natgillin/translations-raw huggingface dataset:
Equity exposures to entities whose credit obligations are assigned a 0 % risk weight under the Standardised Approach, including those publicly sponsored entities where a 0 % risk weight can be applied (Article 150(1) point (g) of CRR),
Institucije v vrstici 070/020 poročajo združene informacije za izpostavljenost razliki v ceni zaradi neporavnanih poslov z izgubo.
Equity exposures incurred under legislated programmes to promote specified sectors of the economy that provide significant subsidies for the investment to the institution and involve some form of government oversight and restrictions on the equity investments (Article 150(1) point (h) of CRR).
Institucije poročajo informacije v zvezi s tveganjem poravnave/izročitve za pozicije iz trgovalne knjige v skladu s kategorijami iz razpredelnice 1 člena 378 CRR v vrsticah 080 do 120.
Equity exposures to ancillary services undertakings whose risk weighted exposure amounts may be calculated according to the treatment of ‘other non credit-obligation assets’ (in accordance with Article 155(1) of CRR).
V tej predlogi je treba sporočiti informacije za vsa listinjenja, za katera se pripozna prenos pomembnih tveganj in v katerih je institucija poročevalka vključena v listinjenje, obravnavano po standardiziranem pristopu.
Equity claims deducted from own funds in accordance with Articles 46 and 48 of the CRR.
Informacije, ki jih je treba sporočiti, so odvisne od vloge institucije pri listinjenju.
Instructions concerning specific positions (applicable to both CR EQU IRB 1 and CR EQU IRB 2)
Posebne poročevalske postavke se kot tak e uporabljajo za originatorje, sponzorje in investitorje.
The obligor grade is a row identifier and shall be unique for each row in the table.
V predlogi CR SEC SA se zberejo skupne informacije o tradicionalnih in sintetičnih listinjenjih v netrgovalni knjigi, kot je opredeljeno v členu 242(10) in (11) CRR.
Institutions applying the PD/LGD approach report in column 010 the probability of default (PD) calculated in accordance with the provisions referred to in Article 165(1) of CRR.
SKUPAJ ZNESEK PRVOTNIH IZPOSTAVLJENOSTI V LISTINJENJU
The PD assigned to the obligor grade or pool to be reported shall be in line with the minimum requirements as laid down in Part Three, Title II, Chapter 3, Section 6 of CRR.
Institucije v vlogi originatorja morajo sporočiti neporavnani znesek na datum poročanja vseh trenutnih izpostavljenosti v listinjenju, ki izvirajo iz posla listinjenja, ne glede na to, kdo je imetnik pozicij.
For each individual grade or pool, the PD assigned to that specific obligor grade or pool shall be reported.
Poročajo se bilančne izpostavljenosti v listinjenju (npr. obveznice, podrejeni dolgovi) ter zunajbilančne izpostavljenosti in izvedeni finančni instrumenti (npr. podrejene kreditne linije, okvirni likvidnostni krediti, zamenjave obrestnih mer, kreditne zamenjave itd.), ki izvirajo iz listinjenja.
For figures corresponding to an aggregation of obligor grades or pools (e.g. ‘total exposures’) the exposure weighted average of the PDs assigned to the obligor grades or pools included in the aggregation shall be provided.
V primeru tradicionalnih listinjen j, pri katerih originator nima v lasti nobene pozicije, originator tega listinjenja ne upošteva v poročanju v predlogah CR SEC SA ali CR SEC IRB.
All exposures, including defaulted exposures are to be considered for the purpose of the calculation of the exposure weighted average PD.
Za ta namen pozicije v listinjenju, ki jih ima v lasti originator, vsebujejo določbe o predčasnem odplačilu v listinjenju obnavljajočih se izpostavljenosti, kot je opredeljeno v členu 242(12) CRR.
For the calculation of the exposure-weighted average PD, the exposure value taking into account unfunded credit protection (column 060) shall be used for weighting purposes.
V skladu z določbami členov 249 in 250 CRR je kreditno zavarovanje za listinjene izpostavljenosti tako, kot da neusklajenosti zapadlosti ne bi bilo.
Institutions report in column 020 the original exposure value (pre conversion factors).
(–) STVARNO KREDITNO ZAVAROVANJE (CVA)
According to the provisions laid down in Article 167 of CRR, the exposure value for equity exposures shall be the accounting value remaining after specific credit risk adjustments.
Podroben postopek za izračun nestanovitnosti prilagojene vrednosti zavarovanja s premoženjem (CVA), ki naj bi se sporočila v tem stolpcu, je opisan v členu 223(2) CRR.
The exposure value of off-balance sheet equity exposures shall be its nominal value after specific credit risk adjustments.
(–) SKUPAJ ODLIVI: PRILAGOJENE VREDNOSTI OSEBNEGA KREDITNEGA ZAVAROVANJA (G*)
Institutions also include in column 020 off balance sheet items referred to in Annex I of CRR assigned to the equity exposure class (e.g. ‘the unpaid portion of partly-paid shares’).
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 applying the Simple Risk Weight approach or the PD/LGD approach (as referred to in Article 165(1) also consider the offsetting provisions referred to in Article 155(2) of CRR.
Postopek za izračun „valutnega tveganja“ – prilagojenega nominalnega zneska kreditnega zavarovanja (G*) je opisan v členu 233(3) uredbe o kreditnih zahtevah.
Irrespective of the approach adopted for the calculation of risk weighted exposure amounts for equity exposures, institutions may recognize unfunded credit protection obtained on equity exposures (Article 155(2),(3) and (4) of CRR).
Vse tranše, ki so bile zadržane ali odkupljene, npr. zadržane pozicije prve izgube, se poročajo v nominalnem znesku.
Institutions applying the Simple Risk Weight approach or the PD/LGD approach report in columns 030 and 040 the amount of unfunded credit protection under the form of guarantees (column 030) or credit derivatives (column 040) recognised in accordance with the methods set out in Part Three, Title II, Chapter 4 of CRR.
Učinek nadzorniških odbitkov v kreditnem zavarovanju se ne upošteva pri izračunu zadržanega ali začasno prodanega zneska kreditnega zavarovanja.
Institutions report in column 050 the part of the original exposure pre conversion factors covered by unfunded credit protection recognised in accordance with the methods set out in Part Three, Title II, Chapter 4 of CRR.
POZICIJE V LISTINJENJU: ORIGINALNA IZPOSTAVLJENOST PRED UPORABO KONVERZIJSKIH FAKTORJEV
Institutions applying the Simple Risk Weight approach or the PD/LGD approach report in column 060 the exposure value taking into account substitution effects stemming from unfunded credit protection (Article 155(2) and (3), Article 167 of CRR).
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.
As a reminder, in the case of equity off-balance sheet exposures, the exposure value shall be the nominal value after specific credit risk adjustments (Article 167 of CRR).
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.
Institutions applying the PD/LGD approach report in column 070 of the CR EQU IRB 2 template the exposure weighted average of the LGDs assigned to the obligor grades or pools included in the aggregation; the same applies for row 020 of the CR EQU IRB template.
Prilagoditve vrednosti in rezervacije, ki se poročajo v tem stolpcu, se nanašajo le na pozicije v listinjenju.
The exposure value taking into account unfunded credit protection (column 060) shall be used for the calculation of the exposure-weighted average LGD.
Prilagoditve vrednosti listinjenih pozicij niso upoštevane.
Institutions shall take into accounts the provisions laid down in Article 165(2) of CRR.
V primeru klavzul o predčasnem odplačilu morajo institucije opredeliti znesek „udeležbe originatorja“, kot je opredeljeno v členu 256(2) CRR.
Institutions report risk-weighted exposure amounts for equity exposures in column 080, calculated in accordance with the provisions laid down in Article 155 of CRR.
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.
In case where institutions applying the PD/LGD approach do not have sufficient information to use the definition of default set out in Article 178 of CRR, a scaling factor of 1.5 shall be assigned to the risk weights when calculating risk weighted exposure amounts (Article 155(3) of CRR).
Prilagoditve vrednosti in rezervacije (člen 159 CRR) za kreditne izgube, nastale v skladu z računovodskim okvirom, katerega predmet je subjekt, ki poroča.
With regard to the input parameter M (Maturity) to the risk-weight function, the maturity assigned to equity exposures equals 5 years (Article 165(3) of CRR).
Prilagoditve vrednosti zajemajo vse zneske, pripoznane v dobičku ali izgubi 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), z diskonti za izpostavljenosti, ki so bile v skladu s členom 166(1) CRR odkupljene v stanju neplačila.
MEMORANDUM ITEM: EXPECTED LOSS AMOUNT
Rezervacije vključujejo nabrane zneske kreditnih izgub v zunajbilančnih postavkah.
In accordance with Article 155 of CRR, institutions may employ different approaches (Simple Risk Weight approach, PD/LGD approach or Internal Models approach) to different portfolios when they use these different approaches internally.
Ta informacija se nanaša na stolpec 040 predloge CR SA Total.
Institutions shall also report in the CR EQU IRB 1 template riskweighted exposure amounts for those equity exposures which attract a fixed riskweight treatment (without however being explicitly treated according to the Simple Risk Weight approach or the (temporary or permanent) partial use of the credit risk Standardised approach).
Člen 4(57) in poglavje 4 naslova II dela 3 CRR.
CR EQU IRB 1 — row 020,
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).
Institutions applying the PD/LGD approach (Article 155(3) of CRR) report the requested information in row 020 of the CR EQU IRB 1 template.
Glej navodila za predlogo CR SA (Sporočanje tehnik za zmanjševanje kreditnega tveganja z učink om zamenjave).
CR EQU IRB 1 — rows 050-090
(–) OSEBNO KREDITNO ZAVAROVANJE: PRILAGOJENE VREDNOSTI (GA)
Institutions applying the Simple Risk Weight approach (Article 155(2) of CRR) report the requested information according to the characteristics of the underlying exposures in rows 050 to 090.
Osebno kreditno zavarovanje je opredeljeno v členu 4(59) in regulirano v členu 235 CRR.
CR EQU IRB 1 — row 100
Stvarno kreditno zavarovanje je opredeljeno v členu 4(58) ter regulirano v členih 195, 197 in 200 CRR.
Institutions applying the Internal Models approach (Article 155(4) of CRR) report the requested information in row 100.
Kreditni zapisi in bilančni pobot v skladu s členi 218 do 236 CRR se obravnavajo kot zavarovanje z denarnimi sredstvi.
CR EQU IRB 1 — row 110
ZAMENJAVA IZPOSTAVLJENOSTI ZARADI ZMANJŠEVANJA KREDITNEGA TVEGANJA
Institutions applying the IRB approach shall report risk weighted exposure amounts for those equity exposures which attract a fixed risk weight treatment (without however being explicitly treated according to the Simple Risk Weight approach or the (temporary or permanent) partial use of the credit risk standardised approach).
Poročajo se tudi prilivi in odlivi v okviru iste kategorije izpostavljenosti, po potrebi pa tudi v okviru uteži tveganja ali bonitetnih razredov dolžnika.
As an example,
Člena 222(3) ter 235(1) in (2).
the risk weighted exposure amount of equity positions in financial sector entities treated in accordance with Article 48(4) of the CRR, as well as
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.
equity positions risk-weighted with 370 % in accordance with Article 471(2) CRR shall be reported in row 110.
Ta znesek se obravnava kot priliv v kategorijo izpostavljenosti dajalca zavarovanja, po potrebi pa tudi v uteži tveganja ali bonitetne razrede dolžnika.
Institutions applying the PD/LGD approach (Article 155(3) of CRR) report the requested information in the CR EQU IRB 2 template.
Ta informacija se nanaša na stolpec 090 [(–) Skupaj odlivi] predloge CR SA Total.
In case where institutions using the PD/LGD approach apply a unique rating system or are able to report according to an internal master scale, they report in CR EQU IRB 2 the rating grades or pools associated to this unique rating system/masterscale.
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.
In any other case, the different rating systems shall be merged and ordered according to the following criteria: Obligor grades or pools of the different rating systems shall be pooled together and ordered from the lower PD assigned to each obligor grade or pool to the higher.
Ta informacija se nanaša na stolpec 100 [Skupaj prilivi] predloge CR SA Total.
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.
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 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.
Ta informacija se nanaša na stolpec 110 predloge CR SA Total.
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.
(–) TEHNIKE ZA ZMANJŠEVANJE KREDITNEGA TVEGANJA, KI VPLIVAJO NA ZNESEK IZPOSTAVLJENOSTI: PRILAGOJENA VREDNOST METODE ZA IZRAČUN UČINKOV ZAVAROVANJA S FINANČNIM PREMOŽENJEM PRI STVARNEM KREDITNEM ZAVAROVANJU (CVAM)
Note however that, derivatives and long settlement transactions unsettled after their due delivery dates are nevertheless subject to own funds requirements for se ttlement/delivery risk as determined in Article 378 of CRR.
Ta postavka zajema tudi kreditne zapise (člen 218 CRR).
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 v skladu s členom 246 CRR, pri katerih se torej ne uporabljajo konverzijske vrednosti iz člena 246(1)(c) CRR.
Institutions multiply this difference by the appropriate factor of Table 1 of Article 378 of CRR to determine the corresponding own funds requirements.
Člen 246(1)(c) CRR določa, da je vrednost izpostavljenosti zunajbilančne pozicije v listinjenju enaka njeni nominalni vrednosti, pomnoženi s konverzijskim faktorjem.
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.
Konverzijska vrednost znaša 100 %, če v CRR ni določeno drugače.
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; the latter shall be reported in the credit risk templates (CR SA, CR IRB).
Glej stolpce 160 do 190 predloge CR SA Total.
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.
Za namene poročanja se polno prilagojene vrednosti izpostavljenosti (E*) poročajo v skladu z naslednjimi štirimi medsebojno izključujočimi se intervali konverzijskih faktorjev: 0 %, [0 %, 20 %], [20 %, 50 %] in [50 %, 100 %].
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.
Pozicije v listinjenju v skladu s členom 246 CRR.
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.
Ta informacija se nanaša na stolpec 200 predloge CR SA Total.
Only unsettled transactions at a loss after the due settlement date shall be reported in column 020
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.
Institutions report in column 030 the own funds requirements calculated in accordance with Article 378 of CRR.
VREDNOST IZPOSTAVLJENOSTI, ZA KATERO SE UPORABI UTEŽ TVEGANJA
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.
Vrednost izpostavljenosti, od katere se odšteje vrednost izpostavljenosti, odbita od kapitala.
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).
RAZČLENITEV VREDNOSTI IZPOSTAVLJENOSTI, ZA KATERO SE UPORABI UTEŽ TVEGANJA
Institutions report in 010/010 the aggregated sum of unsettled transactions after their due delivery dates at the respective agreed settlement prices.
V členu 242(8) CRR so opredeljene ocenjene pozicije.
Institutions report in 010/020 the aggregated information for price difference exposure due to unsettled transactions at a loss.
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.
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).
1250 % (NEOCENJENE)
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.
V členu 242(7) CRR so opredeljene neocenjene pozicije.
No own funds requirements for settlement/delivery risk are required for transactions unsettled less than 5 working days after the due settlement date.
Člena 253 in 254 ter člen 256(5) CRR.
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).
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).
Institutions report in 070/010 the aggregated sum of unsettled transactions after their due delivery dates at the respective agreed settlement prices.
VPOGLED – OD TEGA: DRUGA IZGUBA V PROGRAMU ABCP
Institutions report in 070/020 the aggregated information for price difference exposure due to unsettled transactions at a loss.
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.
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 Arti cle 378 of CRR).
V členu 242(9) CRR je opredeljen program komercialnih zapisov s premoženjskim kritjem (ABCP).
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.
VPOGLED – OD TEGA: POVPREČNA UTEŽ TVEGANJA (%)
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.
Predloži se z vrednostjo izpostavljenosti tehtano povprečje uteži tveganja.
The information to be reported is contingent on the role of the institution as for the securitisation.
PRISTOP NOTRANJEGA OCENJEVANJA (IAA)
As such, specific reporting items are applicable for originators, sponsors and investors.
PRISTOP NOTRANJEGA OCENJEVANJA: POVPREČNA UTEŽ TVEGANJA (%)
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.
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.
TOTAL AMOUNT OF SECURITISATION EXPOSURES ORIGINATED
Pri sintetičnih listinjenjih se pri znesku, ki se sporoči v tem stolpcu, ne upošteva morebitna neusklajenost zapadlosti.
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.
Člena 14(2) in 406(2) ter člen 407 CRR določajo, 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.
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.
Takšna dodatna utež se lahko odredi za institucije investitorke, pa tudi za originatorje, sponzorje in prvotne kreditodajalce.