natgillin/translations-raw huggingface dataset:
Where point 1(c) of Part 3 applies to positions in the ABCP, the credit institution may, subject to the approval of the competent authorities, use the risk-weight assigned to a liquidity facility in order to calculate the risk-weighted exposure amount for the ABCP if the liquidity facility ranks pari passu with the ABCP so that they form overlapping positions and 100 % of the ABCP issued by the programme is covered by liquidity facilities.’;
Če gre pri odstavku 1(c) dela 3 za pozicije iz ABCP, lahko kreditna institucija po odobritvi pristojnih organov uporabi utež tveganja, dodeljeno likvidnostnemu posojilu, za izračun zneskov tveganju prilagojenih izpostavljenosti za ABCP, če je likvidnostno posojilo uvrščeno pari passu z ABCP, tako da se poziciji prekrivata in je ABCP, izdan s programom, 100 % krit z likvidnostnim posojilom.“;
point 6 is replaced by the following:
odstavek 6 se nadomesti z naslednjim:
Subject to point 8, the risk-weighted exposure amount of a rated securitisation or re-securitisation position shall be calculated by applying to the exposure value the risk weight associated with the credit quality step with which the credit assessment has been determined to be associated by the competent authorities in accordance with Article 98 as laid down in Table 1.’;
V skladu z odstavkom 8 se znesek tveganju prilagojene izpostavljenosti ocenjene pozicije listinjenja ali relistinjenja izračuna tako, da se za vrednost izpostavljenosti uporabi utež tveganja, povezana s stopnjo kreditne kvalitete, s katero so pristojni organi v skladu s členom 98 povezali ustrezno bonitetno oceno, kakor je določeno v tabeli 1.“;
Table 1 is replaced by the following:
tabela 1 se nadomesti z naslednjo:
(only for credit assessments other than short-term credit assessments)
(samo za bonitetne ocene, ki niso kratkoročne bonitetne ocene)
all other credit quality steps
Vse druge stopnje kreditne kvalitete
Securitisation positions
Pozicije listinjenja
Re-securitisation positions
Pozicije relistinjenja
Table 2 is deleted;
tabela 2 se črta;
point 46 is replaced by the following:
odstavek 46 se nadomesti z naslednjim:
Under the Ratings Based Method, the risk-weighted exposure amount of a rated securitisation or re-securitisation position shall be calculated by applying to the exposure value the risk weight associated with the credit quality step with which the credit assessment has been determined to be associated by the competent authorities in accordance with Article 98, as set out in the Table 4, multiplied by 1,06.’;
V skladu z metodo na podlagi bonitetnih ocen se znesek tveganju prilagojene izpostavljenosti ocenjene pozicije listinjenja ali relistinjenja izračuna tako, da se za vrednost izpostavljenosti uporabi z 1,06 pomnožene uteži tveganja, povezane s stopnjo kreditne kvalitete, za katero so pristojni organi določili, da je povezana z bonitetno oceno v skladu s členom 98, kakor je določeno v tabeli 4.“;
Table 4 is replaced by the following:
tabela 4 se nadomesti z naslednjo:
Securitisation Positions
Pozicije listinjenja
Re-securitisation Positions
Pozicije relistinjenja
Credit assessments other than short term
Bonitetne ocene, ki niso kratkoročne
Short term credit assessments
Kratkoročne bonitetne ocene
all other and unrated
vse druge in neocenjene
Table 5 is deleted;
tabela 5 se črta;
point 47 is replaced by the following:
odstavek 47 se nadomesti z naslednjim:
point 48 is deleted;
odstavek 48 se črta;
point 49 is replaced by the following:
odstavek 49 se nadomesti z naslednjim:
In calculating the effective number of exposures securitised multiple exposures to one obligor shall be treated as one exposure.
Pri izračunavanju dejanskega števila listinjenih izpostavljenosti se morajo izpostavljenosti do enega dolžnika obravnavati kot ena izpostavljenost.
where EADi represents the sum of the exposure values of all exposures to the ith obligor.
pri čemer EADi predstavlja vsoto vrednosti vseh izpostavljenosti do i-tega dolžnika.
If the portfolio share associated with the largest exposure, C1, is available, the credit institution may compute N as 1/C1.’;
Če je na voljo delež portfelja, ki je povezan z največjo izpostavljenostjo C1, lahko kreditna institucija izračuna N kot 1/C1.“;
point 50 is deleted;
odstavek 50 se črta;
point 52 is replaced by the following:
odstavek 52 se nadomesti z naslednjim:
Subject to points 58 and 59, under the Supervisory Formula Method, the risk weight for a securitisation position shall be the risk weight to be applied in accordance with point 53.
V skladu z odstavkoma 58 in 59 je utež tveganja za pozicijo listinjenja na podlagi metode nadzorniške formule utež tveganja, ki se uporabi v skladu z točko 53.
However, the risk weight shall be no less than 20 % for re-securitisation positions and no less than 7 % for all other securitisation positions.’;
Vendar pa utež tveganja ni manjša od 20 % za pozicije relistinjenja in od 7 % za vse druge pozicije listinjenja.“;
in point 53, the sixth paragraph is replaced by the following:
v odstavku 53 se šesti odstavek nadomesti z naslednjim:
‘N is the effective number of exposures calculated in accordance with point 49.
„N je dejansko število izpostavljenosti, izračunano v skladu z odstavkom 49.
In the case of re-securitisations, the credit institution shall look at the number of securitisation exposures in the pool and not the number of underlying exposures in the original pools from which the underlying securitisation exposures stem.’.
V primeru relistinjenj mora kreditna institucija upoštevati število izpostavljenosti iz listinjenja v paketu in ne števila osnovnih izpostavljenosti v originalnem paketu, iz katerega izhajajo osnovne izpostavljenosti iz listinjenja.“.
‘TECHNICAL CRITERIA ON TRANSPARENCY AND DISCLOSURE’;
„TEHNIČNA MERILA GLEDE PREGLEDNOSTI IN RAZKRITJA“;
Part 2 is amended as follows:
del 2 se spremeni:
points 9 and 10 are replaced by the following:
odstavka 9 in 10 se nadomestita z naslednjim:
The credit institutions calculating their capital requirements in accordance with Article 75(b) and (c) shall disclose those requirements separately for each risk referred to in those provisions.
Kreditne institucije, ki svoje kapitalske zahteve izračunavajo v skladu s točkama (b) in (c) člena 75, razkrijejo svoje zahteve ločeno za vsako tveganje, navedeno v teh določbah.
In addition, the capital requirement for specific interest rate risk of securitisation positions shall be disclosed separately.
Poleg tega se ločeno razkrije kapitalska zahteva za določeno tveganje spremembe obrestne mere pozicij listinjenja.
The following information shall be disclosed by each credit institution which calculates its capital requirements in accordance with Annex V to Directive 2006/49/EC:
Vsaka kreditna institucija, ki izračunava svoje kapitalske zahteve v skladu s Prilogo V Direktive 2006/49/ES, razkrije naslednje informacije:
for each sub-portfolio covered:
za vsak zajeti podportfelj:
the characteristics of the models used;
značilnosti uporabljenih modelov;
for the capital charges in accordance with points 5a and 5l of Annex V to Directive 2006/49/EC separately, the methodologies used and the risks measured through the use of an internal model including a description of the approach used by the credit institution to determine liquidity horizons, the methodologies used to achieve a capital assessment that is consistent with the required soundness standard and the approaches used in the validation of the model;
za kapitalske zahteve v skladu z ločeno obravnavanima točkama 5a in 5l Priloge V k Direktivi 2006/49/ES, uporabljene metodologije in tveganja, merjena s pomočjo internega modela, vključno z opisom pristopa, ki ga je kreditna institucija uporabila za določitev obdobij likvidnosti, uporabljenimi metodologijami za doseganje ocene kapitala, ki je skladna z zahtevanimi standardi stabilnosti, in pristopi, uporabljenimi za ovrednotenje modela;
a description of stress testing applied to the sub-portfolio;
opis testiranja izjemnih situacij, ki se uporablja za podportfelj;
a description of the approaches used for back-testing and validating the accuracy and consistency of the internal models and modelling processes;
opis pristopa, uporabljenega za testiranje za nazaj ter za potrjevanje točnosti in doslednosti internih modelov in postopkov modeliranja;
the scope of acceptance by the competent authority;
obseg sprejemanja s strani pristojnega organa;
a description of the extent and methodologies for compliance with the requirements set out in Part B of Annex VII to Directive 2006/49/EC;
opis obsega in metodologij za skladnost z določbami dela B Priloge VII k Direktivi 2006/49/ES;
the highest, the lowest and the mean of the following:
najvišja, najnižja in srednja vrednost naslednjega:
the daily value-at-risk measures over the reporting period and as per the period end;
dnevnih mer tveganih vrednosti v poročevalnem obdobju in ob koncu obdobja;
the stressed value-at-risk measures over the reporting period and as per the period end;
dnevnih mer tveganih vrednosti v izjemnih situacijah v poročevalnem obdobju in ob koncu obdobja;
the capital charges in accordance with points 5a and 5l of Annex V to Directive 2006/49/EC separately over the reporting period and as per the period-end;
kapitalske zahteve v skladu z ločeno obravnavanima točkama 5a in 5l Priloge V k Direktivi 2006/49/ES v poročevalnem obdobju in ob koncu obdobja;
the amount of capital in accordance with points 5a and 5l of Annex V to Directive 2006/49/EC separately, together with the weighted average liquidity horizon for each sub-portfolio covered;
kapitalska zahteva v skladu z ločeno obravnavanima točkama 5a in 5l Priloge V k Direktivi 2006/49/ES, skupaj s tehtanim povprečjem obdobja likvidnosti za vsak zajet podportfelj;
a comparison of the daily end-of-day value-at-risk measures to the one-day changes of the portfolio’s value by the end of the subsequent business day together with an analysis of any important overshooting during the reporting period.’;
primerjava dnevnih mer tveganih vrednosti ob koncu dneva z enodnevnimi spremembami vrednosti portfelja ob koncu naslednjega delovnega dne, skupaj z analizo pomembnega preseganja med poročevalnim obdobjem.“;
point 14 is replaced by the following:
odstavek 14 se nadomesti z naslednjim:
Credit institutions calculating risk weighted exposure amounts in accordance with Articles 94 to 101 or capital requirements in accordance with point 16a of Annex I to Directive 2006/49/EC shall disclose the following information, where relevant, separately for their trading and non-trading book:
Kreditne institucije, ki izračunavajo zneske tveganju prilagojenih izpostavljenosti v skladu s členi 94 do 101 ali kapitalske zahteve v skladu s točko 16a Priloge I k Direktivi 2006/49/ES, razkrijejo naslednje informacije, kjer je primerno, ločeno za njihovo trgovalno in bančno knjigo:
a description of the credit institution’s objectives in relation to securitisation activity;
opis ciljev kreditne institucije v zvezi z dejavnostjo listinjenja;
the nature of other risks including liquidity risk inherent in securitised assets;
naravo drugih tveganj, vključno z likvidnostnim tveganjem, povezanim z listinjenimi sredstvi;
the type of risks in terms of seniority of underlying securitisation positions and in terms of assets underlying those latter securitisation positions assumed and retained with re-securitisation activity;
vrsto tveganj z vidika nadrejenosti osnovnih pozicij listinjenja in z vidika sredstev, ki so osnova za slednje pozicije listinjenja, pridobljenih in zadržanih z dejavnostjo relistinjenja;
the different roles played by the credit institution in the securitisation process;
različne vloge, ki jih ima kreditna institucija v procesu listinjenja;
an indication of the extent of the credit institution’s involvement in each of the roles referred to in point (d);
navedbo obsega vpletenosti kreditne institucije v vsako od vlog iz točke (d);
a description of the processes in place to monitor changes in the credit and market risk of securitisation exposures including, how the behaviour of the underlying assets impacts securitisation exposures and a description of how those processes differ for re-securitisation exposures;
opis vzpostavljenih postopkov za spremljanje sprememb v kreditnem in tržnem tveganju izpostavljenosti iz listinjenja, vključno z načinom, kako vedenje osnovnih sredstev vpliva na izpostavljenosti iz listinjenja, ter opisom, kako se ti postopki razlikujejo za izpostavljenosti iz relistinjenja;
a description of the credit institution’s policy governing the use of hedging and unfunded protection to mitigate the risks of retained securitisation and re-securitisation exposures, including identification of material hedge counterparties by relevant type of risk exposure;
opis politike kreditne institucije, ki ureja uporabo varovanja in osebnega kreditnega zavarovanja za zmanjševanje tveganj zadržanih izpostavljenosti iz listinjenja in relistinjenja, vključno z opredelitvijo pomembnih nasprotnih strank, s katerimi so sklenjeni posli zavarovanja pred tveganji, po zadevni vrsti izpostavljenosti tveganju;
the approaches to calculating risk weighted exposure amounts that the credit institution follows for its securitisation activities including the types of securitisation exposures to which each approach applies;
pristope k izračunu zneskov tveganju prilagojenih izpostavljenosti, ki jih kreditna institucija upošteva pri dejavnostih listinjenja, vključno z vrstami izpostavljenosti iz listinjenja, za katere se vsak pristop uporablja;
the types of SSPE that the credit institution, as sponsor, uses to securitise third-party exposures including whether and in what form and to what extent the credit institution has exposures to those SSPEs, separately for on- and off-balance sheet exposures, as well as a list of the entities that the credit institution manages or advises and that invest in either the securitisation positions that the credit institution has securitised or in SSPEs that the credit institution sponsors;
vrste SSPE, ki jih kreditna institucija kot sponzor uporablja za listinjenje izpostavljenosti tretjih strank, vključno z navedbami, ali, v kakšni obliki in v kolikšnem obsegu ima kreditna institucija izpostavljenosti do teh SSPE, ločeno za bilančno in zunajbilančno izpostavljenost, ter seznam subjektov, ki jih kreditna institucija upravlja ali jim svetuje in vlagajo bodisi v pozicije listinjenja, listinjene s strani kreditne institucije, bodisi v SSPE, ki jih kreditna institucija sponzorira;
a summary of the credit institution’s accounting policies for securitisation activities, including:
povzetek računovodskih politik kreditne institucije za dejavnosti listinjenja, kar vključuje:
whether the transactions are treated as sales or financings;
ali se posli obravnavajo kot prodaje ali financiranja,
the methods, key assumptions, inputs and changes from the previous period for valuing securitisation positions;
metode, ključne predpostavke, vhodne podatke in spremembe glede na predhodno obdobje za ovrednotenje pozicij listinjenja;
the treatment of synthetic securitisations if not covered by other accounting policies;
obravnavo sintetičnih listinjenj, če ni zajeta v drugih računovodskih politikah;
how assets awaiting securitisation are valued and whether they are recorded in the credit institution’s non-trading book or the trading book;
kako se sredstva, ki se bodo listinila, vrednotijo in ali se evidentirajo v bančno ali trgovalno knjigo kreditnih institucij;
policies for recognising liabilities on the balance sheet for arrangements that could require the credit institution to provide financial support for securitised assets;
politike za priznavanje obveznosti v bilanci stanja za ureditve, ki bi lahko od kreditne institucije zahtevale zagotovitev finančne podpore za listinjena sredstva;
where applicable, a description of the Internal Assessment Approach as set out in Part 4 of Annex IX, including the structure of the internal assessment process and relation between internal assessment and external ratings, the use of internal assessment other than for IAA capital purposes, the control mechanisms for the internal assessment process including discussion of independence, accountability, and internal assessment process review, the exposure types to which the internal assessment process is applied and the stress factors used for determining credit enhancement levels, by exposure type;
kjer je primerno, opis pristopa notranjega ocenjevanja (IAA), kot je določen v delu 4 Priloge IX, vključno s strukturo postopka notranjega ocenjevanja ter razmerjem med notranjim ocenjevanjem in zunanjimi bonitetnimi ocenami, uporabo notranjega ocenjevanja, razen za kapitalske namene IAA, nadzorne mehanizme za postopek notranjega ocenjevanja, vključno z razpravo o neodvisnosti, odgovornosti, in pregledom postopka notranjega ocenjevanja, vrste izpostavljenosti, za katere se postopek notranjega ocenjevanja uporablja, in obremenilne dejavnike, uporabljene za določitev ravni izboljšanja kreditne kvalitete, po vrsti izpostavljenosti;
an explanation of significant changes to any of the quantitative disclosures in points (n) to (q) since the last reporting period;
pojasnilo bistvenih sprememb katerih koli kvantitativnih razkritij v točkah (n) do (q) od zadnjega poročevalnega obdobja;
separately for the trading and the non-trading book, the following information broken down by exposure type:
ločeno za bančno in trgovalno knjigo naslednje informacije, razčlenjene po vrsti izpostavljenosti:
the total amount of outstanding exposures securitised by the credit institution, separately for traditional and synthetic securitisations and securitisations for which the credit institution acts only as sponsor;
skupni preostali znesek izpostavljenosti, listinjenih s strani kreditne institucije, ločeno za tradicionalna in sintetična listinjenja ter listinjenja, za katere kreditna institucija deluje samo kot sponzor;
the aggregate amount of on-balance sheet securitisation positions retained or purchased and off-balance sheet securitisation exposures;
skupni znesek bilančnih pozicij listinjenja, zadržanih ali kupljenih, in zunajbilančnih izpostavljenosti iz listinjenja;
the aggregate amount of assets awaiting securitisation;
skupni znesek sredstev, ki se bodo listinila;
for securitised facilities subject to the early amortisation treatment, the aggregate drawn exposures attributed to the originator’s and investors’ interests respectively, the aggregate capital requirements incurred by the credit institution against the originator’s interest and the aggregate capital requirements incurred by the credit institution against the investor’s shares of drawn balances and undrawn lines;
za listinjene izpostavljenosti, ki so predmet obravnave predčasnega odplačila, skupne črpane izpostavljenosti, pripisane interesom originatorja in vlagatelja, skupne kapitalske zahteve, nastale na strani kreditne institucije v nasprotju z interesom originatorja, in skupne kapitalske zahteve, nastale na strani kreditne institucije za vlagateljeve deleže črpanih zneskov in neizkoriščenih kreditnih linij;
the amount of securitisation positions that are deducted from own funds or risk-weighted at 1250 %;
znesek pozicij listinjenja, ki se odštejejo od lastnih sredstev ali so s tveganjem tehtane na 1250 %;
a summary of the securitisation activity of the current period, including the amount of exposures securitised and recognised gain or loss on sale;
povzetek dejavnosti listinjenja v tekočem obdobju, vključno z zneskom listinjenih izpostavljenosti in priznanim dobičkom ali izgubo iz prodaje;
separately for the trading and the non-trading book, the following information:
ločeno za trgovalno in bančno knjigo naslednje informacije:
the aggregate amount of securitisation positions retained or purchased and the associated capital requirements, broken down between securitisation and re-securitisation exposures and further broken down into a meaningful number of risk-weight or capital requirement bands, for each capital requirements approach used;
skupni znesek pozicij listinjenja, zadržanih ali kupljenih, in povezane kapitalske zahteve, razčlenjen na izpostavljenosti iz listinjenja in relistinjenja ter nadalje razčlenjen na smiselno število razredov uteži tveganja ali razredov kapitalskih zahtev, za vsak uporabljen pristop za kapitalske zahteve;
the aggregate amount of re-securitisation exposures retained or purchased broken down according to the exposure before and after hedging/insurance and the exposure to financial guarantors, broken down according to guarantor credit worthiness categories or guarantor name;
skupni znesek izpostavljenosti iz relistinjenja, zadržanih ali kupljenih, razčlenjen glede na izpostavljenost pred in po varovanju/zavarovanju in izpostavljenost finančnim garantom, razčlenjeno glede na kategorije kreditne sposobnosti garanta ali ime garanta;
for the non-trading book and regarding exposures securitised by the credit institution, the amount of impaired/past due assets securitised and the losses recognised by the credit institution during the current period, both broken down by exposure type;
za bančno knjigo in v zvezi z izpostavljenostmi, listinjenimi s strani kreditne institucije, znesek oslabljenih/zapadlih listinjenih sredstev in izgub, ki jih kreditna institucija priznava v tekočem obdobju, oboje razčlenjeno po vrsti izpostavljenosti;
for the trading book, the total outstanding exposures securitised by the credit institution and subject to a capital requirement for market risk, broken down into traditional/synthetic and by exposure type.’;
za trgovalno knjigo, skupne zapadle izpostavljenosti, listinjene s strani kreditne institucije in za katere velja kapitalska zahteva za tržno tveganje, razčlenjene na tradicionalne/sintetične in po vrsti izpostavljenosti.“;
The following information, including regular, at least annual, updates, shall be disclosed to the public regarding the remuneration policy and practices of the credit institution for those categories of staff whose professional activities have a material impact on its risk profile:
Naslednje informacije, vključno z rednimi posodobitvami vsaj enkrat letno, se razkrijejo javnosti v zvezi s politikami in praksami prejemkov kreditne institucije za tiste kategorije zaposlenih, katerih poklicne dejavnosti imajo pomemben vpliv na profil tveganja kreditne institucije:
information concerning the decision-making process used for determining the remuneration policy, including if applicable, information about the composition and the mandate of a remuneration committee, the external consultant whose services have been used for the determination of the remuneration policy and the role of the relevant stakeholders;
informacije o postopku odločanja, ki se uporablja pri določanju politike prejemkov, vključno z, če je to primerno, informacijo o sestavi in pooblastilih odbora za prejemke, zunanjem strokovnjaku, katerega storitve so se uporabljale pri določanju politike prejemkov, in vlogo ustreznih zainteresiranih strani;
information on link between pay and performance;
informacije o povezavi med plačilom in uspešnostjo;
the most important design characteristics of the remuneration system, including information on the criteria used for performance measurement and risk adjustment, deferral policy and vesting criteria;
najpomembnejše značilnosti zasnove sistema prejemkov, vključno z informacijami o merilih, uporabljenih za merjenje uspešnosti, prilagoditvah zaradi tveganja, politiki odloga in merilih za pridobitev pravic;
information on the performance criteria on which the entitlement to shares, options or variable components of remuneration is based;
informacije o merilih uspešnosti, na katerih temelji pravica do delnic, opcij ali variabilnih sestavin prejemkov;
the main parameters and rationale for any variable component scheme and any other non-cash benefits;
glavne parametre in utemeljitev za morebitno letno shemo variabilnih sestavin in druge nedenarne ugodnosti:
aggregate quantitative information on remuneration, broken down by business area;
združene kvantitativne informacije o prejemkih, razčlenjene po področju poslovanja;