natgillin/translations-raw huggingface dataset:
Back-testing on hypothetical changes in the portfolio's value shall be 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 za nazaj na podlagi hipotetičnih sprememb vrednosti portfelja temelji na primerjavi med vrednostjo portfelja ob koncu dne in njegovo vrednostjo ob koncu naslednjega dne ob predpostavki, da ostanejo pozicije nespremenjene.
Back-testing on actual changes in the portfolio's value shall be based on a comparison between the portfolio's end-of-day value and its actual value at the end of the subsequent day excluding fees, commissions, and net interest income.
Testiranje za nazaj na podlagi dejanskih sprememb vrednosti portfelja temelji na primerjavi med vrednostjo portfelja ob koncu dne in njegovo dejansko vrednostjo ob koncu naslednjega dne, zmanjšano za provizije, opravnine in neto prihodek od obresti.
The competent authorities may in individual cases limit the addend to that resulting from overshootings under hypothetical changes, where the number of overshootings under actual changes does not result from deficiencies in the internal model.
Pristojni organi lahko v posameznih primerih omejijo prištevek na tistega, ki je posledica preseganj na podlagi hipotetičnih sprememb, kadar število preseganj na podlagi dejanskih sprememb ni posledica pomanjkljivosti notranjega modela.
In order to allow competent authorities to monitor the appropriateness of the multiplication factors on an ongoing basis, institutions shall notify promptly, and in any case no later than within five working days, the competent authorities of overshootings that result form their back-testing programme.
Da se pristojnim organom omogoči redno spremljanje ustreznosti multiplikatorjev, institucije nemudoma in v vsakem primeru najkasneje v petih delovnih dneh uradno obvestijo pristojne organe o preseganjih, ki so posledica njihovega programa testiranja za nazaj.
Requirements on risk measurement
Zahteve glede merjenja tveganja
Any internal model used to calculate capital requirements for position risk, foreign exchange risk, commodities risk and any internal model for correlation trading shall meet all of the following requirements:
Vsak notranji model, ki se uporablja za izračun kapitalskih zahtev za pozicijsko tveganje, valutno tveganje, blagovno tveganje in vsak notranji model za trgovanje s korelacijami izpolnjuje vse naslednje zahteve:
the model shall capture accurately all material price risks;
model natančno zajame vsa pomembna cenovna tveganja;
the model shall capture a sufficient number of risk factors, depending on the level of activity of the institution in the respective markets.
model zajame zadostno število dejavnikov tveganja, odvisno od stopnje aktivnosti institucije na zadevnih trgih.
Where a risk factor is incorporated into the institution's pricing model but not into the risk-measurement model, the institution shall be able to justify such an omission to the satisfaction of the competent authority.
Če je dejavnik tveganja vključen v cenovni model institucije, ne pa tudi v model za merjenje tveganja, mora institucija utemeljiti to izpustitev pristojnemu organu.
The risk- measurement model shall capture nonlinearities for options and other products as well as correlation risk and basis risk.
Model za merjenje tveganja zajame nelinearnosti za opcije in druge produkte ter korelacijsko tveganje in tveganje osnove.
Where proxies for risk factors are used they shall show a good track record for the actual position held.
Kadar se za dejavnike tveganja uporabljajo približki, ti izkazujejo zanesljivost za dejansko pozicijo, ki jo je banka posedovala v preteklosti.
Any internal model used to calculate capital requirements for position risk, foreign exchange risk or commodities risk shall meet all of the following requirements:
Vsak notranji model, ki se uporablja za izračun kapitalskih zahtev za pozicijsko tveganje, valutno tveganje ali blagovno tveganje, izpolnjuje vse naslednje zahteve:
the model shall incorporate a set of risk factors corresponding to the interest rates in each currency in which the institution has interest rate sensitive on- or off-balance sheet positions.
model vključuje niz dejavnikov tveganja, ki ustrezajo obrestnim meram v vsaki valuti, v kateri ima institucija obrestno občutljive bilančne ali zunajbilančne pozicije.
The institution shall model the yield curves using one of the generally accepted approaches.
Institucija pripravi modele krivulj donosa na podlagi enega od splošno sprejetih pristopov.
For material exposures to interest-rate risk in the major currencies and markets, the yield curve shall be divided into a minimum of six maturity segments, to capture the variations of volatility of rates along the yield curve.
Za pomembne izpostavljenosti obrestnemu tveganju v pomembnih valutah in na glavnih trgih se krivulja donosa razdeli na najmanj šest razredov zapadlosti tako, da zajame spremembe nihanja obrestnih mer vzdolž krivulje donosa.
The model shall also capture the risk of less than perfectly correlated movements between different yield curves;
Model zajame tudi tveganje ne popolnoma koreliranih gibanj med različnimi krivuljami donosa;
the model shall incorporate risk factors corresponding to gold and to the individual foreign currencies in which the institution's positions are denominated.
model vključuje dejavnike tveganja, ki se nanašajo na zlato in posamezne tuje valute, v katerih so denominirane pozicije institucije.
For CIUs the actual foreign exchange positions of the CIU shall be taken into account.
Za KNP se upoštevajo dejanske pozicije KNP v tujih valutah.
Institutions may rely on third party reporting of the foreign exchange position of the CIU, where the correctness of that report is adequately ensured.
Institucije se lahko zanesejo na poročanje tretje osebe o pozicijah KNP v tujih valutah, kadar se ustrezno zagotovi točnost navedenega poročila.
If an institution is not aware of the foreign exchange positions of a CIU, this position shall be carved out and treated in accordance with Article 353(3);
Če institucija ne pozna pozicij KNP v tujih valutah, se ta pozicija izloči in obravnava v skladu s členom 353 (3);
the model shall use a separate risk factor at least for each of the equity markets in which the institution holds significant positions;
model uporablja ločen dejavnik tveganja vsaj za vsak trg lastniških instrumentov, na katerem ima institucija pomembne pozicije;
the model shall use a separate risk factor at least for each commodity in which the institution holds significant positions.
model uporablja ločen dejavnik tveganja vsaj za vsako blago, v katerem ima institucija pomembne pozicije.
The model shall also capture the risk of less than perfectly correlated movements between similar, but not identical, commodities and the exposure to changes in forward prices arising from maturity mismatches.
Model zajema tudi tveganje ne popolnoma koreliranih gibanj med podobnim, toda ne identičnim blagom, in izpostavljenost spremembam terminskih cen zaradi neusklajenih zapadlosti.
It shall also take account of market characteristics, notably delivery dates and the scope provided to traders to close out positions;
Upošteva tudi značilnosti trga, predvsem datume izročitve in možnosti, ki jih imajo trgovci na voljo za zapiranje pozicij;
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 konzervativno oceni tveganje, ki izhaja iz manj likvidnih pozicij in pozicij z omejeno preglednostjo cen na podlagi realističnih tržnih scenarijev.
Proxies shall be appropriately conservative and shall be used only where available data is insufficient or is not reflective of the true volatility of a position or portfolio.
Približki so ustrezno konzervativni in se uporabijo samo, kadar so razpoložljivi podatki nezadostni ali ne odražajo resnične nestanovitnosti pozicije ali portfelja.
Institutions may, in any internal model used for purposes of this Chapter, use empirical correlations within risk categories and across risk categories only if the institution's approach for measuring correlations is sound and implemented with integrity.
Institucije lahko v vsakem notranjem modelu za namene tega poglavja uporabljajo empirične korelacije v kategorijah tveganja in med njimi samo, če je pristop institucije za merjenje korelacij zanesljiv in se izvaja dosledno.
Qualitative requirements
Kvalitativne zahteve
Any internal model used for purposes of this Chapter shall be conceptually sound and implemented with integrity and, in particular, all of the following qualitative requirements shall be met:
Vsak notranji model, ki se uporablja za namene tega poglavja, je konceptualno zanesljiv in se izvaja dosledno ter zlasti izpolnjuje vse naslednje kvalitativne zahteve:
any internal model used to calculate capital requirements for position risk, foreign exchange risk or commodities risk shall be closely integrated into the daily risk-management process of the institution and serve as the basis for reporting risk exposures to senior management;
vsak notranji model, ki se uporablja za izračun kapitalskih zahtev za pozicijsko tveganje, valutno tveganje ali blagovno tveganje, je tesno vključen v vsakodnevni proces institucije za upravljanje tveganj in služi kot podlaga za poročanje višjemu vodstvu o izpostavljenosti tveganju;
the institution shall have a risk control unit that is independent from business trading units and reports directly to senior management.
institucija ima enoto za nadzor tveganj, ki je neodvisna od enot za trgovanje in poroča neposredno višjemu vodstvu.
The unit shall be responsible for designing and implementing any internal model used for purposes of this Chapter.
Ta enota je odgovorna za oblikovanje in izvajanje vsakega notranjega modela, ki se uporablja za namene tega poglavja.
The unit shall conduct the initial and on-going validation of any internal model used for purposes of this Chapter, being responsible for the overall risk management system.
Enota izvede izhodiščno in redno ovrednotenje vsakega notranjega modela, ki se uporablja za namene tega poglavja, in je odgovorna za celotni sistem upravljanja tveganj.
The unit shall produce and analyse daily reports on the output of any internal model used for calculating capital requirements for position risk, foreign exchange risk and commodities risk, and on the appropriate measures to be taken in terms of trading limits;
Enota pripravlja in analizira dnevna poročila o rezultatih notranjega modela, ki se uporablja za izračun kapitalskih zahtev za pozicijsko tveganje, valutno tveganje in blagovno tveganje, ter o ustreznih ukrepih, ki jih je treba sprejeti glede trgovalnih limitov;
the institution's management body and senior management shall be actively involved in the risk-control process and the daily reports produced by the risk-control unit are reviewed by a level of management with sufficient authority to enforce both reductions of positions taken by individual traders as well as in the institution's overall risk exposure;
upravljalni organ in višje vodstvo institucije aktivno sodelujeta v procesu nadzora tveganj, dnevna poročila, ki jih pripravi enota za nadzor tveganj, pa pregledujejo vodilni delavci, ki imajo ustrezna pooblastila za zmanjšanje tako pozicij posameznih trgovcev kot tudi celotne izpostavljenosti institucije tveganju;
the institution shall have sufficient numbers of staff skilled in the use of sophisticated internal models, and including those used for purposes of this Chapter, in the trading, risk-control, audit and back-office areas;
institucija ima zadostno število zaposlenih, ki so ustrezno usposobljeni za uporabo izpopolnjenih notranjih modelov, vključno s tistimi, ki se uporabljajo za namene tega poglavja, na področju trgovanja, nadzora tveganja, revidiranja in zalednih služb;
the institution shall have established procedures for monitoring and ensuring compliance with a documented set of internal policies and controls concerning the overall operation of its internal models, and including those used for purposes of this Chapter;
institucija ima vzpostavljene postopke za spremljanje in zagotavljanje skladnosti z dokumentiranim nizom notranjih politik in kontrol v zvezi s celotnim delovanjem njenih notranjih modelov, vključno s tistimi, ki se uporabljajo za namene tega poglavja;
any internal model used for purposes of this Chapter shall have a proven track record of reasonable accuracy in measuring risks;
vsak notranji model, ki se uporablja za namene tega poglavja, ima zanesljive dokaze o zadostni stopnji natančnosti pri merjenju tveganj v preteklosti;
the institution shall frequently conduct a rigorous programme of stress testing, including reverse stress tests, which encompasses any internal model used for purposes of this Chapter and the results of these stress tests shall be reviewed by senior management and reflected in the policies and limits it sets.
institucija pogosto izvaja strog program stresnega testiranja, vključno s povratnimi stresnimi testi, ki zajema vsak notranji model, ki se uporablja za namene tega poglavja; rezultate teh stresnih testov pregleda višje vodstvo ter se odražajo v politikah in limitih, ki jih ti določijo.
This process shall particularly address illiquidity of markets in stressed market conditions, concentration risk, one way markets, event and jump-to-default risks, non-linearity of products, deep out-of-the-money positions, positions subject to the gapping of prices and other risks that may not be captured appropriately in the internal models.
Ta postopek se nanaša zlasti na nelikvidnost trgov v stresnih tržnih pogojih, tveganje koncentracije, enosmerne trge, tveganje nepričakovanih dogodkov in tveganje skokovitega naraščanja neplačil, nelinearnost produktov, pozicije, ki se jih ne izplača izvršiti, pozicije, ki so predmet velikega cenovnega razkoraka in druga tveganja, ki morebiti niso ustrezno zajeta z notranjimi modeli.
The shocks applied shall reflect the nature of the portfolios and the time it could take to hedge out or manage risks under severe market conditions;
Uporabljeni šoki odražajo naravo portfeljev in čas, ki bi bil potreben za vzpostavitev varovanja tveganj ali njihovo upravljanje v težkih tržnih pogojih;
the institution shall conduct, as part of its regular internal auditing process, an independent review of its internal models, and including those used for purposes of this Chapter.
institucija kot del svojega rednega postopka notranjega revidiranja izvede neodvisen pregled svojih notranjih modelov, vključno s tistimi, ki se uporabljajo za namene tega poglavja.
As techniques and best practices evolve, institutions shall apply those new techniques and practices in any internal model used for purposes of this Chapter.
Z razvojem tehnik in najboljših praks institucije uporabijo te nove tehnike in prakse v vsakem notranjem modelu, ki se uporablja za namene tega poglavja.
Regulatory CS01i
Regulativni CS01i
Regulatory CS01T
Regulativni CS01T
Regulatory CS01 = 0.0001 · Σi=1
Regulativni CS01 = 0.0001 · Σi=1
the retention requirement, including the qualifying criteria for retaining a material net economic interest as referred to in Article 405 and the level of retention;
zahtevo po zadržanju, vključno s kvalifikacijskimi merili za zadržanje pomembnega neto ekonomskega deleža iz člena 405 in raven zadržanja;
the due diligence requirements in Article 406 for institutions becoming exposed to a securitisation position; and
zahteve glede skrbnega pregleda iz člena 406 za institucije, izpostavljene pozicijam v listinjenju; ter
a portion of the liquid assets except those referred to in points (a), (c) and (e) of Article 416(1) is periodically and at least annually liquidated via outright sale or via simple repurchase agreements on an approved repurchase market for the following purposes:
del likvidnih sredstev, razen tistih iz točk (a), (c) in (e) člena 416(1), se redno in najmanj enkrat letno unovči z dokončno prodajo ali enostavnimi pogodbami o začasni prodaji/začasnem odkupu na odobrenem trgu začasne prodaje/začasnega odkupa za naslednje namene:
to test the access to the market for these assets;
testiranje dostopa do trga za ta sredstva;
to test the effectiveness of its processes for the liquidation of assets;
testiranje učinkovitosti procesov za unovčenje sredstev;
to test the usability of the assets;
testiranje uporabnosti sredstev;
to minimise the risk of negative signalling during a period of stress;
kar najbolj zmanjšati tveganje negativnih znakov v obdobju težav;
price risks associated with the assets may be hedged but the liquid assets are subject to appropriate internal arrangements that ensure that they are readily available to the treasury when needed and especially that they are not used in other ongoing operations, including:
cenovna tveganja, povezana s sredstvi, se lahko zavarujejo, vendar so likvidna sredstva predmet ustreznih notranjih dogovorov, ki zagotavljajo, da so po potrebi takoj na voljo zakladništvu in zlasti da ne bodo uporabljena v drugih operacijah v teku, vključno s:
hedging or other trading strategies;
strategijami varovanja ali drugimi strategijami trgovanja;
equity securities of non-financial entities listed on a major index in a recognised exchange;
lastniški vrednostni papirji nefinančnihsubjektov, ki so vključeni v glavne borzne indekse priznane borze;
other equity securities;
drugi lastniški vrednostni papirji;
other precious metals;
druge dragocene kovine;
non-renewable loans and receivables, and separately those non-renewable loans and receivables for which borrowers are:
neobnovljivi krediti in terjatve, in ločeno neobnovljivi krediti in terjatve, katerih kreditojemalci so:
natural persons other than commercial sole proprietors and partnerships;
fizične osebe, ki niso samostojni podjetniki in osebne družbe;
SMEs that qualify for the retail exposure class under the Standardised or IRB approaches for credit risk or to a company which is eligible for the treatment set out in Article 153(4) and where the aggregate deposit placed by that client or group of connected clients is less than EUR 1 million;
MSP, ki izpolnjujejo pogoje za razvrstitev v kategorijo izpostavljenosti na drobno v skladu s standardiziranim pristopom ali pristopom IRB za kreditno tveganej ali izpostavljenosti do podjetja, ki izpolnjuje pogoje za obravnavo iz člena 153(4), in če je skupna vloga te stranke ali skupine povezanih strank nižja od 1 milijona EUR;
clients not referred to in points (i) and (ii) other than financial customers;
stranke, ki niso navedene v točkah (i) in (ii) in niso finančne stranke;
clients not referred to in points (i), (ii) and (iii) that are financial customers, and thereof separately those that are credit institutions and other financial customers;
stranke, ki niso navedene v točkah (i), (ii) in (iii) in so finančne stranke, in ločeno tiste, ki so kreditne institucije in druge finančne stranke;
non-renewable loans and receivables referred to in point (g), and thereof separately those that are:
neobnovljivikrediti in terjatve iz točke (g), in ločeno tisti, ki so:
collateralised by commercial real estate (CRE);
zavarovani s poslovno nepremičnino;
The Commission shall adopt the delegated act referred to in paragraph 1 by 30 June 2014.
Komisija sprejme delegirani akt iz odstavka 1 do 30. junija 2014.
It shall enter into force by 31 December 2014, but shall not apply before 1 January 2015.
Veljati začne do 31. decembra 2014, vendar se ne uporablja pred 1. januarjem 2015.
EBA shall in its report assess in particular a deferred introduction of the 100 % minimum binding standard, until 1 January 2019.
EBA v svojem poročilu oceni zlasti odložitev uvedbe 100 % minimalnega zavezujočega standarda do 1. januarja 2019.
The report shall take into account the annual reports referred to in Article 509(1), relevant market data and the recommendations of all competent authorities.
V poročilu upošteva letna poročila iz člena 509(1), zadevne tržne podatke in priporočila vseh pristojnih organov.
the amounts required to be deducted that relate to direct holdings are deducted half from Tier 1 items and half from Tier 2 items;
polovica zneskov za odbitek, ki se nanašajo na neposredne deleže, se odbije od postavk temeljnega kapitala, polovica pa od postavk dodatnega kapitala;
the amounts that relate to indirect and synthetic holdings are not deducted and are subject to a risk weights in accordance with Chapter 2 or 3 of Title II of Part Three and to the requirements laid down in Title IV of Part Three, as applicable.
zneski, ki se nanašajo na posredne in sintetične deleže, se ne odbijejo, zanje pa se uporabijo uteži tveganja v skladu s poglavjem 2 ali 3 naslova II dela 3, poleg tega zanje veljajo zahteve iz naslova IV dela 3, kot je ustrezno.
the amounts that relate to indirect and synthetic holdings are not deducted and are subject to risk weights in accordance with Chapter 2 or 3 of Title II of Part Three and to the requirements laid down in Title IV of Part Three, as applicable.
zneski, ki se nanašajo na posredne in sintetične deleže, se ne odbijejo in se zanje uporabi utež tveganja v skladu s poglavjem 2 ali 3 naslova II dela 3, poleg tega zanje veljajo zahteve iz naslova IV dela 3, kot je ustrezno.
The provisions on large exposures as laid down in Articles 387 to 403 shall not apply to investment firms whose main business consists exclusively of the provision of investment services or activities in relation to the financial instruments set out in points 5, 6, 7, 9 and 10 of Section C of Annex I to Directive 2004/39/EC and to whom Council Directive 93/22/EEC of 10 May 1993 on investment services in the securities field [35] did not apply on 31 December 2006.
Določbe o velikih izpostavljenostih iz členov 387 do 403 ne veljajo za investicijska podjetja, katerih glavne dejavnosti obsegajo izključno zagotavljanje investicijskih storitev ali izvajanje dejavnosti v zvezi s finančnimi instrumenti, določenimi v točkah 5, 6, 7, 9 in 10 oddelka C Priloge I k Direktivi 2004/39/ES, in za katere dne 31. decembra 2006 Direktiva Sveta 93/22/EGS z dne 10. maja 1993 o investicijskih storitvah na področju vrednostnih papirjev [35] ni veljala.
By way of derogation from Chapter 3 of Part Three, until 31 December 2017, the competent authorities may exempt from the IRB treatment certain categories of equity exposures held by institutions and EU subsidiaries of institutions in that Member State as at 31 December 2007.
Z odstopanjem od poglavja 3 dela 3 lahko pristojni organi do 31. decembra 2017 izvzamejo iz obravnave IRB nekatere skupine izpostavljenosti iz naslova lastniških instrumentov, ki jih imajo institucije in EU podružnice institucij v tej državi članici na dan 31. decembra 2007.
the introduction of the liquidity coverage requirement may make it more difficult for central banks to ensure price stability by using the existing monetary policy framework and instruments;
lahko uvedba zahteve glede likvidnostnega kritja centralne banke ovira pri zagotavljanju stabilnosti cen z uporabo obstoječega okvira in instrumentov monetarne politike;
the operational requirements for the holdings of liquid assets, as referred in points (b) to (f) of Article. 417, in line with international regulatory developments.
operativnih zahtevah za imetja likvidnih sredstev iz točk (b) do (f) člena 417 v skladu z mednarodnim regulativnim razvojem.
OJ L 331, 15.12.2010, p. 12.
UL L 331, 1.12.2010, str. 12.
Where the Commission has submitted to the Council a proposal to reject national macroprudential measures, the Council should examine that proposal without delay and decide whether or not to reject the national measures.
Kadar Komisija predloži predlog za zavrnitev nacionalnih makrobonitetnih ukrepov, bi moral Svet ta predlog takoj preučiti in se odločiti, ali bo nacionalne ukrepe zavrnil ali ne.
A vote could be taken in accordance with the Rules of Procedure of the Council [8] at the request of a Member State or of the Commission.
Na zahtevo države članice ali Komisije bi se lahko o tem glasovalo v skladu s Poslovnikom Sveta [8].
(softs) Other, including energy products
Drugo, vključno z energetskimi proizvodi
< 1 year >1 ≤ 5 years
> 1 ≤ 5 let