natgillin/translations-raw huggingface dataset:
A currency is a significant currency if the reporting institution has aggregate liabilities in that currency amounting to or exceeding 5 % of the institution's total liabilities
Nominalni znesek je vsota zahtevkov za poplačilo glavnice, ki se določi v skladu s pravili zadevne zakonske ureditve za krite obveznice, ki se uporabljajo za določitev zadostnega kritja.
The calculation of a 10 % depreciation shall take into account both changes on the asset and liability side, i.e. focus the asset-liability mismatches.
Sedanja vrednost (zamenjava)
For instance a repo transactions in USD based on USD assets does not cause additional encumbrance, whereas a repo transaction in USD based on a EUR asset causes additional encumbrance.
Sedanja vrednost (zamenjava) je vsota zahtevkov za poplačilo glavnice in obresti, znižana za krivuljo donosa brez tveganja za tujo valuto, ki se določi v skladu s pravili zadevne zakonske ureditve za krite obveznice, ki se uporabljajo za določitev zadostnega kritja.
All transactions which have a cross-currency element shall be covered by this calculation.
Za stolpca 080 in 210 v zvezi s pozicijami v izvedenih finančnih instrumentih kritnega premoženja se sporoči znesek po tržni vrednosti.
See instructions concerning specific columns of the AE-SOU template in point 1.5.1.
Vrednost posameznih sredstev je ekonomska vrednost sredstev kritnega premoženja, kot se lahko opiše s pošteno vrednostjo v skladu z MSRP 13, tržno vrednostjo, ugotovljeno na podlagi izvedenih poslov na likvidnih trgih, ali sedanjo vrednostjo, pri kateri bi se od prihodnjih denarnih tokov sredstva odštela krivulja obrestne mere za posamezna sredstva.
The content of the columns in AE-CONT template does not differ from the AE-SOU template.
Knjigovodska vrednost obveznosti krite obveznice ali sredstva kritnega premoženja je knjigovodska vrednost pri izdajatelju krite obveznice.
Same instructions and data as for column 010 of the AE-SOU template.
Skladnost s členom 129 Uredbe (EU) št. 575/2013?
Amount of the matching financial liabilities, contingent liabilities (loan commitments received and financial guarantees received) and of the securities lent with non–cash collateral, insofar as these transactions entail asset encumbrance for that institution.
Institucije navedejo, ali kritno premoženje izpolnjuje zahteve iz člena 129 Uredbe (EU) št. 575/2013, da izpolnjuje pogoje za ugodnejšo obravnavo iz člena 129(4) in (5) navedene uredbe.
As referred for each row in the template, financial liabilities are reported at their carrying amount, contingent liabilities at their nominal and securities lent with non-cash collateral at their fair value.
Če je odgovor DA, navedite kategorijo primarnih sredstev kritnega premoženja.
A. Additional amount of encumbered assets
Če kritno premoženje izpolnjuje pogoje za ugodnejšo obravnavo iz člena 129(4) in (5) Uredbe (EU) št. 575/2013 (odgovor DA v stolpcu 011), se v tem polju navede kategorija primarnih sredstev kritnega premoženja.
Additional amount of assets that would become encumbered due to a legal, regulatory or contractual provision that could be triggered in the event of occurrence of scenario A.
Za ta namen se uporabi razvrstitev iz člena 129(1) navedene uredbe, pri čemer se ustrezno navedejo oznake ‚a‘, ‚b‘, ‚c‘, ‚d‘, ‚e‘, ‚f‘ in ‚g‘.
Following the instructions laid down in Part A of this Annex, these amounts are reported at their carrying amount if the amount is related to assets of the reporting institution or at their fair value if related to collateral received.
Oznaka ‚h‘ se bo uporabila, če kategorija primarnih sredstev kritnega premoženja ne spada v nobeno od zgornjih kategorij.
Amounts exceeding the non-encumbered assets and collateral of the institution are reported at fair value.
Obveznosti kritih obveznic so obveznosti izdajatelja, ki nastanejo z izdajo kritih obveznic in so razširjene na vse pozicije, kot so določene z zadevno zakonsko ureditvijo za krite obveznice in za katere veljajo ustrezni ukrepi za zaščito kritih obveznic (to lahko na primer vključuje vrednostne papirje v obtoku in tudi pozicijo nasprotnih strank izdajatelja kritih obveznic v pozicijah v izvedenih finančnih instrumentih, ki imajo z vidika izdajatelja kritih obveznic negativno tržno vrednost, pripisano kritnemu premoženju in obravnavano kot obveznosti kritih obveznic iste vrste v skladu z zadevno zakonsko ureditvijo za krite obveznice).
Additional amount of assets that would become encumbered due to a legal, regulatory or contractual provision that could be triggered in the event of a depreciation of significant currency number 1 in scenario B.
Zneski obveznosti kritih obveznic, brez pozicij v izvedenih finančnih instrumentih kritnega premoženja, glede na različne datumske intervale v prihodnosti.
See rules for amount types in row 020.
Datum ‚+ 6 mesecev‘ pomeni 6 mesecev po referenčnem datumu poročanja.
Additional amount of assets that would become encumbered due to a legal, regulatory or contractual provision that could be triggered in the event of a depreciation of significant currency number 2 in scenario B.
Pri navedbi zneskov se predpostavlja, da se glede na referenčni datum poročanja obveznosti kritih obveznic niso spremenile, razen amortizacije.
The information in this template is reported for all UCITS-compliant covered bonds issued by the reporting institution.
Kadar ni določen fiksni razpored plačil, se za zneske, ki na datume v prihodnosti niso poravnani, dosledno uporabljajo pričakovani datumi zapadlosti.
UCITS-compliant covered bonds are the bonds referred to in the first subparagraph of Article 52(4) of Directive 2009/65/EC.
+ 12 mesecev do + 10 let
These are covered bonds issued by the reporting institution if the reporting institution is in relation to the covered bond subject by law to special public supervision designed to protect bond-holders and if for such covered bond it is required that sums deriving from the issue of those bonds shall be invested in accordance with the law in assets which, during the whole period of validity of the bonds, are capable of covering claims attaching to the bonds and which, in the event of failure of the issuer, would be used on a priority basis for the reimbursement of the principal and payment of the accrued interest.
Enako kot pri datumu ‚+ 6 mesecev‘ (stolpec 030) se nanaša na ustrezni datum glede na referenčni datum poročanja.
Covered bonds issued by or on behalf of the reporting institution that are not UCITS-compliant covered bonds shall not be reported within the AE-CB templates.
Neto negativna tržna vrednost pozicij v izvedenih finančnih instrumentih kritnega premoženja, ki imajo neto negativno tržno vrednost z vidika izdajatelja kritih obveznic.
The reporting shall be based on the statutory covered bond regime, i.e. the legal framework which applies the to the covered bond programme.
Pozicije v izvedenih finančnih instrumentih kritnega premoženja so neto pozicije v izvedenih finančnih instrumentih, ki so v skladu z zadevno zakonsko ureditvijo za krite obveznice vključene v kritno premoženje in za katere veljajo ustrezni ukrepi za zaščito kritih obveznic, tako da je za te pozicije v izvedenih finančnih instrumentih z negativno tržno vrednostjo potrebno kritje s primernimi sredstvi kritnega premoženja.
Instructions concerning z-axis
Neto negativna tržna vrednost se sporoči le za referenčni datum poročanja.
z-axis
Informacije o zunanjih bonitetnih ocenah za zadevne krite obveznice na datum poročanja, je treba predložiti.
Cover pool identifier (open)
Če na dan poročanja obstaja bonitetna ocena vsaj ene bonitetne agencije, se tukaj navede ime ene od teh bonitetnih agencij.
The cover pool identifier consists of the name or unambiguous abbreviation of the cover pool issuing entity and the designation of the cover pool that individually is subject to the relevant covered bond protective measures.
Če na dan poročanja obstajajo bonitetne ocene več kot treh bonitetnih agencij, se tri bonitetne agencije, za katere se navedejo informacije, izberejo glede na njihovo prisotnost na trgu.
Nominal amount is the sum of claims to payment of principal, determined in accordance with the respective statutory covered bond regime's rules that apply for determining sufficient coverage.
Bonitetna ocena krite obveznice, ki jo izda bonitetna agencija, navedena v stolpcu 090, na referenčni datum poročanja.
Present value (swap)
Če obstaja kratkoročna in dolgoročna bonitetna ocena iste bonitetne agencije, se navede dolgoročna bonitetna ocena.
Present value (swap) is the sum of claims to payment of principal and interest, as discounted by a foreign exchange-specific risk-free yield curve, determined in accordance with the relevant statutory covered bond regime's rules that apply for determining sufficient coverage.
Bonitetna ocena, ki se sporoči, vsebuje morebitne modifikatorje.
For columns 080 and 210 referring to cover pool derivative positions, the amount to be reported is its market value.
Bonitetna agencija 2 in bonitetna agencija 3
The asset-specific value is the economic value of the cover pool assets, as may be described by a fair value according to IFRS 13, a market value observable from executed transactions in liquid markets, or a present value that would discount future cash flows of an asset by an asset-specific interest rate curve.
Enako kot pri bonitetni agenciji 1 (stolpec 090) se navedejo druge bonitetne agencije, ki so na referenčni datum poročanja izdale bonitetne ocene krite obveznice.
Carrying amount of a covered bond liability or a cover pool asset is the accounting value at the covered bond issuer.
Bonitetna ocena 2 in bonitetna ocena 3
Compliance with Article 129 of Regulation (EU) No 575/2013?
Enako kot pri bonitetni oceni 1 (stolpec 100) se navedejo druge bonitetne ocene, ki sta jih na referenčni datum poročanja izdali bonitetni agenciji 2 in 3.
Institutions shall specify whether the cover pool meets the requirements set out in Article 129 of Regulation (EU) No 575/2013 in order to be eligible for the preferential treatment set out in Article 129(4) and (5) of that Regulation.
Kritno premoženje zajema vse pozicije, vključno s pozicijami v izvedenih finančnih instrumentih kritnega premoženja, ki imajo z vidika izdajatelja kritih obveznic neto pozitivno tržno vrednost in za katere veljajo ustrezni ukrepi za zaščito kritih obveznic.
If YES, indicate primary asset class of the cover pool
Zneski sredstev v kritnem premoženju, brez pozicij v izvedenih finančnih instrumentih kritnega premoženja.
If the cover pool is eligible for the preferential treatment set out in Article 129(4) and (5) of Regulation (EU) No 575/2013 (answer YES in column 011), the primary asset class of the cover pool shall be indicated in this cell.
Ta znesek zajema zahteve glede minimalnega presežnega zavarovanja s premoženjem in vsako dodatno presežno zavarovanje s premoženjem, ki presega minimalno, če zanj veljajo ustrezni ukrepi za zaščito kritih obveznic.
The classification in Article 129(1) of that Regulation shall be used for this purpose and codes “a”, “b”, “c”, “d”, “e”, “f” and “g” shall be indicated accordingly.
Datum poročanja ‚+ 6 mesecev‘ pomeni 6 mesecev po referenčnem datumu poročanja.
Code “h” will be applied when the primary asset class of the cover pool does not fall under any of the previous categories.
Pri navedbi zneskov se predpostavlja, da se kritno premoženje ni spremenilo v primerjavi z referenčnim datumom poročanja, razen amortizacije.
Covered bond liabilities are the liabilities of the issuing entity incurred by issuing covered bonds and extends to all positions as defined by the respective statutory covered bond regime that are subject to the relevant covered bond protective measures (this may, for instance, include securities in circulation as well as the position of counterparts of the covered bond issuer in derivative positions with, from the perspective of the covered bond issuer, a negative market value attributed to the cover pool and treated as covered bond liabilities in accordance with the relevant statutory covered bond regime).
Kadar ni določen fiksni razpored plačil, se za zneske, ki na datume v prihodnosti niso poravnani, dosledno uporabljajo pričakovani datumi zapadlosti.
Amounts of covered bond liabilities, excluding cover pool derivative positions, according to the different future date ranges.
Enako kot pri datumu ‚+ 6 mesecev‘ (stolpec 160) se nanaša na ustrezni datum glede na referenčni datum poročanja.
The date “+ 6 months” is the point in time 6 months after the reporting reference date.
Neto pozitivna tržna vrednost pozicij v izvedenih finančnih instrumentih kritnega premoženja, ki imajo neto pozitivno tržno vrednost z vidika izdajatelja kritih obveznic.
Amounts shall be provided assuming no change in covered bond liabilities compared to the reporting reference date except for amortization.
Pozicije v izvedenih finančnih instrumentih kritnega premoženja so neto pozicije v izvedenih finančnih instrumentih, ki so v skladu z zadevno zakonsko ureditvijo za krite obveznice vključene v kritno premoženje in za katere veljajo ustrezni ukrepi za zaščito kritih obveznic, tako da te pozicije v izvedenih finančnih instrumentih s pozitivno tržno vrednostjo niso del splošne stečajne mase izdajatelja kritih obveznic.
In the absence of a fixed payment schedule, for amounts outstanding at future dates the expected maturity is to be used in a consistent manner.
Neto pozitivna tržna vrednost se sporoči le za datum poročanja.
+ 12 months - + 10 years
Zneski kritnega premoženja, ki presegajo zahteve glede minimalnega kritja
As for “+ 6 months” (column 030) for the respective point in time from the reporting reference date.
Zneski kritnega premoženja, vključno s pozicijami v izvedenih finančnih instrumentih kritnega premoženja z neto pozitivnimi tržnimi vrednostmi, ki presegajo zahteve glede minimalnega kritja (presežno zavarovanje s premoženjem).
The net negative market value of cover pool derivative positions which from the perspective of the covered bond issuer have a net negative market value.
V skladu z zadevno zakonsko ureditvijo za krite obveznice
Cover pool derivative positions are such net derivative positions that in accordance with the relevant statutory covered bond regime have been included in the cover pool and are subject to the respective covered bond protective measures in that such derivative positions with a negative market value require coverage by eligible cover pool assets.
Zneski presežnega zavarovanja s premoženjem v primerjavi z minimalnim kritjem, ki se zahteva v skladu z zadevno zakonsko ureditvijo za krite obveznice.
The net negative market value is to be reported for the reporting reference date only.
V skladu z metodologijo bonitetnih agencij za ohranitev sedanje zunanje bonitetne ocene krite obveznice
Information on external credit ratings on the respective covered bond, as existing on the reporting date, is to be provided.
Zneski presežnega zavarovanja s premoženjem v primerjavi z minimalno ravnjo, ki je glede na informacije o metodologiji zadevne bonitetne agencije, ki so na voljo izdajatelju kritih obveznic, potrebna za podporo obstoječe bonitetne ocene, ki jo je izdala zadevna bonitetna agencija.
If a credit rating of at least one credit rating agency exists as of the reporting date, the name of one of these credit rating agencies shall be provided here.
Zneski presežnega zavarovanja s premoženjem v primerjavi z minimalno ravnjo, ki je glede na informacije o metodologiji bonitetne agencije 1 (stolpec 090), ki so na voljo izdajatelju kritih obveznic, potrebna za podporo bonitetne ocene, ki jo je izdala bonitetna agencija 1 (stolpec 100).
If credit ratings by more than three credit rating agencies exist as of the reporting date, the three credit rating agencies to whom information is provided shall be selected based on their respective market prevalence.
Navodila za bonitetno agencijo 1 (stolpec 230) veljajo tudi za bonitetno agencijo 2 (stolpec 110) in bonitetno agencijo 3 (stolpec 130).
The credit rating issued by the credit rating agency reported in column 090 on the covered bond as of the reporting reference date.
Del E ima enako strukturo kot predloga za pregled obremenitve v delu A Priloge I in vsebuje različni predlogi za obremenitev sredstev institucije poročevalke in za prejeto zavarovanje s premoženjem:
If long- and short-term credit ratings by the same credit rating agency exist, the long-term credit rating is to be reported.
AE-ADV1 in AE-ADV2.
The credit rating to be reported shall include any modifiers.
Zato so ustrezne obveznosti skladne z obveznostmi, ki so zavarovane z obremenjenimi sredstvi, povezave posameznih elementov pa niso potrebne.
Credit rating agency 2 and credit rating agency 3
Financiranje s strani centralnih bank (vseh vrst, vključno z repo posli)
As for credit rating agency 1 (column 090) for further credit rating agencies that have issued credit ratings on the covered bond as of the reporting reference date.
Vse vrste obveznosti institucije poročevalke, pri katerih je nasprotna stranka v poslu centralna banka.
Credit rating 2 and credit rating 3
Sredstva, ki so bila predhodno vložena pri centralnih bankah, se ne obravnavajo kot obremenjena sredstva, razen kadar centralna banka ne dovoli umika nobenih sredstev brez predhodnega soglasja.
As for credit rating 1 (column 100) for further credit ratings issued by credit rating agencies 2 and 3 on the covered bond existing as of the reporting reference date.
Kar zadeva neuporabljeno finančno jamstvo, se neuporabljeni del, tj. znesek nad minimalno ravnjo, ki jo zahteva centralna banka, sorazmerno porazdeli med sredstva, vložena pri centralni banki.
The cover pool consist of all positions, including cover pool derivative positions, from the perspective of the covered bond issuer, with a net positive market value, that are subject to the respective covered bond protective measures.
Izvedeni finančni instrumenti, ki kotirajo na borzi
Amounts of assets in the cover pool, excluding cover pool derivative positions.
Knjigovodska vrednost zavarovanih izvedenih finančnih instrumentov institucije poročevalke, ki so finančne obveznosti, če ti izvedeni finančni instrumenti kotirajo oziroma se z njimi trguje na priznani ali izbrani investicijski borzi in povzročajo obremenitev sredstev za zadevno institucijo.
This amount includes minimum over-collateralisation requirements plus any additional over-collateralisation in excess of the minimum, to the extent subject to the respective covered bond protective measures.
Izvedeni finančni instrumenti prostega trga
The reporting date “+ 6 months” is the point in time 6 months after the reporting reference date.
Knjigovodska vrednost zavarovanih izvedenih finančnih instrumentov institucije poročevalke, ki so finančne obveznosti, če se s temi izvedenimi finančnimi instrumenti trguje na prostem trgu in povzročajo obremenitev sredstev za zadevno institucijo.
Amounts shall be provided assuming no change in cover pool compared to the reporting date except for amortization.
(Enako navodilo v vrstici 030 predloge AE-SOU)
In the absence of a fixed payment schedule, for amounts outstanding at future dates expected maturity is to be used in a consistent manner.
Knjigovodska vrednost pogodb o začasni prodaji institucije poročevalke, v okviru katerih nasprotna stranka pri poslu ni centralna banka, če ti posli povzročajo obremenitev sredstev za zadevno institucijo.
As for “+ 6 months” (column 160) for the respective point in time from the reporting reference date.
Kar zadeva tristranske pogodbe o začasni prodaji, velja enak postopek kot za druge pogodbe o začasni prodaji, če ti posli povzročajo obremenitev sredstev za institucijo poročevalko.
The net positive market value of cover pool derivative positions which, from the perspective of the covered bond issuer, have a net positive market value.
Knjigovodska vrednost zavarovanih vlog, razen pogodb o začasni prodaji institucije poročevalke, v okviru katerih nasprotna stranka pri poslu ni centralna banka, če te vloge povzročajo obremenitev sredstev za zadevno institucijo.
Cover pool derivative positions are such net derivative positions that in accordance with the relevant statutory covered bond regime have been included in the cover pool and are subject to the respective covered bond protective measures in that such derivative positions with a positive market value would not form part of the covered bond issuer's general insolvency estate.
Glej navodila za vrstico 100 predloge AE-SOU.
The net positive market value is to be reported for the reporting date only.
Izdana listinjenja
Cover pool amounts in excess of minimum coverage requirements
Glej navodila za vrstico 110 predloge AE-SOU.
Amounts of cover pool, including cover pool derivative positions with net positive market values, in excess of requirements of minimum coverage (over-collateralisation).
Knjigovodska vrednost dolžniških vrednostnih papirjev, ki jih izda institucija poročevalka, razen kritih obveznic in listinjenj, če ti vrednostni papirji vključujejo obremenitev sredstev za zadevno institucijo.
As per the relevant statutory covered bond regime
Kadar institucija poročevalka zadrži nekatere izdane dolžniške vrednostne papirje, in sicer od datuma izdaje ali pozneje, zaradi začasne prodaje, ti zadržani vrednostni papirji ne smejo biti vključeni pod to točko.
Amounts of over-collateralisation compared with the minimum coverage required by the relevant statutory covered bond regime.
Poleg tega je treba zavarovanje s premoženjem, dodeljeno tem vrednostnim papirjem, za namene te predloge razvrstiti kot neobremenjeno.
As per credit rating agencies' methodology to maintain current external credit rating on covered bond
Glej navodila za vrstico 120 predloge AE-SOU.
Amounts of over-collateralisation compared with the level that, according to information on the respective credit rating agency's methodology available to the covered bond issuer, would at a minimum be required to support the existing credit rating issued by the respective credit rating agency.
Za vsako vrsto sredstev, določeno v vrsticah predloge AE-ADV1, knjigovodska vrednost sredstev, ki jih ima institucija poročevalka in so obremenjena.
Amounts of over-collateralisation compared with the level that, according to information on the methodology of credit rating agency 1 (column 090) available to the covered bond issuer, would at a minimum be required to support credit rating 1 (column 100).
Za vsako vrsto sredstev, določeno v vrsticah predloge AE-ADV1, knjigovodska vrednost sredstev, ki jih ima institucija poročevalka in so obremenjena ter so primerna za posle s centralnimi bankami, do katerih ima institucija poročevalka dostop.
The instructions for credit rating agency 1 (column 230) also apply to credit rating agency 2 (column 110) and credit rating agency 3 (column 130).
Za vsako vrsto sredstev, določeno v vrsticah predloge AE-ADV1, knjigovodska vrednost sredstev, ki jih ima institucija poročevalka in niso obremenjena.
Part E follows the same structure as in the encumbrance overview templates in Part A with different templates for the encumbrance of the assets of the reporting institution and for the collateral received:
Za vsako vrsto sredstev, določeno v vrsticah predloge AE-ADV1, knjigovodska vrednost sredstev, ki jih ima institucija poročevalka in niso obremenjena ter so primerna za posle s centralnimi bankami, do katerih ima dostop institucija poročevalka.
AE-ADV1 and AE-ADV2 respectively.
Za vsako vrsto sredstev, določeno v vrsticah predloge AE-ADV1, knjigovodska vrednost sredstev, ki jih ima institucija poročevalka.
Consequently, matching liabilities correspond to the liabilities that are secured by the encumbered assets and no one-to-one relation has to exist.
Glej navodila za vrstico 020 predloge AE-ASS.
Central bank funding (of all types, including repos)
Glej navodila za vrstico 030 predloge AE-ASS.
All types of liabilities of the reporting institution in which the counterparty of the transaction is a central bank.
Glej navodila za vrstico 040 predloge AE-ASS.
Assets that have been pre-positioned with central banks shall not be treated as encumbered assets unless the central bank does not allow withdrawal of any asset placed without prior approval.
Glej navodila za vrstico 050 predloge AE-ASS.