natgillin/translations-raw huggingface dataset:
In order to verify the conditions envisaged by Article 5 point (b) (2) (b), the institutions shall use the latest statistics as available in the Supervisory Disclosure webpage of the EBA to get ‘the sum of individual balance sheet totals of all institutions within the same Member State’.
Posebno tveganje, povezano z izpostavljenostmi, vključenimi v MKR SA SEC in MKR SA CTP, je treba sporočiti le v predlogi s skupnimi zneski MKR SA TDI.
Institutions subject to Article 5(b)(2)(b) of this Regulation may only report the following information for the sum of all event types (column 080) of the OPR Details template:
Kapitalske zahteve, ki se poročajo v teh predlogah, se prenesejo v polje 325;060 (listinjenja) in 330;060 (CTP)..
number of events (row 910);
Predlogo je treba izpolniti ločeno za „Skupaj“ z vnaprej določenim seznamom naslednjih valut: EUR, ALL, BGN, CZK, DKK, EGP, GBP, HRK, HUF, ISK, JPY, MKD, NOK, PLN, RON, RUB, RSD, SEK, CHF, TRY, UAH, USD in eno preostalo predlogo za vse druge valute.
total loss amount (row 920);
010–020
maximum single loss (row 930);
VSE POZICIJE (DOLGE IN KRATKE)
sum of the five largest losses (row 940) and
Člen 102 in člen 105(1) CRR.
total loss recovery (row 950).
To so bruto pozicije, ki niso pobotane z instrumenti in ki ne zajemajo pozicij, ki so bile že prenesene na tretje osebe ali so se te zavezale k njihovemu odkupu (drugi stavek člena 345 CRR).
010 -070
Za razlikovanje med dolgimi in kratkimi pozicijami, ki se uporablja tudi za te bruto pozicije, glej člen 328(2) CRR.
EVENT TYPES
030–040
Institutions report the losses in the respective columns 010 to 070 according to the event types as defined in Article 324 of CRR.
NETO POZICIJE (DOLGE IN KRATKE)
Institutions that calculate their own funds requirement according to TSA or ASA can report the losses for which the event type is not identified in column 080.
Členi 327 do 329 in 334 CRR.
In column 080, for each business line, institutions report the total ‘number of events’, the total of ‘total loss amount’ and the total of ‘total loss recovery’ as the simple aggregation of the number of loss events, the total gross loss amounts and the total loss recovery amounts reported in columns 010 to 070.
Neto pozicije, ki v skladu z različnimi pristopi iz poglavja 2 naslova IV dela 3 CRR prejmejo kapitalsko zahtevo.
The ‘maximum single loss’ in column 080 is the maximum of the ‘maximum single gross losses’ reported in columns 010 to 070.
Kapitalska zahteva za katero koli zadevno pozicijo v skladu s poglavjem 2 naslova IV dela 3 CRR.
For the sum of the five largest losses, in column 080 the sum of the five largest losses within one business line is reported.
Člen 92(4)(b) CRR.
MEMORANDUM ITEM: THRESHOLD APPLIED IN DATA COLLECTION
Rezultat množenja kapitalskih zahtev z 12,5.
Institutions report in the columns 090 and 100 the minimum loss thresholds they are using for the internal loss data collection in accordance with Article 322(3) point (c) of CRR, last sentence of CRR.
010–350
If the institution applies only one threshold for in each business line, only the column 090 shall be filled in.
Pozicije v dolžniških instrumentih, s katerimi se trguje na borzi, v trgovalni knjigi in njihove ustrezne kapitalske zahteve za pozicijsko tveganje v skladu s členom 92(3)(b)(i) CRR ter poglavjem 2 naslova IV dela 3 CRR se sporočajo glede na kategorijo tveganja, zapadlost in uporabljeni pristop.
In the case where there are different thresholds applied within the same regulatory business line, then the highest applicable threshold (column 100) shall be filled in as well.
SPLOŠNO TVEGANJE.
010 - 850
Izvedeni finančni instrumenti, vključeni v izračun obrestnega tveganja pozicij v trgovalni knjigi, pri čemer se po potrebi upoštevajo členi 328 do 331.
BUSINESS LINES: CORPORATE FINANCE, TRADING AND SALES, RETAIL BROKERAGE, COMMERCIAL BANKING, RETAIL BANKING, PAYMENT AND SETTLEMENT, AGENCY SERVICES, ASSET MANAGEMENT, CORPORATE ITEMS
Instrumenti, ki niso izvedeni finančni instrumenti, vključeni v izračun obrestnega tveganja pozicij v trgovalni knjigi.
For each business line as defined in Article 317(4) table 2 of CRR, including the additional business line ‘Corporate items’ as referred to in Article 322(3) point (b) of CRR, and for each event type, the institution shall report, according to the internal thresholds the following information: number of events, total loss amount, maximum single loss, sum of the five largest losses and total loss recovery.
PRISTOP NA PODLAGI ZAPADLOSTI
For a loss event that affects more than one business line the ‘total loss amount’ is distributed among all the affected business lines.
Pozicije v dolžniških instrumentih, s katerimi se trguje na borzi, za katere se uporablja pristop na podlagi zapadlosti v skladu s členom 339(1) do (8) CRR, in ustrezne kapitalske zahteve iz člena 339(9) CRR.
910 - 950
Pozicija se razdeli glede na skupine 1, 2 in 3, skupine pa po zapadlosti instrumentov.
TOTAL BUSINESS LINES
210–240
For each event type (column 010 to 080), the following information (Article 322(3) points b), c) and e) of CRR on total business lines (rows 910 to 950) has to be reported:
PRISTOP NA PODLAGI TRAJANJA
Number of events (row 910): the number of events above the internal threshold by event types for the total business lines shall be reported.
Pozicije v dolžniških instrumentih, s katerimi se trguje na borzi, za katere se uporablja pristop na podlagi trajanja v skladu s členom 340(1) do (6) CRR, in ustrezne kapitalske zahteve iz člena 340(7) CRR.
This figure may be lower than the aggregation of the number of events by business lines since the events with multiple impacts (impacts in different business lines) shall be considered as one.
Pozicija se razdeli glede na skupine 1, 2 in 3.
Number of events.
POSEBNO TVEGANJE
Of which, ≥ 10,000 and < 20,000, ≥ 20,000 and < 100,000, ≥ 100,000 and < 1000000, ≥ 1000000 (rows 911 to 914): the number of internal events included in the ranges defined in the pertinent rows shall be reported.
Vsota zneskov iz vrstic 251, 325 in 330.
Total loss amount (row 920): the total loss amount is the simple aggregation of the total loss amount for each business line.
Pozicije v dolžniških instrumentih, s katerimi se trguje na borzi, za katere se uporablja kapitalska zahteva za posebno tveganje, in ustrezna kapitalska zahteva v skladu s členom 92(3)(b), členom 335, členom 336(1) do (3) ter členoma 337 in 338 CRR.
Total loss amount, Of which, ≥ 10,000 and < 20,000, ≥ 20,000 and < 100,000, ≥ 100,000 and < 1000000, ≥ 1000000 (rows 921 to 924): the total loss amount included in the ranges defined in the pertinent rows shall be reported.
Upoštevati je treba tudi zadnji stavek člena 327(1) CRR.
Maximum single loss (row 930): the maximum single loss is the maximum loss over the internal threshold for each event type and amongst all business lines.
251–321
These figures may be higher than the highest single loss recorded in each business line if an event impacts different business lines.
Vsota zneskov iz vrstic 260 do 321.
Sum of the five largest losses (row 940): the sum of the five largest gross losses for each event type and amongst all business lines is reported.
Kapitalsko zahtevo kreditnih izvedenih finančnih instrumentov na podlagi n-tega neplačila, ki nimajo zunanje bonitetne ocene, je treba izračunati s seštevkom uteži tveganja referenčnih subjektov (odstavka 1 in 2 člena 332(1)(e) CRR – „vpogled“).
This sum may be higher than the highest sum of the five largest losses recorded in each business line.
Kreditni izvedeni finančni instrumenti na podlagi n-tega neplačila, ki imajo zunanjo bonitetno oceno (odstavek 3 člena 332(1)(e) CRR), se poročajo ločeno v vrstici 321.
This sum has to be reported regardless the number of losses.
Sporočanje pozicij, za katere se uporablja člen 336(3) CRR:
Total loss recovery (row 950): the total loss recovery is the simple aggregation of the total loss recovery for each business line.
Obveznice, ki izpolnjujejo pogoje za utež tveganja 10 % v netrgovalni knjigi v skladu s členom 129(3) CRR (krite obveznice) so predmet posebne obravnave.
TOTAL BUSINESS LINES — TOTAL EVENT TYPES
Posebne kapitalske zahteve predstavljajo polovico odstotka druge kategorije razpredelnice 1 iz člena 336 CRR.
Number of events: for each row from 910 to 914, the number of events is equal to the horizontal aggregation of the number of events in the corresponding row, given that in those figures the events with impacts in different business lines shall have already been considered as one event.
Navedene postavke morajo biti razporejene v vrstice 280-300 glede na preostali čas do končne zapadlosti.
The number in row 910 shall not necessarily be equal to the vertical aggregation of the number of events which are included in column 080, given that one event can have an impact in different business lines simultaneously.
Če je splošno tveganje pozicij iz naslova obrestne mere varovano s kreditnim izvedenim instrumentom, se uporabita člena 346 in 347.
Total loss amount: for each row from 920 to 924, the total loss amount is equal to both the horizontal aggregation of total loss amounts by event type in the corresponding row.
Skupne kapitalske zahteve, sporočene v stolpcu 610 predloge MKR SA SEC.
The total loss amount in row 920 is equal to the vertical aggregation of total loss amounts by business line in column 080.
Poročajo se le na skupni ravni v predlogi MKR SA TDI.
Maximum single loss: as previously mentioned, when an event has impact in different business lines, it may be that the amount for ‘Maximum single loss’ in ‘Total Business lines’ for that particular event type is higher than the amounts of ‘Maximum single loss’ in each business line.
Skupne kapitalske zahteve, sporočene v stolpcu 450 predloge MKR SA CTP.
Hence, the amount in this cell shall be equal to the highest of the values of ‘Maximum single loss’ in ‘Total Business lines’, which may not necessarily be equal to the highest value of ‘Maximum single loss’ across business lines in column 080.
350–390
Sum of the five largest losses: it is the sum of the five largest losses in the whole matrix, which means that it may not necessarily be equal to neither the maximum value of ‘sum of the five largest losses’ in ‘Total Business lines’ nor the maximum value of ‘sum of the five largest losses’ in column 080.
DODATNE ZAHTEVE ZA OPCIJE (NE-DELTA TVEGANJA)
Total loss recovery: it is equal to both the horizontal aggregation of total loss recoveries by event type in row 950 and the vertical aggregation of total loss recoveries by business line in column 080.
Člen 329(3) CRR.
These instructions refer to the templates reporting of the calculation of own funds requirements according to the standardised approach for foreign exchange risk (MKR SA FX), commodities risk (MKR SA COM) interest rate risk (MKR SA TDI, MKR SA SEC, MKR SA CTP) and equity risk (MKR SA EQU).
Dodatne zahteve za opcije, povezane s tveganji, ki niso delta tveganja, se poročajo po metodi, ki se uporablja za njihov izračun.
Additionally, instructions for the template reporting of the calculation of own funds requirements according to the internal models approach (MKR IM) are included in this part.
C 19.00 – TRŽNO TVEGANJE: STANDARDIZIRANI PRISTOP ZA POSEBNO TVEGANJE V LISTINJENJIH (MKR SA SEC)
The position risk on a traded debt instrument or equity (or debt or equity derivative) shall be divided into two components in order to calculate the capital required against it.
V tej predlogi se navedejo informacije o pozicijah (vse/neto in dolge/kratke) ter povezanih kapitalskih zahtevah za posebno tveganje pozicijskega tveganja v listinjenjih/relistinjenjih v trgovalni knjigi (neprimernih za portfelj trgovanja s korelacijo) v skladu s standardiziranim pristopom.
The first shall be its specific-risk component — this is the risk of a price change in the instrument concerned due to factors related to its issuer or, in the case of a derivative, the issuer of the underlying instrument.
Predloga MKR SA SEC določa kapitalske zahteve le za posebno tveganje pozicij v listinjenju v skladu s členom 335 v povezavi s členom 337 CRR.
The second component shall cover its general risk — this is the risk of a price change in the instrument due (in the case of a traded debt instrument or debt derivative) to a change in the level of interest rates or (in the case of an equity or equity derivative) to a broad equity- market movement unrelated to any specific attributes of individual securities.
Če so pozicije v listinjenju trgovalne knjige varovane s kreditnimi izvedenimi finančnimi instrumenti, se uporabljata člena 346 in 347 CRR.
The general treatment of specific instruments and netting procedures can be found in Articles 326 to 333 of CRR.
Za vse pozicije trgovalne knjige se uporablja le ena predloga, ne glede na dejstvo, ali institucija uporablja standardizirani pristop ali pristop na osnovi notranjih bonitetnih ocen za določanje uteži tveganja za vsako pozicijo v skladu s poglavjem 5 naslova II dela 3 CRR.
C 18.00 – MARKET RISK: STANDARDISED APPROACH FOR POSITION RISKS IN TRADED DEBT INSTRUMENTS (MKR SA TDI)
O kapitalskih zahtevah splošnega tveganja teh pozicij se poroča v predlogi MKR SA TDI ali MKR IM.
This template captures the positions and the related own funds requirements for position risks on traded debt instruments under the standardised approach (Articles 102 and 105 (1) of CRR).
Pozicije, ki prejmejo utež tveganja 1250 %, se lahko odbijejo od navadnega lastniškega temeljnega kapitala (glej 243(1)(b), 244(1)(b) in 258 CRR).
The different risks and methods available under the CRR are considered by rows.
V tem primeru je treba te pozicije sporočiti v vrstici 460 predloge CA1.
The specific risk associated with exposures included in MKR SA SEC and MKR SA CTP only has to be reported in the Total template of the MKR SA TDI.
Člen 102 in člen 105(1) CRR v povezavi s členom 337 CRR (pozicije v listinjenju).
The own funds requirements reported in those templates shall be transferred to cell 325;060 (securitisations) and 330;060 (CTP) respectively..
030–040
The template has to be filled out separately for the ‘Total’, plus a pre-defined list of following currencies: EUR, ALL, BGN, CZK, DKK, EGP, GBP, HRK, HUF, ISK, JPY, MKD, NOK, PLN, RON, RUB, RSD, SEK, CHF, TRY, UAH, USD and one residual template for all other currencies.
(–) POZICIJE, ODBITE OD KAPITALA (DOLGE IN KRATKE)
010 - 020
Člen 258 CRR.
ALL POSITIONS (LONG AND SHORT)
070–520
Articles 102 and 105 (1) of CRR.
RAZČLENITEV NETO POZICIJ GLEDE NA UTEŽI TVEGANJA
These are gross positions not netted by instruments but excluding underwriting positions subscribed or sub-underwritten by third parties (Article 345 second sentence of CRR).
Člen 251 (razpredelnica 1) in člen 261(1) (razpredelnica 4) CRR.
Regarding the distinction between Long and Short positions, also applicable to these gross positions, see Article 328(2) of CRR.
Razčlenitev je treba izvesti ločeno za dolge in kratke pozicije.
030 – 040
230–240 in 460–470
NET POSITIONS (LONG AND SHORT)
250–260 in 480–490
Articles 327 to 329 and 334 of CRR.
Člen 337(2) CRR v povezavi s členom 262 CRR.
Regarding the distinction between Long and Short positions see Article 328(2) of CRR.
Ti stolpci se izpolnijo, kadar institucija uporablja alternativni pristop nadzorniške formule (SFA), ki določa kapitalske zahteve kot funkcijo značilnosti skupine zavarovanj in pogodbenih lastnosti tranše.
Those net positions that, according to the different approaches considered in Part 3 Title IV Chapter 2 of CRR, receive a capital charge.
270 in 500
The capital charge for any relevant position according to Part 3 Title IV Chapter 2 of CRR.
VPOGLED
Article 92(4) lit. b of CRR.
Standardizirani pristop: člena 253 in 254 ter člen 256(5) CRR.
Result of the multiplication of the own funds requirements by 12.5.
Pristop IRB: člen 263(2) in (3) CRR.
010 – 350
Predčasna odplačila so opisana v členih 265(1) in 256(5) CRR.
Positions in traded debt instruments in Trading Book and their correspondent own funds requirements for position risk according to Article 92(3) point (b) (i) CRR and Part 3 Title IV Chapter 2 of CRR are reported depending on risk category, maturity and approach used.
280–290 / 510–520
GENERAL RISK.
Drugi stavek člena 109(1) ter člen 259(3) in (4) CRR.
Derivatives included in the calculation of interest rate risk of trading book positions taking into account Articles 328 to 331, if applicable.
Ti stolpci se izpolnijo, kadar institucija uporablja pristop notranjega ocenjevanja za določanje kapitalskih zahtev za okvirne likvidnostne kredite in kreditne izboljšave, ki jih banke (vključno z bankami tretjih oseb) zagotavljajo posebej ustanovljenim subjektom, ki izdajajo komercialne zapise s premoženjskim kritjem (ABCP).
Instruments other than derivatives included in the calculation of interest rate risk of trading book positions.
Pristop notranjega ocenjevanja (IAA), ki temelji na metodologijah ECAI, se uporablja le za izpostavljenosti do posebej ustanovljenih subjektov, ki izdajajo komercialne zapise s premoženjskim kritjem, katerih notranja bonitetna ocena je ob nastanku enakovredna naložbenemu razredu.
Positions in traded debt instruments subject to the maturity-based approach according to Article 339(1) to (8) of CRR and the correspondent own funds requirements set up in Article 339(9) of CRR.
Člen 337(3) CRR v povezavi s členom 407 CRR.
The position shall be split by zones 1, 2 and 3 and these by the maturity of the instruments.
Člen 14(2) CRR.
210 - 240
550–570
DURATION BASED APPROACH
PRED UVEDBO OMEJITVE – TEHTANE NETO DOLGE/KRATKE POZICIJE IN VSOTA TEHTANIH NETO DOLGIH IN KRATKIH POZICIJ
Positions in traded debt instruments subject to the duration-based approach according to Article 340(1) to (6) of CRR and the correspondent own funds requirements set up in Article 340(7) of CRR.
Člen 337 CRR, pri čemer se ne upošteva diskrecijska pravica iz člena 335 CRR, ki instituciji omogoča omejitev produkta uteži in neto pozicije na raven največje možne izgube, povezane s tveganjem neplačila.
The position shall be split by zones 1, 2 and 3.
580–600
SPECIFIC RISK
PO UVEDBI OMEJITVE – TEHTANE NETO DOLGE/KRATKE POZICIJE IN VSOTA TEHTANIH NETO DOLGIH IN KRATKIH POZICIJ
Sum of amounts reported in rows 251, 325 and 330.
Člen 337 CRR ob upoštevanju diskrecijske pravice iz člena 335 CRR.
Positions in traded debt instruments subject to the specific risk capital charge and their correspondent capital charge according to Article 92(3) lit. b and 335, 336 (1) to (3), 337 and 338 of CRR.
SKUPNE KAPITALSKE ZAHTEVE
Be also aware of last sentence in Article 327(1) of CRR.
V skladu s členom 337(4) CRR institucija v prehodnem obdobju, ki se konča 31. decembra 2014, ločeno sešteje svoje tehtane neto dolge pozicije (stolpec 580) in svoje tehtane neto kratke pozicije (stolpec 590).
251 - 321
Višji od obeh seštevkov (po omejitvi) tvori kapitalsko zahtevo.
Sum of the amounts reported in rows 260 to 321.
Od leta 2015 institucija v skladu s členom 337(4) CRR sešteje svoje tehtane neto pozicije, ne glede na to, ali so dolge ali kratke (stolpec 600), za izračun kapitalskih zahtev.
The own funds requirement of the n-th to default credit derivatives which are not rated externally has to be computed by summing up the risk weights of the reference entities (Article 332(1) point (e) para 1 and 2 CRR – ‘look-through’).
Skupni znesek neporavnanih listinjenj (v trgovalni knjigi), ki ga sporoči institucija v vlogi originatorja in/ali investitorja in/ali sponzorja.
N-th-to-default credit derivatives which are rated externally (Article 332(1) point (e) para 3 CRR) shall be reported separately in line 321.
040, 070 in 100
Reporting of positions subject to Article 336(3) CRR:
LISTINJENJA
There is a special treatment for bonds which qualify for a 10 % risk weight in the banking book according to Article 129(3) CRR (covered bonds).
Člen 4(61) in (62) CRR.
The specific own funds requirements is half of the percentage of the second category of table 1 of Article 336 CRR.
020,050, 080 in 110
Those positions have to be assigned to rows 280-300 according to the residual term to final maturity.
RELISTINJENJA
If the general risk of interest rate positions is hedged by a credit derivative, Articles 346 and 347 shall be applied.
Člen 4(63) CRR.
Total own funds requirements reported in column 610 of template MKR SA SEC.
Člen 4(13) CRR.
It shall only be reported on Total level of the MKR SA TDI.
INVESTITOR
Total own funds requirements reported in column 450 of template MKR SA CTP.
Kreditna institucija, ki ima pozicijo v listinjenju v poslu listinjenja, pri katerem ni originator ali sponzor.
350 - 390
SPONZOR
ADDITIONAL REQUIREMENTS FOR OPTIONS (NON-DELTA RISKS)
Člen 4(14) CRR.
Article 329(3) of CRR.
Če sponzor listini tudi lastna sredstva, v vrsticah originatorja navede informacije glede lastnih listinjenih sredstev.
The additional requirements for options related to non-delta risks shall be reported in the method used for its calculation.
RAZČLENITEV SKUPNE VSOTE TEHTANIH NETO DOLGIH IN NETO KRATKIH POZICIJ GLEDE NA OSNOVNO VRSTO
C 19.00 — MARKET RISK: STANDARDISED APPROACH FOR SPECIFIC RISK IN SECURITISATIONS (MKR SA SEC)
Zadnji stavek člena 337(4) CRR.
This template requests information on positions (all/net and long/short) and the related own funds requirements for the specific risk component of position risk in securitisations/re-securitisations held in the trading book (not eligible for correlation trading portfolio) under the standardised approach.
Pri razčlenitvi osnovnih sredstev se upošteva razvrstitev, ki se uporablja v predlogi SEC Details (stolpec „Vrsta“):
The MKR SA SEC template determines the own funds requirement only for the specific risk of securitisation positions according to Articles 335 in connection with 337 CRR.
1 – Hipoteke na stanovanjske nepremičnine,
If securitisation positions of the trading book are hedged by credit derivatives, Articles 346 and 347 CRR apply.
2 – Hipoteke na poslovne nepremičnine,
There is only one template for all 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.
3 – Terjatve iz naslova poslovanja s kreditnimi karticami,
The reporting of the own funds requirements of the general risk of these positions is conducted in the MKR SA TDI or the MKR IM template.
4 – Zakup,
Positions which receive a risk weight of 1,250 % can alternatively be deducted from CET1 (see 243(1) point (b), 244(1) point (b) and 258 of CRR).
5 – Posojila podjetjem ali MSP (obravnavana kot podjetja),
If this is the case, those positions have to be reported in row 460 of CA1.
6 – Potrošniška posojila,
Articles 102 and 105 (1) of CRR in connection with Article 337 of CRR (securitisation positions).
7 – Terjatve do kupcev,
030 - 040
8 – Druga sredstva,
(-) POSITIONS DEDUCTED FROM OWN FUNDS (LONG AND SHORT)
9 – Krite obveznice,
Article 258 of CRR.
10 – Druge obveznosti.
070 - 520
Pri vsakem listinjenju institucija obravnava najpomembnejšo vrsto, če je skupina sestavljena iz različnih vrst sredstev.
BREAKDOWN OF THE NET POSITIONS ACCORDING TO RISK WEIGHTS
V tej predlogi se navedejo informacije o pozicijah CTP (vključno z listinjenji, kreditnimi izvedenimi finančnimi instrumenti na podlagi n-tega neplačila in drugimi pozicijami CTP, vključenimi v skladu s členom 338(3)) in ustreznih kapitalskih zahtevah v okviru standardiziranega pristopa.
Articles 251 (Table 1) and 261 (1) (Table 4) of CRR.
Predloga MKR SA CTP določa kapitalske zahteve le za posebno tveganje pozicij, dodeljenih trgovalnemu portfelju s korelacijo v skladu s členom 335 v povezavi s členom 338(2) in (3) CRR.
The breakdown has to be done separately for long and short positions.
Če so pozicije CTP trgovalne knjige varovane s kreditnimi izvedenimi finančnimi instrumenti, se uporabljata člena 346 in 347 CRR.
230-240 and 460-470
Za vse pozicije CTP trgovalne knjige se uporablja le ena predloga, ne glede na dejstvo, ali institucija uporablja standardizirani pristop ali pristop na osnovi notranjih bonitetnih ocen za določanje uteži tveganja za vsako pozicijo v skladu s poglavjem 5 naslova II dela 3 CRR.