natgillin/translations-raw huggingface dataset:
The MKR SA CTP template determines the own funds requirement only for the specific risk of positions assigned to the Correlation Trading Portfolio according to Articles 335 in connection with 338 (2) and (3) of CRR.
V skladu s členom 352(2) in ob dovoljenju pristojnih organov se pozicije, prevzete za varovanje pred negativnim učinkom deviznega tečaja na njihove količnike v skladu s členom 92(1), in pozicije, povezane s postavkami, ki so pri izračunu kapitala že odbite, ne poročajo.
If CTP- positions of the trading book are hedged by credit derivatives, Articles 346 and 347 CRR apply.
Člen 352(3) in (4), prvi in drugi stavek, ter člen 353 CRR.
There is only one template for all CTP-positions of the trading book, irrespective of the fact whether the institution uses the Standardised Approach or the Internal Ratings Based Approach to determine the risk weight for each of the positions according to Part Three Title II Chapter 5 of CRR.
Neto pozicije se izračunajo za vsako valuto, zato lahko hkrati obstajajo dolge in kratke pozicije.
This structure of the template separates securitisation positions, n-th to default credit derivatives and other CTP-positions.
Člen 352(4), tretji stavek, ter člena 353 in 354 CRR.
As a result, securitisation positions shall always be reported in rows 030, 060 or 090 (depending on the role of the institution in the securitisation).
POZICIJE, KI SO PREDMET KAPITALSKE ZAHTEVE (DOLGE IN KRATKE)
N-th to default credit derivatives shall always be reported in line 110.
Dolge in kratke neto pozicije za vsako valuto se izračunajo z odštetjem vsote kratkih pozicij od vsote dolgih pozicij.
The “other CTP-positions” are neither securitisation positions nor n-th to default credit derivatives (see definition in Article 338(3) CRR), but they are explicitly “linked” (because of the hedging intent) to one of these two positions.
Prištejejo se dolge neto pozicije za vsako dejavnost v valuti, da se dobi dolga neto pozicija v tej valuti.
That is why they are assigned either under the sub-heading “securitisation” or “n-th to default credit derivative”.
Prištejejo se kratke neto pozicije za vsako dejavnost v valuti, da se dobi kratka neto pozicija v tej valuti.
Articles 102 and 105 (1) of CRR in connection with positions assigned to the Correlation Trading Portfolio according to Article 338(2) and (3) of CRR.
Neizravnane pozicije se prištejejo pozicijam, ki so predmet kapitalskih zahtev za druge valute (vrstica 030) v stolpcu (060) ali (070), odvisno od njihove kratke ali dolge ureditve.
070-400
POZICIJE, KI SO PREDMET KAPITALSKE ZAHTEVE (IZRAVNANE)
BREAKDOWN OF THE NET POSITIONS ACCORDING TO RISK WEIGHTS (SA AND IRB)
Izravnane pozicije za tesno korelirane valute.
160 and 330
KAPITALSKA ZAHTEVA ZA TVEGANJE (%)
OTHER
Kot je opredeljeno v členih 351 in 354, kapitalske zahteve za tveganje v odstotku.
Other risk weights not explicitly mentioned in the previous columns.
Kapitalska zahteva za katero koli zadevno pozicijo v skladu s poglavjem 3 naslova IV dela 3 CRR.
For n-th-to-default credit derivatives only those which are not externally rated.
SKUPAJ POZICIJE V VALUTAH, O KATERIH SE NE POROČA
Externally rated n-th to default credit derivatives are either to be reported in the MKR SA TDI template (row 321) or — if they are incorporated into the CTP — shall be assigned to the column of the respective risk weight.
Pozicije v valutah, o katerih se ne poroča, in njihove ustrezne kapitalske zahteve v skladu s členom 92(3)(c)(i) ter členom 352(2) in (4) CRR (za pretvorbo v valuto poročanja).
170 -180 and 360-370
TESNO KORELIRANE VALUTE
190 -200 and 340-350
Pozicije in njihove ustrezne kapitalske zahteve za valute iz člena 354 CRR.
220-230 and 390-400
VSE DRUGE VALUTE (vključno s pozicijami v KNP v tujih valutah, obravnavanimi kot druge valute)
Article 259(3) and (4) of CRR.
Pozicije in njihove ustrezne kapitalske zahteve za valute, ki so predmet splošnega postopka, iz člena 351 ter člena 352(2) in (4) CRR.
BEFORE CAP — WEIGHTED NET LONG/SHORT POSITIONS
Poročanje o KNP, obravnavanih kot ločene valute, v skladu s členom 353 CRR
Article 338 without taking into account the discretion of Article 335 of CRR.
Na voljo sta dve različni obravnavi KNP, obravnavanih kot ločene valute za izračun kapitalskih zahtev:
430-440
spremenjena zlata metoda, če smer naložbe KNP ni na voljo (ti KNP se dodajo skupni neto poziciji institucije v tuji valuti);
AFTER CAP — WEIGHTED NET LONG/SHORT POSITIONS
če je smer naložbe KNP na voljo, se KNP dodajo skupni odprti poziciji v tuji valuti (dolga ali kratka, odvisno od smeri KNP).
Article 338 taking into account the discretion of Article 335 of CRR.
Pri poročanju o KNP se v skladu s tem upošteva izračun kapitalskih zahtev.
The own funds requirement is determined as the larger of either (i) the specific risk charge that would apply just to the net long positions (column 430) or (ii) the specific risk charge that would apply just to the net short positions (column 440).
ZLATO
Total amount of outstanding positions (held in the correlation trading portfolio) reported by the institution playing the role/s of originator, investor or sponsor.
050–090
030, 060 and 090
Člen 352(5) in (6) CRR.
The correlation trading portfolio comprises securitisations, n-th-to-default credit derivatives and possibly other hedging positions that meet the criteria set in Article 338(2) and (3) of CRR.
Razčlenitev skupnih pozicij (vključena valuta poročanja) glede na vrste izpostavljenosti
Derivatives of securitisation exposures that provide a pro-rata share as well as positions hedging CTP positions shall be included in row “Other CTP positions”.
Skupne pozicije se razčlenijo glede na izvedene finančne instrumente, druga sredstva in obveznosti ter zunajbilančne postavke.
N-TH-TO-DEFAULT CREDIT DERIVATIVES
Pozicije, ki niso vključene v vrstico 110 ali 120, se vključijo v to vrstico.
N-th to default credit derivatives that are hedged by n-th-to-default credit derivatives according to Article 347 CRR shall both be reported here.
Postavke, vključene v Prilogo I k CRR, razen postavk, vključenih kot posli financiranja z vrednostnimi papirji in posli z dolgim rokom poravnave ali iz pobota med različnimi kategorijami produktov.
The positions originator, investor and sponsor do not fit for n-th to default credit derivatives.
Pozicije, vrednotene v skladu s členom 352 CRR.
As a consequence, the breakdown as for securitisation positions cannot be provided for n-th to default credit derivatives..
V tej predlogi se navedejo informacije o pozicijah v blagu in ustreznih kapitalskih zahtevah, obravnavanih v okviru standardiziranega pristopa.
040, 070, 100 and 120
VSE POZICIJE (DOLGE IN KRATKE)
OTHER CTP POSITIONS
Bruto dolge/kratke pozicije, ki so obravnavane kot pozicije v enakem blagu, v skladu s členom 357(1) in (4) CRR (glej tudi člen 359(1) CRR).
The positions in:
Kot je opredeljeno v členu 357(3) CRR.
Derivatives of securitisation exposures that provide a pro-rata share as well as positions hedging CTP positions shall be included in row “Other CTP positions”;
Neto pozicije, ki v skladu z različnimi pristopi iz poglavja 4 naslova IV dela 3 CRR prejmejo kapitalsko zahtevo.
CTP positions hedged by credit derivatives according to Article 346 CRR;
Kapitalska zahteva za katero koli zadevno pozicijo v skladu s poglavjem 4 naslova IV dela 3 CRR.
Other positions that satisfy Article 338(3) of CRR;
Rezultat množenja kapitalskih zahtev z 12,5.
are included.
SKUPAJ POZICIJE V BLAGU
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.
Pozicije v blagu in njihove ustrezne kapitalske zahteve za tržno tveganje v skladu s členom 92(3)(c)(iii) CRR ter poglavjem 4 naslova IV dela 3 CRR.
The template has to be filled out separately for the “Total”, plus a static, pre-defined list of following markets:
020 – 060
Bulgaria, Croatia, Czech Republic, Denmark, Egypt, Hungary, Iceland, Liechtenstein, Norway, Poland, Romania, Sweden, United Kingdom, Albania, Japan, Former Yugoslav Republic of Macedonia, Russian Federation, Serbia, Switzerland, Turkey, Ukraine, USA, Euro Area plus one residual template for all other markets.
POZICIJE GLEDE NA KATEGORIJO BLAGA
For the purpose of this reporting requirement the term “market” shall be read as “country”.
Za namene poročanja se blago združi v štiri glavne skupine blaga iz razpredelnice 2 člena 361 CRR.
Articles 327, 329, 332, 341 and 345 of CRR.
PRISTOP LESTVICE ZAPADLOSTI
The capital charge has to be calculated for each national market separately.
Pozicije v blagu, ki so predmet pristopa lestvice zapadlosti iz člena 359 CRR.
010-130
RAZŠIRJENI PRISTOP LESTVICE ZAPADLOSTI
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.
Pozicije v blagu, ki so predmet razširjenega pristopa lestvice zapadlosti iz člena 361 CRR.
020-040
POENOSTAVLJENI PRISTOP
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.
Pozicije v blagu, ki so predmet pristopa lestvice zapadlosti iz člena 360 CRR.
Both breakdowns (021/022 as well as 030/040) are a breakdown related to all positions subject to general risk.
Člen 358(4) CRR.
Rows 021 and 022 requests information on the breakdown according to instruments.
Dodatne zahteve za opcije, povezane s tveganji, ki niso delta tveganja, se poročajo po metodi, ki se uporablja za njihov izračun.
Only the breakdown in rows 030 and 040 is used as a basis for the calculation of own funds requirements.
Ta predloga vsebuje razčlenitev zneskov tvegane vrednosti (VaR) in stresne tvegane vrednosti (sVaR) glede na različna tržna tveganja (dolžniški instrument, lastniški instrument, tuja valuta, blago) in druge informacije, pomembne za izračun kapitalskih zahtev.
Derivatives included in the calculation of equity risk of trading book positions taking into account Articles 329 and 332, if applicable.
Običajno je poročanje odvisno od strukture modela institucij, tj. ali zneske za splošno in posebno tveganje sporočajo ločeno ali skupaj.
Instruments other than derivatives included in the calculation of equity risk of trading book positions.
To velja tudi za razčlenitev tvegane vrednosti/stresne tvegane vrednosti v kategorije tveganja (obrestno tveganje, tveganje v lastniških finančnih instrumentih, valutno tveganje in tveganje spremembe cen blaga).
Exchange traded stock-index futures broadly diversified and subject to a particular approach
Institucija lahko odstopi od sporočanja navedenih razčlenitev, če dokaže, da bi bilo sporočanje teh zneskov pretirano obremenjujoče.
Exchange traded stock-index futures broadly diversified and subject to a particular approach according to Article 344(1) and (4) of CRR.
Pomeni največjo možno izgubo, ki bi izhajala iz spremembe cene z določeno verjetnostjo v opredeljenem časovnem obdobju.
These positions are only subject to general risk and, accordingly, must not be reported in row (050).
Multiplikacijski faktor (mc) × povprečje za VaR za preteklih 60 delovnih dni (VaRavg)
Other positions in equities subject to specific risk and the correspondent own funds requirements according to Article 343 and 344 (3) of CRR.
Člen 364(1)(a)(ii) in člen 365(1) CRR.
Positions in equities subject to specific risk and the correspondent own funds requirement according to Articles 342 and 344 (4) CRR.
VaR prejšnjega dne (VaRt–1)
The CRR does not explicitly assign those positions to either the interest rate risk or the equity risk.
Člen 364(1)(a)(i) in člen 365(1) CRR.
For reporting purposes, those positions shall be reported in the MKR SA EQU template.
SVaR
Positions in CIUs if capital requirements are calculated according to Article 348(1) CRR.
Pomeni največjo možno izgubo, ki bi izhajala iz spremembe cene z določeno verjetnostjo v opredeljenem časovnem obdobju, pri čemer se pridobi z uporabo vhodnih podatkov, umerjenih na pretekle podatke iz neprekinjenega 12-mesečnega obdobja finančnega stresa, ki zadeva portfelj institucije.
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.
Multiplikacijski faktor (ms) × povprečje za SVaR za preteklih 60 delovnih dni (SVaRavg)
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.
Člen 364(1)(b)(ii) in člen 365(1) CRR.
If the particular approach according to Article 348(1) sentence 2 of CRR is applied, the amount to be reported is the lower of 32 % of the net position of the relevant CIU exposure and the difference between 40 % of this net position and the own funds requirements that arise from the foreign exchange risk associated with this CIU exposure.
Zadnji razpoložljivi SVaR (SVaRt-1)
If the specific methods of Article 350 CRR are applicable, the reporting of those positions shall follow the underlying investments.
Člen 364(1)(b)(i) in člen 365(1) 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.
KAPITALSKA ZAHTEVA ZA PRESEŽNO TVEGANJE NEPLAČILA IN MIGRACIJE
Article 329(2) and (3) of CRR.
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.
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.
Povprečna vrednost 12-ih tednov
The position is calculated for each currency (including euro), gold, and positions to CIUs.
Člen 364(2)(b)(ii) v povezavi z oddelkom 4 poglavja 5 naslova IV dela 3 CRR.
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.
Zadnja vrednost
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:
Člen 364(2)(b)(i) v povezavi z oddelkom 4 poglavja 5 naslova IV dela 3 CRR.
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.
KAPITALSKA ZAHTEVA ZA VSA CENOVNA TVEGANJA V TRGOVALNEM PORTFELJU S KORELACIJO
Gross positions due to assets, amounts to be received and similar items referred to in Article 352(1) of CRR.
MINIMALNA KAPITALSKA ZAHTEVA
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.
Člen 364(3)(c) CRR
Articles 352(3) and (4), first and second sentences, and 353 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‘.
The net positions are calculated by each currency, accordingly there may be simultaneous long and short positions.
POVPREČNA VREDNOST 12-IH TEDNOV IN ZADNJA VREDNOST
Articles 352(4), third sentence, 353 and 354 of CRR.
Člen 364(3)(b).
POSITIONS SUBJECT TO CAPITAL CHARGE (LONG AND SHORT)
ZADNJA VREDNOST
The long and short net positions for each currency are calculated by deducting the total of short positions from the total of long positions.
Člen 364(3)(a).
Long net positions for each operation in a currency are added to obtain the long net position in that currency.
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.
Short net positions for each operation in a currency are added to obtain the short net position in that currency.
Število preseganj v zadnjih 250 delovnih dneh
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.
Člen 366 CRR.
POSITIONS SUBJECT TO CAPITAL CHARGE (MATCHED)
Multiplikacijski faktor VaR (mc) in multiplikacijski faktor SVaR (ms)
Matched positions for closely correlated currencies
Člen 366 CRR.
RISK CAPITAL CHARGE (%)
170–180
As defined in Articles 351 and 354, the risk capital charges in percentage.
PREDVIDENA ZAHTEVA ZA SPODNJI PRAG TRGOVALNEGA POTFELJA S KORELACIJO – TEHTANE NETO DOLGE/KRATKE POZICIJE PO UPORABI OMEJITVE
The capital charge for any relevant position according to Part 3 Title IV Chapter 3 of 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.
TOTAL POSITIONS IN NON REPORTING CURRENCIES
SKUPAJ POZICIJE
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).
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.
CURRENCIES CLOSELY CORRELATED
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 and their correspondent own funds requirements for currencies referred to in Article 354 of CRR.
Zato so razčlenitve pojasnjevalne postavke.
ALL OTHER CURRENCIES (including CIU's treated as different currencies)
DOLŽNIŠKI INSTRUMENTI, S KATERIMI SE TRGUJE NA BORZI
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.
Ustreza delu pozicijskega tveganja iz člena 363(1) CRR v zvezi s faktorji obrestnega tveganja iz člena 367(2) CRR.
Reporting of CIU's treated as separate currencies according to Article 353 CRR:
TDI – SPLOŠNO TVEGANJE
There are two different treatments of CIU's treated as separate currencies for calculating the capital requirements:
Splošno tveganje, opredeljeno v členu 362 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)
TDI – POSEBNO TVEGANJE
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)
Posebno tveganje, opredeljeno v členu 362 CRR.
The reporting of those CIU's follows the calculation of the capital requirements accordingly.
LASTNIŠKI FINANČNI INSTRUMENTI
GOLD
Ustreza delu pozicijskega tveganja iz člena 363(1) CRR v zvezi s faktorji tveganja v lastniških finančnih instrumentih iz člena 367(2) CRR.
050-090
LASTNIŠKI FINANČNI INSTRUMENTI – SPLOŠNO TVEGANJE
Article 352(5) and (6) of CRR.
LASTNIŠKI FINANČNI INSTRUMENTI – POSEBNO TVEGANJE
Breakdown of total positions (reporting currency included) by exposure types
VALUTNO TVEGANJE
Total positions shall be broken down according to derivatives, other assets and liabilities and off-balance sheet items.
Člena 363(1) in 367(2) CRR
Positions not included in row 110 or 120 shall be included here.
TVEGANJE SPREMEMBE CEN BLAGA
Items included in Annex I of CRR except those included as Securities Financing Transactions & Long Settlement Transactions or from Contractual Cross Product Netting.
SKUPNA VREDNOST SPLOŠNEGA TVEGANJA
Positions valued according to Articles 352 CRR.
Tržno tveganje, ki ga povzročajo splošna tržna gibanja dolžniških instrumentov, s katerimi se trguje na borzi, lastniških finančnih instrumentov, valut in blaga.
This template request information on the positions in commodities and the corresponding own funds requirements treated under the standardised approach.
Tvegana vrednost za splošno tveganje vseh faktorjev tveganja (po potrebi ob upoštevanju učinkov korelacije).
All POSITIONS (LONG AND SHORT)
SKUPNA VREDNOST POSEBNEGA TVEGANJA
As defined in Article 357(3) of CRR.
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).
Those net positions that, according to the different approaches considered in Part 3 Title IV Chapter 4 of CRR, receive a capital charge.
Člen 271 CRR v skladu s členom 382 CRR.
The capital charge for any relevant position according to Part 3 Title IV Chapter 4 of CRR.
Skupna vrednost izpostavljenosti (EAD) vseh poslov, ki so predmet kapitalske zahteve za tveganje CVA.
Result of the multiplication of the own funds requirements * 12.5.
izvedeni finančni instrumenti OTC
TOTAL POSITIONS IN COMMODITIES
Člen 271 CRR v skladu s členom 382(1) CRR.
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.
Del skupne izpostavljenosti kreditnemu tveganju nasprotne stranke samo zaradi izvedenih finančnih instrumentov OTC.
020-060
Podatki se ne zahtevajo od institucij IMM, ki imajo izvedene finančne instrumente OTC in posle financiranja z vrednostnimi papirji v istem nizu pobotov.
POSITIONS BY CATEGORY OF COMMODITY
POSEL FINANCIRANJA Z VREDNOSTNIMI PAPIRJI
For reporting purposes commodities are grouped in the four main groups of commodities referred to in Table 2 of Article 361 CRR.
Člen 271 CRR v skladu s členom 382(2) CRR.
MATURITY LADDER APPROACH
Del skupne izpostavljenosti kreditnemu tveganju nasprotne stranke samo zaradi izvedenih finančnih instrumentov SFT (poslov financiranja z vrednostnimi papirji).
Positions in commodities subject to the Maturity Ladder approach as referred to in Article 359 of CRR.
MULTIPLIKACIJSKI FAKTOR (mc) × POVPREČJE ZA VaR ZA PRETEKLIH 60 DELOVNIH DNI (VaRavg)
EXTENDED MATURITY LADDER APPROACH
Člen 383 CRR v skladu s členom 363(1)(d) CRR.
Positions in commodities subject to the Extended Maturity Ladder approach as referred to in Article 361 of CRR
Izračun tvegane vrednosti na podlagi notranjih modelov za tržno tveganje.
SIMPLIFIED APPROACH
VaR PREJŠNJEGA DNE (VaRt–1)
Positions in commodities subject to the Simplified approach as referred to in Article 360 of CRR.
Glej navodila za stolpec 040.
Article 358(4) of CRR.
MULTIPLIKACIJSKI FAKTOR (ms) × POVPREČJE ZA SVaR ZA PRETEKLIH 60 DELOVNIH DNI (SVaRavg)
The additional requirements for options related to non-delta risks shall be reported in the method used for its calculation
ZADNJI RAZPOLOŽLJIVI SVaR (SVaRt-1)
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.
Člen 92(3)(d) CRR.
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.
Kapitalske zahteve za tveganje CVA, izračunano z izbrano metodo.
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).
Člen 92(4)(b) CRR.
An institution can resign to report the decompositions mentioned above if it proves that a reporting of these figures would be unduly burdensome.
Kapitalske zahteve, pomnožene z 12,5.
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