ki prevzame kreditno tveganje (‚prodajalec zavarovanja‘), uporabiti nominalni znesek kreditnega izvedenega finančnega instrumenta.
Notwithstanding the first sentence, the institution may elect to replace the notional value by the notional value, minus any market value changes of the credit derivative since trade inception.
Ne glede na prvi stavek lahko institucija izglasuje zamenjavo nominalne vrednosti z nominalno vrednostjo, od katere se odštejejo spremembe tržne vrednosti izvedenih kreditnih finančnih instrumentov od trenutka začetka trgovanja.
For the purpose of calculating the specific risk charge, other than for total return swaps, the maturity of the credit derivative contract, rather than the maturity of the obligation, shall apply.
Pri izračunu kapitalske zahteve za posebno tveganje se razen pri zamenjavi skupnih donosov namesto zapadlosti obveznosti uporablja zapadlost kreditnega finančnega izvedenega instrumenta.
Positions are determined as follows:’;
Pozicije se določijo na naslednji način:“;
in point (v), the third paragraph is replaced by the following:
v točki (v) se tretji odstavek nadomesti z naslednjim:
‘Where an n-th-to-default credit derivative is externally rated, the protection seller shall calculate the specific risk capital charge using the rating of the derivative and apply the respective securitisation risk weights as applicable.’;
„Če ima kreditni izvedeni finančni instrument na podlagi n-tega neplačila zunanjo bonitetno oceno, prodajalec zavarovanja pri izračunu kapitalske zahteve za posebno tveganje uporabi oceno kreditnega izvedenega finančnega instrumenta in po potrebi ustrezne uteži tveganja za listinjenje.“;
in point 14, the first paragraph is replaced by the following:
v odstavku 14 se prvi odstavek nadomesti z naslednjim:
The institution shall assign its net positions in the trading book in instruments that are not securitisation positions as calculated in accordance with point 1 to the appropriate categories in Table 1 on the basis of their issuer/obligor, external or internal credit assessment, and residual maturity, and then multiply them by the weightings shown in that table.
Institucija razvrsti vse neto pozicije v trgovalni knjigi v instrumentih, ki niso pozicije listinjenja, izračunane v skladu z odstavkom 1, v ustrezne kategorije v tabeli 1, glede na njihovega izdajatelja/dolžnika, na njihovo zunanjo ali notranjo bonitetno oceno ter glede na njihovo preostalo zapadlost in jih nato pomnoži z utežmi, prikazanimi v tej tabeli.
It shall sum its weighted positions resulting from the application of this point (regardless of whether they are long or short) in order to calculate its capital requirement against specific risk.
Za izračun kapitalske zahteve za posebno tveganje institucija sešteje vse tehtane pozicije, ki izhajajo iz uporabe tega odstavka (ne glede na to, ali so dolge ali kratke).
It shall calculate its capital requirement against specific risk for positions that are securitisation positions in accordance with point 16a.
Institucija izračuna kapitalsko zahtevo za posebno tveganje za pozicije, ki so pozicije listinjenja v skladu z odstavkom 16a.
For the purposes of this point and points 14a and 16a, the institution may cap the product of the weight and the net position at the maximum possible default-risk related loss.
V namene tega odstavka ter odstavkov 14a in 16a lahko institucije določijo najvišjo raven produkta med utežjo in neto pozicijo na ravni največje možne izgube, povezane s tveganjem neplačila.
For a short position, that limit may be calculated as a change in value due to the underlying names immediately becoming default risk-free.’;
Za kratko pozicijo se ta meja lahko izračuna kot sprememba vrednosti zaradi takojšnjega preoblikovanja osnovnih referenčnih subjektov v subjekte brez tveganja neplačila.“;
By way of derogation from point 14, an institution may determine the larger of the following amounts as the specific risk capital charge for the correlation trading portfolio:
Z odstopanjem od odstavka 14 lahko institucija določi kapitalsko zahtevo za posebno tveganje za portfelj trgovanja s korelacijo na podlagi višjega od naslednjih zneskov:
the total specific risk capital charges that would apply just to the net long positions of the correlation trading portfolio;
skupno kapitalsko zahtevo za posebno tveganje, ki bi bila uporabljena samo za neto dolgo pozicijo portfelja trgovanja s korelacijo;
the total specific risk capital charges that would apply just to the net short positions of the correlation trading portfolio.
skupno kapitalsko zahtevo za posebno tveganje, ki bi bila uporabljena samo za neto kratko pozicijo portfelja trgovanja s korelacijo.
The correlation trading portfolio shall consist of securitisation positions and n-th-to-default credit derivatives that meet the following criteria:
Portfelj trgovanja s korelacijo sestavljajo pozicije listinjenja in kreditni izvedeni finančni instrumenti na podlagi n-tega neplačila, ki izpolnjujejo naslednja merila:
the positions are neither re-securitisation positions, nor options on a securitisation tranche, nor any other derivatives of securitisation exposures that do not provide a pro-rata share in the proceeds of a securitisation tranche; and
pozicije niso pozicije relistinjenja, opcije na tranšo listinjenja ali kakršni koli izvedeni finančni instrumenti za izpostavljenosti listinjenja, ki ne zagotavlja sorazmernega deleža v iztržku tranše listinjenja; ter
all reference instruments are either single-name instruments, including single-name credit derivatives for which a liquid two-way market exists, or commonly-traded indices based on those reference entities.
vsi referenčni instrumenti so bodisi instrumenti za eno samo izpostavljenost, vključno s kreditnimi izvedenimi finančnimi instrumenti za eno samo izpostavljenost, za katere obstaja dvosmerni likvidni trg ali indeksi, ki se splošno uporabljajo pri trgovanju in temeljijo na teh referenčnih subjektih.
A two-way market is deemed to exist where there are independent bona fide offers to buy and sell so that a price reasonably related to the last sales price or current bona fide competitive bid and offer quotations can be determined within 1 day and settled at such price within a relatively short time conforming to trade custom.
Šteje se, da dvosmerni trg obstaja, če obstajajo dobronamerne neodvisne ponudbe za nakup ali prodajo, tako da se lahko cena, ki je razumno povezana z zadnjo prodajno ceno ali v dobri veri s trenutno konkurenčno ponudbo oz. kotacijo povpraševanja, določi v enem dnevu in po tej ceni tudi poravna v razmeroma kratkem času v skladu s trgovalnimi običaji.
Positions which reference either of the following shall not be part of the correlation trading portfolio:
V portfelj trgovanja s korelacijo ne morejo biti vključene pozicije, ki se nanašajo na:
an underlying that is capable of being assigned to the exposure classes referred to in Article 79(1)(h) and (i) of Directive 2006/48/EC in an institution’s non-trading book; or
osnovno izpostavljenost, ki jo je možno razporediti v kategorije izpostavljenosti iz člena 79(1)(h) in (i) Direktive 2006/48/ES, v bančni knjigi institucije; ali
a claim on a special purpose entity.
terjatev do subjekta s posebnim namenom.
An institution may include in the correlation trading portfolio positions which are neither securitisation positions nor n-th-to-default credit derivatives but which hedge other positions of that portfolio, provided that a liquid two-way market as described in point 14b(b) exists for the instrument or its underlyings.’;
Institucija lahko v portfelj trgovanja s korelacijo vključi pozicije, ki niso pozicije listinjenja ali kreditni izvedeni finančni instrumenti na podlagi n-tega neplačila, vendar varujejo druge pozicije tega portfelja, če za instrument ali osnovne izpostavljenosti tega instrumenta obstaja dvosmerni likvidni trg iz točke 14b(b).“;
For instruments in the trading book that are securitisation positions, the institution shall weight with the following its net positions as calculated in accordance with point 1:
Za instrumente v trgovalni knjigi, ki so pozicije listinjenja, institucija tehta svoje neto pozicije, izračunane v skladu z odstavkom 1, ob upoštevanju naslednje:
for securitisation positions that would be subject to the Standardised Approach for credit risk in the same institution’s non-trading book, 8 % of the risk weight under the Standardised Approach as set out in Part 4 of Annex IX to Directive 2006/48/EC;
za pozicije listinjenja, ki bi bile predmet standardiziranega pristopa za kreditno tveganje v bančni knjigi iste kreditne institucije, 8 % uteži tveganja po standardiziranem pristopu, kot je določeno v delu 4 Priloge IX k Direktivi 2006/48/ES;
for securitisation positions that would be subject to the Internal Ratings Based Approach in the same institution’s non-trading book, 8 % of the risk weight under the Internal Ratings Based Approach as set out in Part 4 of Annex IX to Directive 2006/48/EC.
za pozicije listinjenja, ki bi bile predmet pristopa na osnovi notranjih bonitetnih ocen v bančni knjigi iste kreditne institucije, 8 % uteži tveganja po pristopu na osnovi notranjih bonitetnih ocen, kot je določeno v delu 4 Priloge IX k Direktivi 2006/48/ES.
For the purpose of points (a) and (b), the Supervisory Formula Method may be used only with supervisory approval by institutions other than an originator institution that may apply it for the same securitisation position in its non-trading book.
Metodo nadzorniške formule je mogoče uporabiti za namene iz točk (a) in (b) le z nadzorniškim dovoljenjem institucij, ki niso institucije v vlogi originatorja, ki jo lahko uporabijo za isto pozicijo listinjenja v bančni knjigi.
Where relevant, estimates of PD and LGD as inputs to the Supervisory Formula Method shall be determined in accordance with Articles 84 to 89 of Directive 2006/48/EC or alternatively and subject to separate supervisory approval, based on estimates that are derived from an approach set out in point 5a of Annex V and that are in line with the quantitative standards for the Internal Ratings Based Approach.
Kjer je primerno, se ocene PD in LGD kot vhodne vrednosti k metodi nadzorniške formule določijo v skladu s členi 84 do 89 Direktive 2006/48/ES ali drugače in pod pogojem ločene nadzorniške privolitve, ki temelji na ocenah, pripravljenih na podlagi pristopa iz odstavka 5a Priloge V in so skladne s kvantitativnimi standardi pristopa na osnovi notranjih bonitetnih ocen.
The Committee of European Banking Supervisors shall establish guidelines in order to ensure a convergent use of estimates of PD and LGD as inputs when those estimates are based on the approach set out in point 5a of Annex V.
Odbor evropskih bančnih nadzornikov pripravi smernice, da se zagotovi usklajena uporaba ocen PG in LGD kot vhodnih podatkov, če te vrednosti temeljijo na pristopu iz točke 5a Priloge V;
Notwithstanding points (a) and (b), for securitisation positions that would be subject to a risk weight in accordance with Article 122a of Directive 2006/48/EC if they were in the same institutions’ non-trading book, 8 % of the risk weight in accordance with that Article shall be applied.
Ne glede na točki (a) in (b) se za pozicije listinjenja, ki bi bile predmet uteži tveganja v skladu s členom 122a Direktive 2006/48/ES, če bi bile v bančni knjigi iste institucije, uporabi 8 % uteži tveganja v skladu s tem členom.
The institution shall sum its weighted positions resulting from the application of this point (regardless of whether they are long or short) in order to calculate its capital requirement against specific risk.
Institucija za izračun kapitalske zahteve za posebno tveganje sešteje vse tehtane pozicije, ki izhajajo iz uporabe tega odstavka (ne glede na to, ali so dolge ali kratke).
By way of derogation from the fourth paragraph, for a transitional period ending 31 December 2013, the institution shall sum separately its weighted net long positions and its weighted net short positions.
Z odstopanjem od četrtega odstavka institucija v prehodnem obdobju, ki se konča 31. decembra 2013, ločeno sešteje svoje tehtane neto dolge pozicije in svoje tehtane neto kratke pozicije.
The larger of those sums shall constitute the specific risk capital requirement.
Višji od obeh seštevkov se določi kot kapitalska zahteva za posebno tveganje.
The institution shall, however, report to the home Member State competent authority the total sum of its weighted net long and net short positions, broken down by types of underlying assets.’;
Vendar mora v prehodnem obdobju institucija pristojnemu organu matične države članice sporočiti skupni seštevek tehtanih neto dolgih in neto kratkih pozicij, razvrščen po vrsti osnovnih sredstev.“;
point 34 is replaced by the following:
odstavek 34 se nadomesti z naslednjim:
The institution shall sum all its net long positions and all its net short positions in accordance with point 1.
Institucija sešteje vse neto dolge pozicije in neto kratke pozicije v skladu z odstavkom 1.
It shall multiply its overall gross position by 8 % in order to calculate its capital requirement against specific risk.’;
Za izračun kapitalske zahteve za posebno tveganje institucija pomnoži svojo skupno bruto pozicijo z 8 %.“;
point 35 is deleted.
odstavek 35 se črta.
In Annex II, the second paragraph of point 7 is replaced by the following:
V Prilogi II se drugi odstavek odstavka 7 nadomesti z naslednjim:
‘However, in the case of a credit default swap, an institution the exposure of which arising from the swap represents a long position in the underlying shall be permitted to use a figure of 0 % for potential future credit exposure, unless the credit default swap is subject to closeout upon insolvency of the entity the exposure of which arising from the swap represents a short position in the underlying, even though the underlying has not defaulted, in which case the figure for potential future credit exposure of the institution shall be limited to the amount of premia which are not yet paid by the entity to the institution.’.
„V primeru zamenjave neplačil pa se instituciji, katere izpostavljenost, ki izhaja iz te zamenjave, predstavlja dolgo pozicijo v osnovnem instrumentu, dovoli, da uporabi odstotek 0 % za izračun potencialne bodoče kreditne izpostavljenosti, razen če zamenjava neplačil preneha veljati v primeru nesolventnosti subjekta, katerega izpostavljenost, ki izhaja iz zamenjave neplačil, predstavlja kratko pozicijo v osnovnem instrumentu, tudi če osnovni instrument ni v neplačilu. V tem primeru je odstotek za izračun potencialne bodoče kreditne izpostavljenosti institucije omejen na znesek premij, ki jih subjekt še ni plačal instituciji.“
point 1 is replaced by the following:
odstavek 1 se nadomesti z naslednjim:
The competent authorities shall, subject to the conditions laid down in this Annex, allow institutions to calculate their capital requirements for position risk, foreign-exchange risk and/or commodities risk using their own internal risk-management models instead of or in combination with the methods described in Annexes I, III and IV.
Pristojni organi ob upoštevanju pogojev iz te priloge institucijam dovolijo, da izračunajo kapitalsko zahtevo za pozicijsko tveganje, valutno tveganje in/ali tveganje spremembe cen blaga po svojih notranjih modelih za upravljanje s tveganji namesto ali v kombinaciji z metodami, ki so navedene v Prilogah I, III in IV.
Explicit recognition by the competent authorities of the use of models for supervisory capital purposes shall be required in each case.’;
V vsakem primeru mora biti uporaba modelov za izvajanje nadzora nad kapitalom izrecno priznana s strani pristojnih organov.“;
in point 4, the second paragraph is replaced by the following:
v odstavku 4 se drugi odstavek nadomesti z naslednjim:
‘The competent authorities shall examine the institution’s capability to perform back-testing on both actual and hypothetical changes in the portfolio’s value.
„Pristojni organi preverijo sposobnost institucije, da izvaja testiranje za nazaj za dejanske in hipotetične spremembe vrednosti portfelja.
Back-testing on hypothetical changes in the portfolio’s value is based on a comparison between the portfolio’s end-of-day value and, assuming unchanged positions, its value at the end of the subsequent day.
Testiranje hipotetične spremembe vrednosti portfelja za nazaj temelji na primerjavi med zaključno dnevno vrednostjo portfelja in, ob nespremenjenih pozicijah, njegovo vrednostjo ob koncu naslednjega dne.
The competent authorities shall require institutions to take appropriate measures to improve their back-testing programme if deemed deficient.
Pristojni organi od institucij zahtevajo, da sprejmejo potrebne ukrepe za izboljšanje svojih programov testiranja za nazaj, če so ti pomanjkljivi.
As a minimum, the competent authorities shall require institutions to perform back-testing on hypothetical (using changes in portfolio value that would occur were end-of-day positions to remain unchanged) outcomes.’;
Pristojni organi od institucij zahtevajo najmanj izvedbo testiranja za nazaj na rezultate hipotetičnega portfelja trgovanja (z uporabo sprememb vrednosti portfelja, ki bi nastale, če bi pozicije ob zaključku dneva ostale nespremenjene).“;
For the purpose of calculating capital requirements for specific risk associated with traded debt and equity positions, the competent authorities shall recognise the use of an institution’s internal model if, in addition to compliance with the conditions in the remainder of this Annex, the internal model meets the following conditions:
Za izračunavanje kapitalskih zahtev za posebna tveganja iz naslova dolžniških in lastniških finančnih instrumentov pristojni organi priznajo instituciji uporabo notranjega modela, če model poleg izpolnjevanja pogojev iz te priloge izpolnjuje naslednje pogoje:
it explains the historical price variation in the portfolio;
obrazloži pretekle spremembe cen v portfelju;
it captures concentration in terms of magnitude and changes of composition of the portfolio;
zajema koncentracijo v smislu velikosti in sprememb sestave portfelja;
it is robust to an adverse environment;
ustrezno deluje v škodljivem okolju;
it is validated through back-testing aimed at assessing whether specific risk is being accurately captured.
se potrjuje skozi testiranje za nazaj, katerega namen je oceniti, ali se posebno tveganje obravnava na pravilen način.
If the competent authorities allow such back-testing to be performed on the basis of relevant sub-portfolios, these must be chosen in a consistent manner;
Če pristojni organi dovolijo, da se tako testiranje za nazaj izvaja na podlagi ustreznih podportfeljev, mora biti izbira teh dosledna;
it captures name-related basis risk, namely institutions shall demonstrate that the internal model is sensitive to material idiosyncratic differences between similar but not identical positions;
zajema imensko osnovno tveganje, namreč institucije dokažejo, da je notranji model občutljiv na bistvene značilne razlike med sicer podobnimi, vendar ne enakimi pozicijami;
it captures event risk.
zajema tveganje nastanka nepričakovanih neugodnih dogodkov (event risk).
The institution’s internal model shall conservatively assess the risk arising from less liquid positions and positions with limited price transparency under realistic market scenarios.
Notranji model institucije mora konzervativno oceniti tveganja, ki izhajajo iz manj likvidnih pozicij in pozicij z omejeno preglednostjo cen na podlagi realnih tržnih scenarijev.
In addition, the internal model shall meet minimum data standards.
Poleg tega mora notranji model izpolniti tudi minimalne standarde, ki se nanašajo na podatke.
Proxies shall be appropriately conservative and may be used only where available data is insufficient or is not reflective of the true volatility of a position or portfolio.
Približki podatkov so ustrezno konzervativni in se lahko uporabijo samo, če so razpoložljivi podatki nezadostni ali ne odražajo resnične nestanovitnosti pozicije ali portfelja.