natgillin/translations-raw huggingface dataset:
This template requests information on both trading and non-trading book transactions which are unsettled after their due delivery dates, and their corresponding own funds requirements for settlement risk according to Articles 92(3) point (c) ii) and 378 of CRR.
Ob upoštevanju splošnega pravila za ‚prilive‘ in ‚odlive‘ so zneski, sporočeni v tem stolpcu, prikazani kot ‚prilivi‘ v ustrezni predlogi za kreditno tveganje (CR SA ali CR IRB) in kategoriji izpostavljenosti, ustrezni za dajalca zavarovanja (tj. tretja oseba, na katero se tranša prenese z osebnim kreditnim zavarovanjem).
Institutions report in the CR SETT template information on the settlement/delivery risk in connection with debt instruments, equities, foreign currencies and commodities held in their trading or non-trading book.
Postopek za izračun ‚valutnega tveganja‘ – prilagojenega nominalnega zneska kreditnega zavarovanja (G*) je opisan v členu 233(3) uredbe o kreditnih zahtevah.
According to Article 378 of CRR, repurchase transactions, securities or commodities lending and securities or commodities borrowing in connection with debt instruments, equities, foreign currencies and commodities are not subject to settlement/delivery risk.
ZADRŽAN ALI ZAČASNO PRODAN HIPOTETIČNI ZNESEK KREDITNEGA ZAVAROVANJA
Note however that, derivatives and long settlement transactions unsettled after their due delivery dates are nevertheless subject to own funds requirements for settlement/delivery risk as determined in Article 378 of CRR.
Vse tranše, ki so bile zadržane ali odkupljene, npr. zadržane pozicije prve izgube, se poročajo v nominalnem znesku.
In the case of unsettled transactions after the due delivery date, institutions calculate the price difference to which they are exposed.
Učinek nadzorniških odbitkov v kreditnem zavarovanju se ne upošteva pri izračunu zadržanega ali začasno prodanega zneska kreditnega zavarovanja.
This is the difference between the agreed settlement price for the debt instrument, equity, foreign currency or commodity in question and its current market value, where the difference could involve a loss for the institution.
POZICIJE V LISTINJENJU:
Institutions multiply this difference by the appropriate factor of Table 1 of Article 378 of CRR to determine the corresponding own funds requirements.
Pozicije v listinjenju, ki jih ima v lasti institucija poročevalka, izračunane v skladu s členom 246(1)(a), (c) in (e) ter (2) CRR, pri čemer se ne uporabljajo kreditni konverzijski faktorji ter kakršne koli prilagoditve za kreditno tveganje in rezervacije za kreditno tveganje.
According to Article 92(4) Point (b), the own funds requirements for settlement/delivery risk shall be multiplied by 12.5 to calculate the risk exposure amount.
Pobot zadeva le večstranske pogodbe o izvedenih finančnih instrumentih, zagotovljene istemu subjektu s posebnim namenom pri listinjenju (SSPE), pri čemer jih krije ustrezna pogodba o pobotu.
Note that own funds requirements for free deliveries as laid down in Article 379 of CRR are not within the scope of the CR SETT template;
Prilagoditve vrednosti in rezervacije, ki se poročajo v tem stolpcu, se nanašajo le na pozicije v listinjenju.
the latter shall be reported in the credit risk templates (CR SA, CR IRB).
Prilagoditve vrednosti listinjenih pozicij niso upoštevane.
UNSETTLED TRANSACTIONS AT SETTLEMENT PRICE
V primeru klavzul o predčasnem odplačilu morajo institucije opredeliti znesek ‚udeležbe originatorja‘, kot je opredeljeno v členu 256(2) CRR.
In accordance with Article 378 of CRR, institutions report in this column 010 the unsettled transactions after their due delivery date at the respective agreed settlement prices.
Pri sintetičnih listinjenjih so pozicije, ki jih ima v lasti originator v obliki bilančnih postavk in/ali udeležbe investitorja (predčasno odplačilo), rezultat združitve stolpcev 010 do 040.
All unsettled transactions shall be included in this column 010, irrespective of whether or not they are at a gain or at a loss after the due settlement date.
Prilagoditve vrednosti in rezervacije (člen 159 CRR) za kreditne izgube, nastale v skladu z računovodskim okvirom, ki se uporablja za subjekt, ki poroča.
PRICE DIFFERENCE EXPOSURE DUE TO UNSETTLED TRANSACTIONS
Prilagoditve vrednosti zajemajo vse zneske, pripoznane v poslovnem izidu za kreditne izgube finančnih sredstev od njihovega začetnega pripoznanja v bilanci stanja (vključno z izgubami zaradi kreditnega tveganja finančnih sredstev, izmerjenimi po pošteni vrednosti, ki se ne odštejejo od vrednosti izpostavljenosti), skupaj z diskonti za izpostavljenosti, ki so bile v skladu s členom 166(1) CRR odkupljene v stanju neplačila.
In accordance with Article 378 of CRR, institutions report in column 020 the price difference between the agreed settlement price and its current market value for the debt instrument, equity, foreign currency or commodity in question, where the difference could involve a loss for the institution.
Rezervacije vključujejo nabrane zneske kreditnih izgub v zunajbilančnih postavkah.
Only unsettled transactions at a loss after the due settlement date shall be reported in column 020
Pozicije v listinjenju v skladu s členom 246(1) in (2) CRR, pri čemer se ne uporabljajo konverzijski faktorji.
Institutions report in column 030 the own funds requirements calculated in accordance with Article 378 of CRR.
Ta informacija se nanaša na stolpec 040 predloge CR SA Total.
TOTAL SETTLEMENT RISK EXPOSURE AMOUNT
Člen 4(57) in poglavje 4 naslova II dela 3 CRR.
In accordance with Article 92(4) point (b) of CRR, institutions multiply their own funds requirements reported in column 030 by 12.5 in order to obtain the settlement risk exposure amount.
V tem sklopu stolpcev se zbirajo informacije o tehnikah za zmanjševanje kreditnega tveganja, s katerimi se zmanjšuje kreditno tveganje izpostavljenosti prek zamenjave izpostavljenosti (kot je opredeljeno spodaj za Prilive in Odlive).
Total unsettled transactions in the Non-trading Book
Glej navodila za predlogo CR SA (Sporočanje tehnik za zmanjševanje kreditnega tveganja z učinkom zamenjave).
Institutions report in row 010 aggregated information in relation with settlement/delivery risk for non-trading book positions (in accordance with Articles 92(3) point (c) ii) and 378 of CRR).
(–) OSEBNO KREDITNO ZAVAROVANJE:
Institutions report in 010/010 the aggregated sum of unsettled transactions after their due delivery dates at the respective agreed settlement prices.
PRILAGOJENE VREDNOSTI (GA)
Institutions report in 010/020 the aggregated information for price difference exposure due to unsettled transactions at a loss.
Osebno kreditno zavarovanje je opredeljeno v členu 4(59) in regulirano v členu 235 CRR.
Institutions report in 010/030 the aggregated own funds requirements derived from summing the own funds requirements for unsettled transactions by multiplying the “price difference” reported in column 020 by the appropriate factor based on the number of working days after due settlement date (categories referred to in Table 1 of Article 378 of CRR).
(–) STVARNO KREDITNO ZAVAROVANJE
020 to 060
Stvarno kreditno zavarovanje je opredeljeno v členu 4(58) ter regulirano v členih 195, 197 in 200 CRR.
Transactions unsettled up to 4 days (Factor 0 %)
Kreditni zapisi in bilančni pobot v skladu s členi 218 do 236 CRR se obravnavajo kot zavarovanje z denarnimi sredstvi.
Transactions unsettled between 5 and 15 days (Factor 8 %)
ZAMENJAVA IZPOSTAVLJENOSTI ZARADI ZMANJŠEVANJA KREDITNEGA TVEGANJA
Transactions unsettled between 16 and 30 days (Factor 50 %)
Poročajo se tudi prilivi in odlivi v okviru iste kategorije izpostavljenosti, po potrebi pa tudi v okviru uteži tveganja ali bonitetnih razredov dolžnika.
Transactions unsettled between 31 and 45 days (Factor 75 %)
Člena 222(3) ter 235(1) in (2).
Transactions unsettled for 46 days or more (Factor 100 %)
Odlivi ustrezajo kritemu delu ‚Izpostavljenosti z odštetimi prilagoditvami vrednosti in rezervacijami‘, ki se odbije od kategorije izpostavljenosti dolžnika in po potrebi od uteži tveganja ali bonitetnega razreda dolžnika ter nato razvrsti v kategorijo izpostavljenosti dajalca zavarovanja in po potrebi v utež tveganja ali bonitetni razred dolžnika.
Institutions report the information in relation with settlement/delivery risk for non-trading book positions according to the categories referred to in Table 1 of Article 378 of CRR in rows 020 to 060.
Ta znesek se obravnava kot priliv v kategorijo izpostavljenosti dajalca zavarovanja, po potrebi pa tudi v uteži tveganja ali bonitetne razrede dolžnika.
No own funds requirements for settlement/delivery risk are required for transactions unsettled less than 5 working days after the due settlement date.
Ta informacija se nanaša na stolpec 090 [(–) Skupaj odlivi] predloge CR SA Total.
Total unsettled transactions in the Trading Book
SKUPAJ PRILIVI
Institutions report in row 070 aggregated information in relation with settlement/delivery risk for trading book positions (in accordance with Articles 92(3) point (c) ii) and 378 of CRR).
Pozicije v listinjenju, ki so dolžniški vrednostni papirji in primerno zavarovanje s finančnim premoženjem v skladu s členom 197(1) CRR ter kadar se uporablja enostavna metoda za zavarovanje s finančnim premoženjem, se v tem stolpcu poročajo kot prilivi.
Institutions report in 070/010 the aggregated sum of unsettled transactions after their due delivery dates at the respective agreed settlement prices.
Ta informacija se nanaša na stolpec 100 [Skupaj prilivi] predloge CR SA Total.
Institutions report in 070/020 the aggregated information for price difference exposure due to unsettled transactions at a loss.
Izpostavljenost, ki se dodeli v ustrezno utež tveganja in kategorijo izpostavljenosti po upoštevanju odlivov in prilivov zaradi ‚Tehnik za zmanjševanje kreditnega tveganja (CRM) z učinki zamenjave na izpostavljenost‘.
Institutions report in 070/030 the aggregated own funds requirements derived from summing the own funds requirements for unsettled transactions by multiplying the “price difference” reported in column 020 by an appropriate factor based on the number of working days after due settlement date (categories referred to in Table 1 of Article 378 of CRR).
Ta informacija se nanaša na stolpec 110 predloge CR SA Total.
080 to 120
(–) TEHNIKE ZA ZMANJŠEVANJE KREDITNEGA TVEGANJA, KI VPLIVAJO NA ZNESEK IZPOSTAVLJENOSTI:
Institutions report the information in relation with settlement/delivery risk for trading book positions according to the categories referred to in Table 1 of Article 378 of CRR in rows 080 to 120.
PRILAGOJENA VREDNOST METODE ZA IZRAČUN UČINKOV ZAVAROVANJA S FINANČNIM PREMOŽENJEM PRI STVARNEM KREDITNEM ZAVAROVANJU (CVAM)
SECURITISATION — STANDARDISED APPROACH TO OWN FUNDS REQUIREMENTS (CR SEC SA)
Ta postavka zajema tudi kreditne zapise (člen 218 CRR).
The information in this template is requested for all securitisations for which a significant risk transfer is recognised and in which the reporting institution is involved in a securitisation treated under the Standardised Approach.
Ta informacija se nanaša na stolpca 120 in 130 predloge CR SA Total.
The information to be reported is contingent on the role of the institution as for the securitisation.
Pozicije v listinjenju v skladu s členom 246 CRR, pri katerih se torej ne uporabljajo konverzijske vrednosti iz člena 246(1)(c) CRR.
As such, specific reporting items are applicable for originators, sponsors and investors.
Ta informacija se nanaša na stolpec 150 predloge CR SA Total.
The CR SEC SA template gathers joint information on both traditional and synthetic securitisations held in the banking book, as defined in Article 242(10) and (11) of CRR, respectively.
RAZČLENITEV POPOLNOMA PRILAGOJENE VREDNOSTI IZPOSTAVLJENOSTI (E*) ZUNAJBILANČNIH POSTAVK GLEDE NA KONVERZIJSKE FAKTORJE
TOTAL AMOUNT OF SECURITISATION EXPOSURES ORIGINATED
Člen 246(1)(c) CRR določa, da je vrednost izpostavljenosti zunajbilančne pozicije v listinjenju enaka njeni nominalni vrednosti, pomnoženi s konverzijskim faktorjem.
Originator institutions must report the outstanding amount at the reporting date of all current securitisation exposures originated in the securitisation transaction, irrespective of who holds the positions.
Konverzijska vrednost znaša 100 %, če v CRR ni določeno drugače.
As such, on-balance sheet securitisation exposures (e.g. bonds, subordinated loans) as well as off-balance sheet exposures and derivatives (e.g. subordinated credit lines, liquidity facilities, interest rate swaps, credit default swaps, etc.) that have been originated in the securitisation shall be reported.
Glej stolpce 160 do 190 predloge CR SA Total.
In the case of traditional securitisations where the originator does not hold any position, then the originator shall not consider that securitisation in the reporting of the CR SEC SA or CR SEC IRB templates.
Za namene poročanja se polno prilagojene vrednosti izpostavljenosti (E*) poročajo v skladu z naslednjimi štirimi medsebojno izključujočimi se intervali konverzijskih faktorjev:
For this purpose securitisation positions held by the originator include early amortisation provisions in a securitisation of revolving exposures, as defined under Article 242(12) of CRR.
0 %, [0 %, 20 %], [20 %, 50 %] in [50 %, 100 %].
SYNTHETIC SECURITISATIONS:
Pozicije v listinjenju v skladu s členom 246 CRR.
CREDIT PROTECTION TO THE SECURITISED EXPOSURES
Ta informacija se nanaša na stolpec 200 predloge CR SA Total.
Following the provisions in Articles 249 and 250 of CRR the credit protection to the securitised exposures shall be as if there was no maturity mismatch.
(–) VREDNOST IZPOSTAVLJENOSTI KOT ODBITNE POSTAVKE KAPITALA
(-) FUNDED CREDIT PROTECTION (CVA)
Člen 258 CRR določa, da lahko institucije v primeru pozicije v listinjenju, kateri je dodeljena utež tveganja 1250 %, odbijejo vrednost izpostavljenosti pozicije od kapitala namesto vključitve te pozicije v svoje izračune zneskov tveganju prilagojenih izpostavljenosti.
The detailed calculation procedure of the volatility-adjusted value of the collateral (CVA) which is expected to be reported in this column is established in Article 223(2) of CRR.
VREDNOST IZPOSTAVLJENOSTI, ZA KATERO SE UPORABI UTEŽ TVEGANJA
(-) TOTAL OUTFLOWS:
Vrednost izpostavljenosti, od katere se odšteje vrednost izpostavljenosti, odbita od kapitala.
UNFUNDED CREDIT PROTECTION ADJUSTED VALUES (G*)
RAZČLENITEV VREDNOSTI IZPOSTAVLJENOSTI, ZA KATERO SE UPORABI UTEŽ TVEGANJA
Following the general rule for “inflows” and “outflows” the amounts reported under this column shall appear as “inflows” in the corresponding credit risk template (CR SA or CR IRB) and exposure class relevant for the protection provider (i.e. the third party to which the tranche is transferred by means of unfunded credit protection)
OCENJENE
The calculation procedure of the “foreign exchange risk”- adjusted nominal amount of the credit protection (G*) is established in Article 233(3) of CRR.
V členu 242(8) CRR so opredeljene ocenjene pozicije.
NOTIONAL AMOUNT RETAINED OR REPURCHASED OF CREDIT PROTECTION
Vrednosti izpostavljenosti, za katere se uporabi utež tveganja, so razčlenjene glede na stopnje kreditne kakovosti (CQS), kot se predvideva za standardizirani pristop v členu 251 (razpredelnica 1) CRR.
All tranches which have been retained or bought back, e.g. retained first loss positions, shall be reported with their nominal amount.
1250 % (NEOCENJENE)
The effect of supervisory haircuts in the credit protection shall not be taken into account when computing the retained or repurchased amount of credit protection.
V členu 242(7) CRR so opredeljene neocenjene pozicije.
SECURITISATION POSITIONS:
VPOGLED
Securitisation positions held by the reporting institution, calculated according to Article 246(1)(a), (c) and (e), and (2) of CRR, without applying credit conversion factors and any credit risk adjustments and provisions.
Člena 253 in 254 ter člen 256(5) CRR.
Netting only relevant with respect to multiple derivative contracts provided to the same SSPE, covered by eligible netting agreement.
Stolpci z vpogledom zajemajo vse primere neocenjenih izpostavljenosti, kadar se utež tveganja pridobi na podlagi osnovnega portfelja izpostavljenosti (povprečna utež tveganja skupine, najvišja utež tveganja skupine ali uporaba razmerja koncentracije).
Value adjustments and provisions to be reported in this column only refer to securitisation positions.
VPOGLED – OD TEGA:
Value adjustments of securitised positions are not considered.
DRUGA IZGUBA V PROGRAMU ABCP
In case of early amortization clauses, institutions must specify the amount of “originator's' interest” as defined in Article 256(2) of CRR.
Vrednost izpostavljenosti, ki je predmet obravnave pozicij v listinjenju v tranši druge izgube ali boljši tranši v programu ABCP, je opredeljena v členu 254 CRR.
In synthetic securitisations, the positions held by the originator in the form of on-balance sheet items and/or investor's interest (early amortisation) shall be the result of the aggregation of columns 010 to 040.
V členu 242(9) CRR je opredeljen program komercialnih zapisov s premoženjskim kritjem (ABCP).
Value adjustments and provisions (Article 159 of CRR) for credit losses made in accordance with the accounting framework to which the reporting entity is subject.
VPOGLED – OD TEGA:
Value adjustments include any amount recognized in profit or loss for credit losses of financial assets since their initial recognition in the balance sheet (including losses due to credit risk of financial assets measured at fair value that shall not be deducted from the exposure value) plus the discounts on exposures purchased when in default according to Article 166(1) of CRR.
POVPREČNA UTEŽ TVEGANJA (%)
Provisions include accumulated amounts of credit losses in off-balance sheet items.
Predloži se z vrednostjo izpostavljenosti tehtano povprečje uteži tveganja.
Securitisation positions according to Article 246(1) and (2) of CRR, without applying conversion factors.
PRISTOP NOTRANJEGA OCENJEVANJA (IAA)
This piece of information is related to column 040 of the CR SA Total template.
PRISTOP NOTRANJEGA OCENJEVANJA:
Article 4(57) and Part Three, Title II, Chapter 4 of CRR.
ZNESEK TVEGANJU PRILAGOJENIH IZPOSTAVLJENOSTI
This block of columns gathers information on credit risk mitigation techniques that reduce the credit risk of an exposure or exposures via the substitution of exposures (as indicated below for Inflows and Outflows).
Skupni znesek tveganju prilagojenih izpostavljenosti, izračunan v skladu z oddelkom 3 poglavja 5 naslova II dela 3 CRR, pred prilagoditvami zaradi neusklajenosti zapadlosti ali kršitve določb glede skrbnega pregleda in brez kakršnega koli zneska tveganju prilagojenih izpostavljenosti, ki ustreza izpostavljenostim, prerazvrščenim v drugo predlogo prek odlivov.
See CR SA instructions (Reporting of CRM techniques with substitution effect).
SINTETIČNA LISTINJENJA
(-) UNFUNDED CREDIT PROTECTION:
Pri sintetičnih listinjenjih se pri znesku, ki se sporoči v tem stolpcu, ne upošteva morebitna neusklajenost zapadlosti.
ADJUSTED VALUES (GA)
SPLOŠNI UČINEK (PRILAGODITEV) ZARADI KRŠITVE DOLOČB GLEDE SKRBNEGA PREGLEDA
Unfunded credit protection is defined in Article 4(59) and regulated in Article 235 of CRR.
Člena 14(2) in 406(2) ter člen 407 CRR zahtevajo, da države članice, kadar institucija ne izpolnjuje določenih zahtev iz členov 405, 406 ali 409 CRR, zagotovijo, da pristojni organi odredijo sorazmerno dodatno utež tveganja, ki znaša najmanj 250 % uteži tveganja (z zgornjo mejo 1250 %), ki se sicer uporablja za zadevne pozicije v listinjenju iz oddelka 3 poglavja 5 naslova II dela 3 CRR.
(-) FUNDED CREDIT PROTECTION
Takšna dodatna utež se lahko odredi za institucije investitorke, pa tudi za originatorje, sponzorje in prvotne kreditodajalce.
Funded credit protection is defined in Article 4(58) and regulated in Articles 195, 197 and 200 of CRR.
PRILAGODITEV ZNESKOV TVEGANJU PRILAGOJENIH IZPOSTAVLJENOSTI ZARADI NEUSKLAJENOSTI ZAPADLOSTI
Credit linked notes and on-balance sheet netting according to Articles 218-236 of CRR are treated as cash collateral.
Za neusklajenosti zapadlosti v sintetičnih listinjenjih se vključi RW* – RW(SP), kot je opredeljeno v členu 250 CRR, razen v primeru tranš, ki so predmet tehtanja z utežjo tveganja 1250 %, kadar je znesek, ki se sporoči, nič.
SUBSTITUTION OF THE EXPOSURE DUE TO CRM:
Upoštevati je treba da RW(SP) ne zajema le zneskov tveganju prilagojenih izpostavljenosti, sporočenih v stolpcu 330, ampak tudi zneske tveganju prilagojenih izpostavljenosti, ki ustrezajo izpostavljenostim, prerazvrščenim v druge predloge prek odlivov.
Inflows and outflows within the same exposure classes and, when relevant, risk weights or obligor grades shall also be reported.
SKUPAJ ZNESEK TVEGANJU PRILAGOJENIH IZPOSTAVLJENOSTI:
Articles 222(3) and 235 (1) and (2).
PRED UVEDBO OMEJITVE/PO UVEDBI OMEJITVI
Outflows correspond to the covered part of the “Exposure net of value adjustments and provisions”, that is deducted from the obligor's exposure class and, when relevant, risk weight or obligor grade, and subsequently assigned to the protection provider's exposure class and, when relevant, risk weight or obligor grade.
Skupni znesek tveganju prilagojenih izpostavljenosti, izračunan v skladu z oddelkom 3 poglavja 5 naslova II dela 3 CRR, pred (stolpec 370)/po (stolpec 380) uporabi omejitev iz člena 252 – listinjenje postavk, ki so trenutno neplačane ali povezane s postavkami z zelo visokim tveganjem, ali člena 256(4) – dodatne kapitalske zahteve za listinjenja obnavljajočih se izpostavljenosti z določbami o predčasnem odplačilu iz CRR.
This amount shall be considered as an Inflow into the protection provider's exposure class and, when relevant, risk weights or obligor grades.
ZNESEK TVEGANJU PRILAGOJENIH IZPOSTAVLJENOSTI, KI USTREZA ODLIVOM IZ LISTINJENJA V OKVIRU STANDARDIZIRANEGA PRISTOPA K DRUGIM RAZREDOM IZPOSTAVLJENOSTI
This piece of information is related to column 090 [(-) Total Outflows] of the CR SA Total template.
Znesek tveganju prilagojenih izpostavljenosti, ki izhaja iz izpostavljenosti, prerazvrščenih k ponudniku instrumentov za zmanjševanje tveganja in posledično vštetih v ustrezno predlogo, ki so upoštevane pri izračunu omejitve za pozicije v listinjenju.
TOTAL INFLOWS
Predloga CR SEC SA je razdeljena na tri glavne sklope vrstic, v katerih se zbirajo podatki o prvotnih/sponzoriranih/zadržanih ali kupljenih izpostavljenostih po originatorjih, investitorjih in sponzorjih.
Securitisation positions which are debt securities and are eligible financial collateral according to Article 197(1) of CRR and where the Financial Collateral Simple Method is used, shall be reported as inflows in this column.
Informacije za vsako izpostavljenost so razčlenjene po bilančnih postavkah in zunajbilančnih postavkah in izvedenih finančnih instrumentih ter po listinjenjih in relistinjenjih.
This piece of information is related to column 100 (Total Inflows) of the CR SA Total template.
Skupne izpostavljenosti (na datum poročanja) so razčlenjene tudi glede na stopnje kreditne kakovosti, ki se uporabljajo ob nastanku (zadnji sklop vrstic).
Exposure assigned in the corresponding risk weight and exposure class after taking into account outflows and inflows due to “Credit risk mitigation (CRM) techniques with substitution effects on the exposure”.
Te informacije poročajo tudi originatorji, sponzorji in investitorji.
This piece of information is related to column 110 of the CR SA Total template.
Skupni znesek izpostavljenosti se nanaša na skupni znesek neporavnanih listinjenj.
(-) CREDIT RISK MITIGATION TECHNIQUES AFFECTING THE AMOUNT OF THE EXPOSURE:
V tej vrstici so povzete vse informacije, ki jih poročajo originatorji, sponzorji in investitorji v poznejših vrsticah.
FUNDED CREDIT PROTECTION FINANCIAL COLLATERAL COMPREHENSIVE METHOD ADJUSTED VALUE (CVAM)
RELISTINJENJA
This item also includes credit linked notes (Article 218 of CRR).
Skupni znesek neporavnanih relistinjenj v skladu z opredelitvama iz člena 4(1)(63) in (64) CRR.