natgillin/translations-raw huggingface dataset:
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).
Institucije poročajo informacije o pozicijah v vsaki valuti (vključena valuta poročanja) in ustreznih kapitalskih zahtevah za valuto, obravnavanih v okviru standardiziranega pristopa.
N-th to default credit derivatives shall always be reported in line 110.
Pozicija se izračuna za vsako valuto (vključno z eurom), zlato in pozicije v KNP.
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.
Vrstice 100 do 480 te predloge se poročajo tudi, če institucijam ni treba izračunati kapitalskih zahtev za valutno tveganje v skladu s členom 351 CRR.
That is why they are assigned either under the sub-heading ‘securitisation’ or ‘n-th to default credit derivative’.
V teh pojasnjevalnih postavkah so vključene vse pozicije v valuti poročanja, ne glede na obseg, v katerem se upoštevajo za namene člena 354 CRR.
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.
Vrstice 130 do 480 pojasnjevalnih postavk predloge se izpolnijo ločeno za vse valute držav članic Evropske unije in naslednje valute: USD, CHF, JPY, RUB, TRY, AUD, CAD, RSD, ALL, UAH, MKD, EGP, ARS, BRL, MXN, HKD, ICK, TWD, NZD, NOK, SGD, KRW, CNY in vse druge valute.
070-400
Bruto pozicije zaradi sredstev, zneskov, ki se prejmejo, in podobnih postavk iz člena 352(1) CRR.
BREAKDOWN OF THE NET POSITIONS ACCORDING TO RISK WEIGHTS (SA AND IRB)
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.
160 and 330
Člen 352(3) in (4), prvi in drugi stavek, ter člen 353 CRR.
Other risk weights not explicitly mentioned in the previous columns.
Člen 352(4), tretji stavek, ter člena 353 in 354 CRR.
For n-th-to-default credit derivatives only those which are not externally rated.
POZICIJE, KI SO PREDMET KAPITALSKE ZAHTEVE (DOLGE IN KRATKE)
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.
Dolge in kratke neto pozicije za vsako valuto se izračunajo z odštetjem vsote kratkih pozicij od vsote dolgih pozicij.
170-180 and 360-370
Prištejejo se dolge neto pozicije za vsako dejavnost v valuti, da se dobi dolga neto pozicija v tej valuti.
190-200 and 340-350
Prištejejo se kratke neto pozicije za vsako dejavnost v valuti, da se dobi kratka neto pozicija v tej valuti.
220-230 and 390-400
Neizravnane pozicije v valutah, v katerih se ne poroča, 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.
Article 259(3) and (4) of CRR.
POZICIJE, KI SO PREDMET KAPITALSKE ZAHTEVE (IZRAVNANE)
410-420
Izravnane pozicije za tesno korelirane valute.
BEFORE CAP — WEIGHTED NET LONG/SHORT POSITIONS
KAPITALSKE ZAHTEVE ZA TVEGANJE (%)
Article 338 without taking into account the discretion of Article 335 of CRR.
Kot je opredeljeno v členih 351 in 354, kapitalske zahteve za tveganje v odstotku.
430-440
Kapitalske zahteve za katero koli zadevno pozicijo v skladu s poglavjem 3 naslova IV dela 3 uredbe o kapitalskih zahtevah.
AFTER CAP — WEIGHTED NET LONG/SHORT POSITIONS
Vse pozicije v valutah, v katerih se ne poroča, in tiste pozicije v valutah poročanja, ki se upoštevajo za namene člena 354 CRR, kot tudi njihove ustrezne kapitalske zahteve v skladu s členom 92(3)(c)(i) ter členom 352(2) in (4) CRR (za pretvorbo v valuto poročanja).
Article 338 taking into account the discretion of Article 335 of CRR.
TESNO KORELIRANE VALUTE
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).
Pozicije in njihove ustrezne kapitalske zahteve za valute iz člena 354 CRR.
Total amount of outstanding positions (held in the correlation trading portfolio) reported by the institution playing the role/s of originator, investor or sponsor.
Tesno korelirane valute od tega: valuta poročanja
050-070
Pozicije v valutah poročanja, ki prispevajo k izračunu kapitalskih zahtev v skladu s členom 354 CRR.
030, 060 and 090
VSE DRUGE VALUTE (vključno s pozicijami v KNP v tujih valutah, obravnavanimi kot druge valute)
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.
Pozicije in njihove ustrezne kapitalske zahteve za valute, ki so predmet splošnega postopka, iz člena 351 ter člena 352(2) in (4) 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’.
Poročanje o KNP, obravnavanih kot ločene valute, v skladu s členom 353 uredbe o kapitalskih zahtevah
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.
Na voljo sta dve različni obravnavi KNP, obravnavanih kot ločene valute za izračun kapitalskih zahtev:
The positions originator, investor and sponsor do not fit for n-th to default credit derivatives.
spremenjena zlata metoda, če smer naložbe KNP ni na voljo (ti KNP se dodajo skupni neto poziciji institucije v tuji valuti);
As a consequence, the breakdown as for securitisation positions cannot be provided for n-th to default credit derivatives.
če je smer naložbe KNP na voljo, se KNP dodajo skupni odprti poziciji v tuji valuti (dolga ali kratka, odvisno od smeri KNP).
040, 070, 100 and 120
Pri poročanju o KNP se v skladu s tem upošteva izračun kapitalskih zahtev.
The positions in:
ZLATO
Derivatives of securitisation exposures that provide a pro-rata share as well as positions hedging CTP positions;
050–090
CTP positions hedged by credit derivatives according to Article 346 CRR;
Člen 352(5) in (6) CRR.
Other positions that satisfy Article 338(3) of CRR; are included.
Razčlenitev skupnih pozicij (vključena valuta poročanja) glede na vrste izpostavljenosti
The template has to be filled out separately for the ‘Total’, plus a static, pre-defined list of following markets: 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, ki niso vključene v vrstico 110 ali 120, se vključijo v to vrstico.
For the purpose of this reporting requirement the term ‘market’ shall be read as ‘country’ (except for countries belonging to the Euro Area, see Commission Delegated Regulation (EU) No 525/2014).
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.
Articles 327, 329, 332, 341 and 345 of CRR.
Pozicije, vrednotene v skladu s členom 352 CRR.
The capital charge has to be calculated for each national market separately.
POJASNJEVALNE POSTAVKE: VALUTNE POZICIJE
Positions in stock-index futures according to the second sentence of Article 344(4) CRR shall not be included in this column.
Pojasnjevalne postavke predloge se izpolnijo ločeno za vse valute držav članic Evropske unije in naslednje valute: USD, CHF, JPY, RUB, TRY, AUD, CAD, RSD, ALL, UAH, MKD, EGP, ARS, BRL, MXN, HKD, ICK, TWD, NZD, NOK, SGD, KRW, CNY in vse druge valute.
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.
V tej predlogi se navedejo informacije o pozicijah v blagu in ustreznih kapitalskih zahtevah, obravnavanih v okviru standardiziranega pristopa.
GENERAL RISK
VSE POZICIJE (DOLGE IN KRATKE)
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.
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).
Both breakdowns (021/022 as well as 030/040) are a breakdown related to all positions subject to general risk.
Kot je opredeljeno v členu 357(3) CRR.
Rows 021 and 022 requests information on the breakdown according to instruments.
Neto pozicije, ki v skladu z različnimi pristopi iz poglavja 4 naslova IV dela 3 uredbe o kapitalskih zahtevah prejmejo kapitalsko zahtevo.
Only the breakdown in rows 030 and 040 is used as a basis for the calculation of own funds requirements.
Kapitalske zahteve za katero koli zadevno pozicijo v skladu s poglavjem 4 naslova IV dela 3 CRR.
Derivatives included in the calculation of equity risk of trading book positions taking into account Articles 329 and 332, if applicable.
Rezultat množenja kapitalskih zahtev z 12,5.
Instruments other than derivatives included in the calculation of equity risk of trading book positions.
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.
Exchange traded stock-index futures broadly diversified and subject to a particular approach
POZICIJE GLEDE NA KATEGORIJO BLAGA
Exchange traded stock-index futures broadly diversified and subject to a particular approach according to Article 344(1) and (4) of CRR.
Za namene poročanja se blago združi v štiri glavne skupine blaga iz razpredelnice 2 člena 361 CRR.
These positions are only subject to general risk and, accordingly, must not be reported in row (050).
PRISTOP LESTVICE ZAPADLOSTI
Other positions in equities subject to specific risk and the correspondent own funds requirements according to Article 343 and 344 (3) of CRR.
Pozicije v blagu, ki so predmet pristopa lestvice zapadlosti iz člena 359 CRR.
Positions in equities subject to specific risk and the correspondent own funds requirement according to Articles 342 and 344 (4) CRR.
RAZŠIRJENI PRISTOP LESTVICE ZAPADLOSTI
Article 329(2) and (3) of CRR.
Pozicije v blagu, ki so predmet razširjenega pristopa lestvice zapadlosti iz člena 361 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.
POENOSTAVLJENI PRISTOP
The position is calculated for each currency (including euro), gold, and positions to CIUs.
Pozicije v blagu, ki so predmet pristopa lestvice zapadlosti iz člena 360 CRR.
Rows 100 to 480 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.
Člen 358(4) uredbe o kapitalskih zahtevah.
In those memorandum items, all the positions in the reporting currency are included, irrespective of the extent to which they are considered for the purposes of Article 354 CRR.
Dodatne zahteve za opcije, povezane s tveganji, ki niso delta tveganja, se poročajo po metodi, ki se uporablja za njihov izračun.
Rows 130 to 480 of 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.
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.
Unmatched positions in non-reporting currencies 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.
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.
The capital charge for any relevant position according to Part 3 Title IV Chapter 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.
All positions in non-reporting currencies and those positions in the reporting currency that are considered for the purposes of Article 354 CRR as well as 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).
Povprečna vrednost 12-ih tednov
Positions and their correspondent own funds requirements for currencies referred to in Article 354 of CRR.
Zadnja vrednost
Currencies closely correlated: of which: reporting currency
Člen 364(2)(b)(i) v povezavi z oddelkom 4 poglavja 5 naslova IV dela 3 CRR.
Positions in the reporting currency which contribute to the calculation of the capital requirements according to Article 354 CRR
MINIMALNE KAPITALSKE ZAHTEVE
ALL OTHER CURRENCIES (including CIU's treated as different currencies)
Člen 364(3)(c) 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.
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.
POVPREČNA VREDNOST 12-IH TEDNOV IN ZADNJA VREDNOST
Reporting of CIU's treated as separate currencies according to Article 353 CRR:
Člen 364(3)(b).
There are two different treatments of CIU's treated as separate currencies for calculating the capital requirements:
Člen 364(3)(a).
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)
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.
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)
Število preseganj v zadnjih 250 delovnih dneh
The reporting of those CIU's follows the calculation of the capital requirements accordingly.
Člen 366 CRR.
GOLD
150–160
050 - 090
Multiplikacijski faktor VaR (mc) in multiplikacijski faktor SVaR (ms)
Article 352(5) and (6) of CRR.
Člen 366 CRR.
Breakdown of total positions (reporting currency included) by exposure types
170–180
Total positions shall be broken down according to derivatives, other assets and liabilities and off-balance sheet items.
PREDVIDENA ZAHTEVA ZA SPODNJI PRAG TRGOVALNEGA POTFELJA S KORELACIJO – TEHTANE NETO DOLGE/KRATKE POZICIJE PO UPORABI OMEJITVE
Positions not included in row 110 or 120 shall be included here.
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.
Items included in Annex I of CRR except those included as Securities Financing Transactions & Long Settlement Transactions or from Contractual Cross Product Netting.
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.
Positions valued according to Articles 352 CRR.
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.
MEMORANDUM ITEMS: CURRENCY POSITIONS
Zato so razčlenitve pojasnjevalne postavke.
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.
DOLŽNIŠKI INSTRUMENTI, S KATERIMI SE TRGUJE NA BORZI
This template request information on the positions in commodities and the corresponding own funds requirements treated under the standardised approach.
Ustreza delu pozicijskega tveganja iz člena 363(1) CRR v zvezi s faktorji obrestnega tveganja iz člena 367(2) CRR.
All POSITIONS (LONG AND SHORT)
TDI – SPLOŠNO TVEGANJE
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).
Splošno tveganje, opredeljeno v členu 362 CRR.
As defined in Article 357(3) of CRR.
TDI – POSEBNO TVEGANJE
Those net positions that, according to the different approaches considered in Part 3 Title IV Chapter 4 of CRR, receive a capital charge.
Posebno tveganje, opredeljeno v členu 362 CRR.
The capital charge for any relevant position according to Part 3 Title IV Chapter 4 of CRR.
LASTNIŠKI FINANČNI INSTRUMENTI
Result of the multiplication of the own funds requirements * 12.5.
Ustreza delu pozicijskega tveganja iz člena 363(1) CRR v zvezi s faktorji tveganja v lastniških finančnih instrumentih iz člena 367(2) 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.
LASTNIŠKI FINANČNI INSTRUMENTI – SPLOŠNO TVEGANJE
POSITIONS BY CATEGORY OF COMMODITY
LASTNIŠKI FINANČNI INSTRUMENTI – POSEBNO TVEGANJE
For reporting purposes commodities are grouped in the four main groups of commodities referred to in Table 2 of Article 361 CRR.
VALUTNO TVEGANJE
MATURITY LADDER APPROACH
Člena 363(1) in 367(2) CRR
Positions in commodities subject to the Maturity Ladder approach as referred to in Article 359 of CRR.
TVEGANJE SPREMEMBE CEN BLAGA
EXTENDED MATURITY LADDER APPROACH
SKUPNA VREDNOST SPLOŠNEGA TVEGANJA
Positions in commodities subject to the Extended Maturity Ladder approach as referred to in Article 361 of CRR
Tržno tveganje, ki ga povzročajo splošna tržna gibanja dolžniških instrumentov, s katerimi se trguje na borzi, lastniških finančnih instrumentov, valut in blaga.
SIMPLIFIED APPROACH
Tvegana vrednost za splošno tveganje vseh faktorjev tveganja (po potrebi ob upoštevanju učinkov korelacije).
Positions in commodities subject to the Simplified approach as referred to in Article 360 of CRR.
SKUPNA VREDNOST POSEBNEGA TVEGANJA
Article 358(4) of CRR.
Posebno tveganje dolžniških instrumentov, s katerimi se trguje na borzi, in lastniških finančnih instrumentov.
The additional requirements for options related to non-delta risks shall be reported in the method used for its calculation
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).
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 271 CRR v skladu s členom 382 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.
Skupna vrednost izpostavljenosti (EAD) vseh poslov, ki so predmet kapitalske zahteve za tveganje CVA.
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).
Od tega: izvedeni finančni instrumenti OTC
An institution can resign to report the decompositions mentioned above if it proves that a reporting of these figures would be unduly burdensome.
Člen 271 CRR v skladu s členom 382(1) CRR.
It means the maximum potential loss that would result from a price change with a given probability over a specified time horizon.
Del skupne izpostavljenosti kreditnemu tveganju nasprotne stranke samo zaradi izvedenih finančnih instrumentov OTC.
Multiplication factor (mc) x Average of previous 60 working days VaR (VaRavg)
Podatki se ne zahtevajo od institucij IMM, ki imajo izvedene finančne instrumente OTC in posle financiranja z vrednostnimi papirji v istem nizu pobotov.
Articles 364(1) point (a) (ii) and 365 (1) of CRR.
Od tega: POSEL FINANCIRANJA VREDNOSTNIH PAPIRJEV
Previous day VaR (VaRt-1)
Člen 271 CRR v skladu s členom 382(2) CRR.
Articles 364(1) point (a) (i) and 365 (1) of CRR.
Del skupne izpostavljenosti kreditnemu tveganju nasprotne stranke samo zaradi izvedenih finančnih instrumentov SFT (poslov financiranja z vrednostnimi papirji).
Stressed VaR
MULTIPLIKACIJSKI FAKTOR (mc) x POVPREČJE ZA VaR ZA PRETEKLIH 60 DELOVNIH DNI (VaRavg)
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.
Člen 383 CRR v skladu s členom 363(1)(d) CRR.
Multiplication factor (ms) x Average of previous 60 working days (SVaRavg)
Izračun tvegane vrednosti na podlagi notranjih modelov za tržno tveganje.
Articles 364(1) point (b) (ii) and 365 (1) of CRR.
VaR PREJŠNJEGA DNE (VaRt–1)
Latest available (SVaRt-1)
Glej navodila za stolpec 040.
Articles 364(1) point (b) (i) and 365 (1) of CRR.
ZADNJI RAZPOLOŽLJIVI SVaR (SVaRt-1)
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.
Člen 92(3)(d) CRR.
12 weeks average measure
Kapitalske zahteve za tveganje CVA, izračunano z izbrano metodo.
Article 364(2) point (b) (ii) in connection with Part Three Title IV Chapter 5 Section 4 of CRR.
Člen 92(4)(b) CRR.
Last Measure
Kapitalske zahteve, pomnožene z 12,5.
Article 364(2) point (b) (i) in connection with Part Three Title IV Chapter 5 Section 4 of CRR.
Člen 382 CRR.
Article 364(3) point (c) of CRR.
Število nasprotnih strank, vključenih v izračun kapitala za tveganje CVA.
= 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.
Nasprotne stranke so podskupina dolžnikov.
12 WEEKS AVERAGE MEASURE AND LAST MEASURE
Obstajajo le v primeru poslov z izvedenimi finančnimi instrumenti ali poslov financiranja z vrednostnimi papirji, pri čemer so preprosto druga pogodbenica.
Article 364(3) point (b).
Od tega: za določitev kreditnega razmika je bil uporabljen približek
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.
Računovodske rezervacije zaradi manjše kreditne sposobnosti nasprotnih strank pri izvedenih finančnih instrumentih.
Number of overshootings (during previous 250 working days)
Člen 386(1)(a) CRR.