natgillin/translations-raw huggingface dataset:
This template requests information on the positions and the corresponding own funds requirements for position risk in equities held in the trading book and treated under the standardised approach.
Člen 364(1)(b)(i) in člen 365(1) CRR.
The template has to be filled out separately for the ‘Total’, plus a static, pre-defined list of following markets: Austria, Belgium, Bulgaria, Cyprus, Czech Republic, Denmark, Estonia, Egypt, Finland, France, Germany, Greece, Hungary, Iceland, Ireland, Italy, Latvia, Lithuania, Liechtenstein, Luxembourg, Malta, Netherlands, Norway, Poland, Portugal, Romania, Slovakia, Slovenia, Spain, Sweden, United Kingdom, Albania, Japan, Former Yugoslav Republic of Macedonia, Russian Federation, Serbia, Switzerland, Turk ey, Ukraine, USA plus one residual template for all other markets.
Pomeni največjo možno izgubo, ki bi izhajala iz spremembe cene, povezane s tveganji neplačila in migracije, izračunanimi v skladu s členom 364(2)(b) v povezavi z oddelkom 4 poglavja 5 naslova IV dela 3 CRR.
For the purpose of this reporting requirement the term ‘market’ shall be read as ‘country’.
Povprečna vrednost 12-ih tednov
Articles 327, 329, 332, 341 and 345 of CRR
Člen 364(2)(b)(ii) v povezavi z oddelkom 4 poglavja 5 naslova IV dela 3 CRR.
The capital charge has to be calculated for each national market separately.
Zadnja vrednost
Own funds requirements for position risk according to Article 92(3) point (b) (i) CRR and Part 3 Title IV Chapter 2 Section 3 of CRR.
Člen 364(2)(b)(i) v povezavi z oddelkom 4 poglavja 5 naslova IV dela 3 CRR.
GENERAL RISK
Člen 364(3)(c) CRR
Positions in equities subject to general risk (Article 343 of CRR) and their correspondent own funds requirement according to Part 3 Title IV Chapter 2 Section 3 of CRR.
= 8 % kapitalske zahteve, ki bi se izračunala v skladu s členom 338(1) CRR za vse pozicije v kapitalski zahtevi „za vsa cenovna tveganja“.
Both breakdowns (021/022 as well as 030/040) are a breakdown related to all positions subject to general risk.
POVPREČNA VREDNOST 12-IH TEDNOV IN ZADNJA VREDNOST
Rows 021 and 022 requests information on the breakdown according to instruments.
Člen 364(3)(b).
Only the breakdown in rows 030 and 040 is used as a basis for the calculation of own funds requirements.
Člen 364(3)(a).
Derivatives included in the calculation of equity risk of trading book positions taking into account Articles 329 and 332, if applicable.
Iz člena 364 CRR o vseh dejavnikih tveganja ob upoštevanju učinka korelacije, če je to ustrezno, s presežnim tveganjem neplačila in migracije ter vsemi cenovnimi tveganji za CTP, vendar brez kapitalskih zahtev listinjenja za listinjenje in kreditni izvedeni finančni instrument na podlagi n-tega neplačila v skladu s členom 364(2) CRR.
Instruments other than derivatives included in the calculation of equity risk of trading book positions.
Število preseganj v zadnjih 250 delovnih dneh
Exchange traded stock-index futures broadly diversified and subject to a particular approach
Člen 366 CRR.
Exchange traded stock-index futures broadly diversified and subject to a particular approach according to Article 344(1) and (4) of CRR.
Multiplikacijski faktor VaR (mc) in multiplikacijski faktor SVaR (ms)
These positions are only subject to general risk and, accordingly, must not be reported in row (050).
Člen 366 CRR.
Other positions in equities subject to specific risk and the correspondent own funds requirements according to Article 343 and 344 (3) of CRR.
PREDVIDENA ZAHTEVA ZA SPODNJI PRAG TRGOVALNEGA POTFELJA S KORELACIJO – TEHTANE NETO DOLGE/KRATKE POZICIJE PO UPORABI OMEJITVE
Positions in equities subject to specific risk and the correspondent own funds requirement according to Articles 342 and 344 (4) CRR.
Pri sporočenih zneskih, ki se uporabljajo kot podlaga za izračun kapitalske zahteve za spodnji prag za vsa cenovna tveganja v skladu s členom 364(3)(c) CRR, se upošteva diskrecijska pravica iz člena 335 CRR, ki določa, da lahko institucija omeji produkt uteži in neto pozicije na raven največje možne izgube, povezane s tveganjem neplačila.
The CRR does not explicitly assign those positions to either the interest rate risk or the equity risk.
Ustreza delu pozicijskega in valutnega tveganja ter tveganja spremembe cen blaga iz člena 363(1) CRR v zvezi s faktorji tveganja iz člena 367(2) CRR.
For reporting purposes, those positions shall be reported in the MKR SA EQU template.
Pri stolpcih 030 do 060 (tvegana vrednost in stresna tvegana vrednost) zneski v vrstici s skupno vrednostjo niso enakovredni razčlenitvi zneskov za tvegano vrednost/stresno tvegano vrednost zadevnih komponent tveganja.
Positions in CIUs if capital requirements are calculated according to Article 348(1) CRR.
Zato so razčlenitve pojasnjevalne postavke.
Applicable when positions in CIUs or the underlying instruments are not treated in accordance with the methods set out in Part 3 Title IV Chapter 5 (reference to the ‘Use of internal models to calculate own funds requirements’) of CRR.
DOLŽNIŠKI INSTRUMENTI, S KATERIMI SE TRGUJE NA BORZI
If the particular approach according to Article 348(1) sentence 1 of CRR is applied, the amount to be reported is 32 % of the net position of the CIU exposure in question.
Ustreza delu pozicijskega tveganja iz člena 363(1) CRR v zvezi s faktorji obrestnega tveganja iz člena 367(2) CRR.
If the specific methods of Article 350 CRR are applicable, the reporting of those positions shall follow the underlying investments.
Splošno tveganje, opredeljeno v členu 362 CRR.
As a consequence, those positions would be reported in the relevant rows of either the MKR SA TDI or the MKR SA EQU template.
TDI – POSEBNO TVEGANJE
Institutions shall report information on the positions in each currency (reporting currency included) and the corresponding own funds requirements for foreign exchange treated under the standardised approach.
Posebno tveganje, opredeljeno v členu 362 CRR.
The position is calculated for each currency (including euro), gold, and positions to CIUs.
LASTNIŠKI FINANČNI INSTRUMENTI
Rows 100 to 470 of this template shall be reported even if institutions are not required to calculate own funds requirements for foreign exchange risk according to Article 351 of CRR.
Ustreza delu pozicijskega tveganja iz člena 363(1) CRR v zvezi s faktorji tveganja v lastniških finančnih instrumentih iz člena 367(2) CRR.
The memorandum items of the template shall be filled out separately for All currencies of the Member States of the European Union and the following currencies: USD, CHF, JPY, RUB, TRY, AUD, CAD, RSD, ALL, UAH, MKD, EGP, ARS, BRL, MXN, HKD, ICK, TWD, NZD, NOK, SGD, KRW, CNY and all other currencies.
LASTNIŠKI FINANČNI INSTRUMENTI – SPLOŠNO TVEGANJE
Gross positions due to assets, amounts to be received and similar items referred to in Article 352(1) of CRR.
LASTNIŠKI FINANČNI INSTRUMENTI – POSEBNO TVEGANJE
According to Article 352(2) and subject to permission from competent authorities, positions taken to hedge against the adverse effect of the exchange rate on their ratios in accordance with Article 92(1) and positions related to items that are already deducted in the calculation of own funds shall not be reported.
VALUTNO TVEGANJE
Articles 352(3) and (4), first and second sentences, and 353 of CRR.
Člena 363(1) in 367(2) CRR
The net positions are calculated by each currency, accordingly there may be simultaneous long and short positions.
TVEGANJE SPREMEMBE CEN BLAGA
Articles 352(4), third sentence, 353 and 354 of CRR.
SKUPNA VREDNOST SPLOŠNEGA TVEGANJA
POSITIONS SUBJECT TO CAPITAL CHARGE (LONG AND SHORT)
Tržno tveganje, ki ga povzročajo splošna tržna gibanja dolžniških instrumentov, s katerimi se trguje na borzi, lastniških finančnih instrumentov, valut in blaga.
The long and short net positions for each currency are calculated by deducting the total of short positions from the total of long positions.
Tvegana vrednost za splošno tveganje vseh faktorjev tveganja (po potrebi ob upoštevanju učinkov korelacije).
Long net positions for each operation in a currency are added to obtain the long net position in that currency.
SKUPNA VREDNOST POSEBNEGA TVEGANJA
Short net positions for each operation in a currency are added to obtain the short net position in that currency.
Posebno tveganje dolžniških instrumentov, s katerimi se trguje na borzi, in lastniških finančnih instrumentov.
Unmatched positions are added to positions subject to capital charges for other currencies (row 030) in column (060) or (070) depending on their short or long arrangement.
Tvegana vrednost za posebno tveganje lastniških finančnih instrumentov in dolžniških instrumentov, s katerimi se trguje na borzi, v trgovalni knjigi (po potrebi ob upoštevanju učinkov korelacije).
POSITIONS SUBJECT TO CAPITAL CHARGE (MATCHED)
Člen 271 CRR v skladu s členom 382 CRR.
RISK CAPITAL CHARGE (%)
Od tega: izvedeni finančni instrumenti OTC
As defined in Articles 351 and 354, the risk capital charges in percentage.
Člen 271 CRR v skladu s členom 382(1) CRR.
The capital charge for any relevant position according to Part 3 Title IV Chapter 3 of CRR.
Del skupne izpostavljenosti kreditnemu tveganju nasprotne stranke samo zaradi izvedenih finančnih instrumentov OTC.
TOTAL POSITIONS IN NON REPORTING CURRENCIES
Podatki se ne zahtevajo od institucij IMM, ki imajo izvedene finančne instrumente OTC in posle financiranja z vrednostnimi papirji v istem nizu pobotov.
Positions in non-reporting currencies and their correspondent own funds requirements according to Article 92(3) point (c) (i) and Article 352(2) and (4) of CRR (for conversion into the reporting currency).
Od tega: POSEL FINANCIRANJA Z VREDNOSTNIMI PAPIRJI
CURRENCIES CLOSELY CORRELATED
Člen 271 CRR v skladu s členom 382(2) CRR.
Positions and their correspondent own funds requirements for currencies referred to in Article 354 of CRR.
Del skupne izpostavljenosti kreditnemu tveganju nasprotne stranke samo zaradi izvedenih finančnih instrumentov SFT (poslov financiranja z vrednostnimi papirji).
ALL OTHER CURRENCIES (including CIU’s treated as different currencies)
Člen 383 CRR v skladu s členom 363(1)(d) CRR.
Positions and their correspondent own funds requirements for currencies subject to the general procedure referred to in Articles 351 and 352 (2) and (4) of CRR.
Izračun tvegane vrednosti na podlagi notranjih modelov za tržno tveganje.
Reporting of CIU’s treated as separate currencies according to Article 353 CRR:
Glej navodila za stolpec 040.
There a re two different treatments of CIU’s treated as separate currencies for calculating the capital requirements:
Člen 92(3)(d) CRR.
The modified gold method, if the direction of the CIU’s investment is not available (those CIU’s shall be added to an institution’s overall net foreign-exchange position)
Kapitalske zahteve za tveganje CVA, izračunano z izbrano metodo.
If the direction of the CIU’s investment is available, those CIU’s shall be added to the total open foreign exchange position (long or short, depending on the direction of the CIU)
Člen 92(4)(b) CRR.
The reporting of those CIU’s follows the calculation of the capital requirements accordingly.
Kapitalske zahteve, pomnožene z 12,5.
GOLD
Člen 382 CRR.
Article 352(5) and (6) of CRR.
Število nasprotnih strank, vključenih v izračun kapitala za tveganje CVA.
Breakdown of total positions (reporting currency included) by exposure types
Nasprotne stranke so podskupina dolžnikov.
Total positions shall be broken down according to derivatives, other assets and liabilities and off-balance sheet items.
Obstajajo le v primeru poslov z izvedenimi finančnimi instrumenti ali poslov financiranja z vrednostnimi papirji, pri čemer so preprosto druga pogodbenica.
Positions not included in row 110 or 120 shall be included here.
Od tega: za določitev kreditnega razmika je bil uporabljen približek
Items included in Annex I of CRR except those included as Securities Financing Transactions & Long Settlement Transactions or from Contractual Cross Product Netting.
Število nasprotnih strank, pri čemer je bil kreditni razmik določen z uporabo približka namesto neposredno opaženih tržnih podatkov.
Positions valued according to Articles 352 CRR.
Računovodske rezervacije zaradi manjše kreditne sposobnosti nasprotnih strank pri izvedenih finančnih instrumentih.
MEMORANDUM ITEMS: CURRENCY POSITIONS
Člen 386(1)(a) CRR.
This template request information on the positions in commodities and the corresponding own funds requirements treated under the standardised approach.
Skupni hipotetični zneski poslov kreditne zamenjave z eno samo izpostavljenostjo, ki se uporabljajo kot varovanje za tveganje CVA.
All POSITIONS (LONG AND SHORT)
Člen 386(1)(b) CRR.
Gross long/short positions considered positions in the same commodity according to Article 357(1) and (4) of CRR (see also Article 359(1) of CRR).
Skupni hipotetični zneski indeksov kreditnih zamenjav, ki se uporabljajo kot varovanje za tveganje CVA.
As defined in Article 357(3) of CRR
Vsota vrstic 020–040, kot je ustrezno.
Those net positions that, according to the different approaches considered in Part 3 Title IV Chapter 4 of CRR, receive a capital charge.
Napredna metoda za tveganje CVA, kot je določena v členu 383 CRR.
The capital charge for any relevant position according to Part 3 Title IV Chapter 4 of CRR.
Standardizirana metoda za tveganje CVA, kot je določena v členu 384 CRR.
Article 92(4) lit. b of CRR.
Zneski so predmet uporabe člena 385 CRR.
Result of the multiplication of the own funds requirements * 12.5.
Podatki, zahtevani za institucije v tej predlogi, se sporočijo na akumulirani podlagi za naravno leto ali poročilo (tj. od 1. januarja tekočega leta).
Positions in commodities and their correspondent own funds requirements for market risk according to Article 92(3) point (c) (iii) CRR and Part 3 Title IV Chapter 4 of CRR.
„Samostojne institucije“ niso del skupine in niso konsolidirane v državi, v kateri so predmet kapitalskih zahtev.
POSITIONS BY CATEGORY OF COMMODITY
PRILOGA III
For reporting purposes commodities are grouped in the four main groups of commodities referred to in Table 2 of Article 361 CRR.
POROČANJE O FINANČNIH INFORMACIJAH V SKLADU Z MSRP
MATURITY LADDER APPROACH
PREDLOGE FINREP ZA MSRP
Positions in commodities subject to the Maturity Ladder approach as referred to in Article 359 of CRR.
ŠTEVILKA PREDLOGE
EXTENDED MATURITY LADDER APPROACH
KODA PREDLOGE
Positions in commodities subject to the Extended Maturity Ladder approach as referred to in Article 361 of CRR
IME PREDLOGE ALI SKUPINE PREDLOG
SIMPLIFIED APPROACH
DEL 1 [ČETRTLETNA FREKVENCA]
Positions in commodities subject to the Simplified approach as referred to in Article 360 of CRR.
Bilanca stanja [izkaz finančnega položaja]
Article 358(4) of CRR.
Bilanca stanja: sredstva
The additional requirements for options related to non-delta risks shall be reported in the method used for its calculation
Bilanca stanja: obveznosti
This template provides a breakdown of VaR and stressed VaR (sVaR) figures according to the different market risks (debt, equity, FX, commodities) and other information relevant for the calculation of the own funds requirements.
Bilanca stanja: lastniški kapital
Generally the reporting depends on the structure of the model of the institutions whether they report the figures for general and specific risk separately or together.
Izkaz poslovnega izida
The same holds true for the decomposition of the VAR/Stress-Var into the risk categories (interest rate risk, equity risk, commodities risk and foreign exchange risk).
Izkaz vseobsegajočega donosa
An institution can resign to report the decompositions mentioned above if it proves that a reporting of these figures would be unduly burdensome.
Razčlenitev finančnih sredstev po instrumentih in po sektorju nasprotne stranke
It means the maximum potential loss that would result from a price change with a given probability over a specified time horizon.
Razčlenitev finančnih sredstev po instrumentih in po sektorju nasprotne stranke: finančna sredstva v posesti za trgovanje
Multiplication factor (mc) x Average of previous 60 working days VaR (VaRavg)
Razčlenitev finančnih sredstev po instrumentih in po sektorju nasprotne stranke: finančna sredstva, označena po pošteni vrednosti prek poslovnega izida
Articles 364(1) point (a) (ii) and 365 (1) of CRR.
Razčlenitev finančnih sredstev po instrumentih in po sektorju nasprotne stranke: za prodajo razpoložljiva finančna sredstva
Previous day VaR (VaRt-1)
Razčlenitev finančnih sredstev po instrumentih in po sektorju nasprotne stranke: krediti in terjatve ter finančne naložbe v posesti do zapadlosti v plačilo
Articles 364(1) point (a) (i) and 365 (1) of CRR.
Podrejena finančna sredstva
Stressed VaR
Razčlenitev kreditov in drugih finančnih sredstev po produktih
It means the maximum potential loss that would result from a price change with a given probability over a specified time horizon obtained by using input calibrated to historical data from a continuous 12-months period of financial stress relevant to the institution’s portfolio.
Razčlenitev kreditov in drugih finančnih sredstev za nefinančne družbe po oznakah NACE
Multiplication factor (ms) x Average of previous 60 working days (SVaRavg)
Finančna sredstva, ki so predmet oslabitve in so zapadla ali oslabljena
Articles 364(1) point (b) (ii) and 365 (1) of CRR.
Razčlenitev finančnih obveznosti
Latest available (SVaRt-1)
Razčlenitev finančnih obveznosti po produktih in po sektorju nasprotne stranke
Articles 364(1) point (b) (i) and 365 (1) of CRR.
Podrejene finančne obveznosti
It means the maximum potential loss that would result from a price change linked to default and migration risks calculated accordingly to Article 364(2) point (b) in connection with Part Three Title IV Chapter 5 Section 4 of CRR.
Zaveze iz kreditov, finančna poroštva in druge zaveze
12 weeks average measure
Zunajbilančne izpostavljenosti: prevzete obveznosti iz kreditov, dana finančna poroštva in druge prevzete obveznosti
Article 364(2) point (b) (ii) in connection with Part Three Title IV Chapter 5 Section 4 of CRR.
Prejete obveze iz kreditov, prejeta finančna poroštva in druge prejete obveze
Last Measure
Izvedeni finančni instrumenti – trgovanje
Article 364(2) point (b) (i) in connection with Part Three Title IV Chapter 5 Section 4 of CRR.
Izvedeni finančni instrumenti – obračunavanje varovanja pred tveganjem
Article 364(3) point (c) of CRR.
Izvedeni finančni instrumenti – obračunavanje varovanja pred tveganjem: razčlenitev po vrsti tveganja in vrsti varovanja
= 8 % of the capital charge that would be calculated in accordance with Article 338(1) of CRR for all positions in the ‘all price risks’ capital charge.
Gibanja popravkov vrednosti za kreditne izgube in oslabitve lastniških instrumentov
12 WEEKS AVERAGE MEASURE AND LAST MEASURE
Prejeta zavarovanja in poroštva
Article 364(3) point (b).
Razčlenitev kreditov in drugih finančnih sredstev po zavarovanjih in poroštvih
Article 364(3) point (a)
Zavarovanje, pridobljeno s priposestvovanjem v obdobju [v posesti na datum poročanja]
Referred to in Article 364 of CRR of all risk factors taking into account correlation effects, if applicable, plus incremental default and migration risk and all price of risks for CTP but excluding the Securitization capital charges for Securitization and nth-to-default credit derivative according Article 364(2) of CRR.
Zavarovanje, pridobljeno s priposestvovanjem [opredmetena osnovna sredstva], akumulirano
Number of overshootings (during previous 250 working days)
Hierarhija poštene vrednosti: finančni instrumenti po pošteni vrednosti
Referred to in Article 366 of CRR.
Odprava pripoznanja in finančne obveznosti, povezane s prenesenimi finančnimi sredstvi
VaR Multiplication Factor (mc) and SVaR Multiplication Factor (ms)
Razčlenitev izbranih postavk izkaza poslovnega izida
As referred to in Article 366 of CRR.
Prihodki in odhodki iz naslova obresti po instrumentih in sektorju nasprotne stranke
ASSUMED CHARGE FOR CTP FLOOR — WEIGHTED NET LONG/SHORT POSITIONS AFTER CAP
Dobički ali izgube iz odprave pripoznanja finančnih sredstev in obveznosti, ki niso merjeni po pošteni vrednosti prek poslovnega izida, po instrumentih
The amounts reported and serving as the basis to calculate the floor capital charge for all price risks according to Article 364(3) point (c) of CRR take into account the discretion of Article 335 of CRR which says that the institution may cap the product of the weight and the net position at the maximum possible default-risk related loss.
Dobički ali izgube iz finančnih sredstev in obveznosti v posesti za trgovanje po instrumentih
Corresponds to the part of position, foreign exchange and commodities risk referred to in Article 363(1) of CRR linked to the risk factors specified in Article 367(2) of CRR.
Dobički ali izgube iz finančnih sredstev in obveznosti v posesti za trgovanje po tveganju
Concerning the columns 030 to 060 (VAR and Stress-VAR) the figures in the total row is not equal to the decomposition of the figures for the VAR/Stress-VAR of the relevant risk components.
Dobički ali izgube iz finančnih sredstev in obveznosti, označenih po pošteni vrednosti prek poslovnega izida, po instrumentih
Hence the decomposition are memorandum items.
Dobički ali izgube iz obračunavanja varovanja pred tveganjem
TRADED DEBT INSTRUMENTS
Oslabitev finančnih in nefinančnih sredstev
Corresponds to the part of position risk referred to in 363 (1) of CRR linked to the interest rates risk factors as specified in Article 367(2) of CRR.
Uskladitev med računovodskim obsegom konsolidacije in obsegom konsolidacije v skladu s CRR: bilanca stanja
TDI – GENERAL RISK
Uskladitev med računovodskim obsegom konsolidacije in obsegom konsolidacije v skladu s CRR: sredstva
General risk defined in Article 362 of CRR.
Uskladitev med računovodskim obsegom konsolidacije in obsegom konsolidacije v skladu s CRR: zunajbilančne izpostavljenosti – prevzete obveznosti iz kreditov, dana finančna poroštva in druge prevzete obveznosti
TDI – SPECIFIC RISK
Uskladitev med računovodskim obsegom konsolidacije in obsegom konsolidacije v skladu s CRR: obveznosti
Specific risk defined in Article 362 of CRR.
Donosne in nedonosne izpostavljenosti
EQUITIES
Restrukturirane izpostavljenosti
Corresponds to the part of position risk referred to in 363 (1) of CRR linked to the equity risk factors as specified in Article 367(2) of CRR.
DEL 2 [ČETRTLETNO S PRAGOM: ČETRTLETNA FREKVENCA ALI BREZ POROČANJA]
EQUITIES – GENERAL RISK
Geografska razčlenitev
EQUITIES – SPECIFIC RISK
Geografska razčlenitev sredstev po lokaciji dejavnosti
FOREIGN EXCHANGE RISK
Geografska razčlenitev obveznosti po lokaciji dejavnosti
Articles 363(1) and 367 (2) of CRR.
Geografska razčlenitev glavnih postavk izkaza poslovnega izida po lokaciji dejavnosti
COMMODITY RISK
Geografska razčlenitev sredstev po sedežu nasprotne stranke
TOTAL AMOUNT FOR GENERAL RISK
Geografska razčlenitev zunajbilančnih izpostavljenosti po sedežu nasprotne stranke
Market risk caused by general market movements of traded debt instruments, equities, foreign exchange and commodities.
Geografska razčlenitev obveznosti po sedežu nasprotne stranke
VAR for general risk of all risk factors (taking into account correlation effects if applicable).
Razčlenitev kreditov in drugih finančnih sredstev za nefinančne družbe po oznakah NACE in po sedežu nasprotne stranke
TOTAL AMOUNT FOR SPECIFIC RISK
Opredmetena in neopredmetena sredstva: sredstva, ki so predmet poslovnega najema
Specific risk component of traded debt instruments and equities.
Upravljanje premoženja, skrbništvo in druge storitve
VAR for specific risk of equities and traded debt instruments of trading book (taking into account correlation effects if applicable).
Prihodki in odhodki iz naslova provizij in opravnin po dejavnosti
Article 271 of CRR in accordance with article 382 of CRR
Sredstva, vključena v opravljene storitve
Total EAD from all transactions subject to CVA charge
DEL 3 [DVAKRAT LETNO]
Of which: OTC derivatives
Zunajbilančne dejavnosti: deleži v nekonsolidiranih strukturiranih subjektih
Article 271 of CRR in accordance with Article 382(1) of CRR
Deleži v nekonsolidiranih strukturiranih subjektih
The part of the total counterparty credit risk exposure solely due to OTC derivatives.
Razčlenitev deležev v nekonsolidiranih strukturiranih subjektih po vrsti dejavnosti Po vrsti dejavnosti