natgillin/translations-raw huggingface dataset:
that the institution takes into account the nature, complexity and idiosyncrasies of its business activities and the operational risks which it is exposed to, where grouping together risks sharing common factors and defining the operational risk categories of an AMA;
da institucija pri združevanju tveganj s skupnimi dejavniki in opredeljevanju kategorij operativnega tveganja pristopa AMA upošteva naravo, zapletenost in posebnosti svojih poslovnih dejavnosti in operativnih tveganj, ki jim je izpostavljena;
that the institution justifies its choice of level of granularity of its operational risk categories on the basis of qualitative and quantitative means, and that it classifies operational risk categories based on homogeneous, independent and stationary data;
da institucija utemelji svojo izbiro stopnje razdrobljenosti kategorij operativnega tveganja na podlagi kvalitativnih in kvantitativnih sredstev ter da razvršča kategorije operativnega tveganja na podlagi enotnih, neodvisnih in nespremenljivih podatkov;
that the institution's choice of level of granularity of its operational risk categories is realistic and does not adversely impact the conservatism of the model outcome or of its parts;
da je stopnja razdrobljenosti kategorij operativnega tveganja, ki jo izbere institucija, realistična in ne vpliva negativno na konservativnost rezultata modela ali njegovih delov;
that the institution reviews the choice of level of granularity of its operational risk categories on a regular basis with the view to ensuring that it remains appropriate.
da institucija redno preverja svojo izbiro stopnje razdrobljenosti kategorij operativnega tveganja za zagotovitev, da se ohranja njena ustreznost.
Identification of the loss distributions
Opredelitev porazdelitev izgube
For the purposes of assessing that an institution has an appropriate process for the identification of frequency and severity of the distributions of loss, as referred to in point (d) of Article 28, competent authorities shall confirm at least the following:
Da bi pristojni organi ocenili, ali institucija uporablja ustrezen postopek za opredelitev pogostosti in resnosti porazdelitev izgube iz točke (d) člena 28, potrdijo vsaj naslednje:
that the institution follows a well specified, documented and traceable process for the selection, update and review of loss distributions and the estimate of their parameters;
da institucija uporablja dobro opredeljen, dokumentiran in sledljiv postopek za izbiro, posodabljanje in pregledovanje porazdelitev izgube ter oceno njihovih parametrov;
that the process for the selection of the loss distributions results in consistent and clear choices by the institution, properly captures the risk profile in the tail and includes at least the following elements:
da postopek za izbiro porazdelitev izgube zagotavlja dosledne in jasne izbire institucije, ustrezno zajema profil tveganosti na repu porazdelitve ter vključuje vsaj naslednje elemente:
a process of using statistical tools, including graphs, measures of centre, variation, skewness and leptokurtosis to investigate the calculation data set for each operational risk category with the view to better understand the statistical profile of the data and selecting the most suitable distribution;
postopek uporabe statističnih orodij, vključno z grafi ter merami sredine, variabilnosti, asimetrije in leptokurtičnosti, za preiskavo podatkovnega niza za izračun za vsako kategorijo operativnega tveganja z namenom boljšega razumevanja statističnega profila podatkov in izbire najprimernejše porazdelitve;
appropriate techniques for the estimation of the distribution parameters;
ustrezne tehnike za oceno parametrov porazdelitve;
appropriate diagnostic tools for evaluating the distributions to the data, giving preference to those most sensitive to the tail;
ustrezna diagnostična orodja za vrednotenje porazdelitev po podatkih z dajanjem prednosti tistim, ki so najbolj občutljiva na rep porazdelitve;
that, in the course of selecting a loss distribution, the institution carefully considers the positive skewness and leptokurtosis of the data;
da institucija pri izbiri porazdelitve izgube podrobno prouči pozitivno asimetrijo in leptokurtičnost podatkov;
that, where the data are much dispersed in the tail, empirical curves are not used to estimate the tail region, but that instead sub-exponential distributions whose tail decays slower than the exponential distributions are used, unless exceptional reasons exist to apply other functions, which are in any case properly addressed and fully justified to prevent undue reduction of AMA own funds requirements;
da se takrat, kadar so podatki močno razpršeni na repu porazdelitve, za oceno območja repa porazdelitve ne uporabljajo empirične krivulje, ampak subeksponentne porazdelitve, katerih rep razpada počasneje kot pri eksponentnih porazdelitvah, razen če obstajajo izjemni razlogi za uporabo drugih funkcij, ki se v vsakem primeru ustrezno obravnavajo in v celoti utemeljijo, da se prepreči neupravičeno zmanjšanje kapitalskih zahtev v okviru pristopa AMA;
that, where separate loss distributions are used for the body and for the tail, the institution carefully considers the choice of the body-tail modelling threshold;
da institucija v primeru ločenih porazdelitev izgube za telo in rep podrobno prouči izbiro praga med glavnim delom in repom porazdelitve pri modeliranju;
that documented statistical support, supplemented as appropriate by qualitative elements, is provided for the selected body-tail modelling threshold;
da je za izbrani prag med glavnim delom in repom porazdelitve pri modeliranju zagotovljena statistična podpora, ki je po potrebi dopolnjena s kvalitativnimi elementi;
that, in the course of estimating the parameters of the distribution, the institution either reflects the incompleteness of the calculation data set due to the presence of minimum modelling thresholds in the model or that it justifies the use of an incomplete calculation data set on the basis that it does not adversely impact the accuracy of the parameter estimates and AMA own funds requirements;
da institucija pri ocenjevanju parametrov porazdelitve bodisi upošteva nepopolnost podatkovnega niza za izračun zaradi obstoja minimalnih pragov modeliranja v modelu bodisi utemeljuje uporabo nepopolnega podatkovnega niza za izračun s tem, da ne vpliva negativno na točnost ocen parametrov in kapitalskih zahtev v okviru pristopa AMA;
that the institution has in place methodologies to reduce the variability of estimates of parameters and provides measures of the error around these estimates including confidence intervals and p-values;
da ima institucija vzpostavljene metodologije za zmanjšanje variabilnosti ocen parametrov in zagotavlja meritve napak pri teh ocenah, vključno z intervali zaupanja in p-vrednostmi;
that, where the institution adopts robust estimators in the form of generalisations of classical estimators, with good statistical properties including high efficiency and low bias for a whole neighbourhood of the unknown underlying distribution of the data, it can demonstrate that their use does not underestimate the risk in the tail of the loss distribution;
da lahko institucija, kadar sprejme zanesljive cenilke v obliki posplošitev klasičnih cenilk z dobrimi statističnimi lastnostmi, vključno z visoko učinkovitostjo in nizko stopnjo pristranskosti za celotno sosednje območje neznane osnovne porazdelitve podatkov, dokaže, da se z njihovo uporabo ne podcenjuje tveganja na repu porazdelitve izgube;
that the institution assesses the goodness-of-fit between the data and the selected distribution by using diagnostic tools of both a graphical and a quantitative nature, which are more sensitive to the tail than to the body of the data, especially where the data are very dispersed in the tail;
da institucija oceni prileganje med podatki in izbrano porazdelitvijo z uporabo grafičnih in kvantitativnih diagnostičnih orodij, ki so bolj občutljiva na rep kot na glavni del porazdelitve podatkov, zlasti kadar so podatki na repu zelo razpršeni;
that, where appropriate, including where the diagnostic tools do not lead to a clear choice for the best-fitting distribution or to mitigate the effect of the sample size and the number of estimated parameters in the goodness-of-fit tests, the institution uses evaluation methods that compare the relative performance of the loss distributions, including the Likelihood Ratio, the Akaike Information Criterion, and the Schwarz Bayesian Criterion;
da institucija, kadar je to ustrezno, tudi kadar diagnostična orodja ne privedejo do jasne izbire glede najprimernejše porazdelitve ali za ublažitev učinka velikosti vzorca in števila ocenjenih parametrov pri preizkusih prileganja, uporablja metode vrednotenja, s katerimi primerja relativno učinkovitost porazdelitev izgube, vključno z verjetnostnim razmerjem, Akaikejevim informacijskim kriterijem in Schwarz-Bayesovim kriterijem;
that the institution has a regular cycle for controlling assumptions underlying the selected loss distributions, and that where assumptions are invalidated, including where they generate values outside established ranges, the institution has tested alternative methods and that it has properly classified any changes made to the assumptions, in accordance with Commission Delegated Regulation (EU) No 529/2014.
da ima institucija vzpostavljen redni cikel za preverjanje predpostavk, na katerih temeljijo izbrane porazdelitve izgube, in da je v primeru razveljavitve predpostavk, tudi kadar dajejo vrednosti zunaj določenih razponov, preizkusila alternativne metode ter ustrezno razvrstila morebitne spremembe predpostavk v skladu z Delegirano uredbo Komisije (EU) št. 529/2014.
Determination of aggregated loss distributions and risk measures
Določitev porazdelitev skupne izgube in mer tveganja
For the purposes of assessing that an institution determines the aggregated loss distributions and risk measures in an appropriate manner, as referred to in point (e) of Article 28, competent authorities shall confirm at least the following:
Da bi pristojni organi ocenili, ali institucija ustrezno določa porazdelitve skupne izgube in mere tveganja iz točke (e) člena 28, potrdijo vsaj naslednje:
that the techniques elaborated by the institution for that purpose ensure appropriate levels of precision and stability of the risk measures;
da tehnike, ki jih je institucija izpopolnila za ta namen, zagotavljajo ustrezno stopnjo natančnosti in stabilnosti mer tveganja;
that the risk measures are supplemented with information on their level of accuracy;
da so mere tveganja dopolnjene z informacijami o njihovi stopnji natančnosti;
that, irrespective of the techniques used to aggregate frequency and severity loss distributions, including Monte Carlo simulations, Fourier Transform-related methods, Panjer algorithm and Single Loss Approximations, the institution adopts criteria that mitigate sample and numerical related errors and provides a measure of the magnitude of these errors;
da institucija ne glede na tehnike, ki se uporabljajo za združevanje porazdelitev izgube glede na pogostost in resnost, vključno s simulacijami Monte Carlo, metodami, povezanimi s Fourierjevo transformacijo, Panjerjevim algoritmom in približki posamezne izgube, uporablja merila, ki zmanjšujejo napake, povezane z vzorcem in številom, ter zagotavlja merjenje obsega teh napak;
that, where Monte Carlo simulations are used, the number of steps to be performed is consistent with the shape of the distributions and with the confidence level to be achieved;
da je pri uporabi simulacij Monte Carlo število korakov, ki jih je treba izvesti, skladno z obliko porazdelitev in stopnjo zaupanja, ki jo je treba doseči;
that, where the distribution of losses is heavy-tailed and measured at a high confidence level, the number of steps is sufficiently large to reduce sampling variability to an acceptable level;
da pri porazdelitvi izgub s težkim repom, ki se meri pri visoki stopnji zaupanja, število korakov zadošča za zmanjšanje variabilnosti vzorčenja na sprejemljivo raven;
that, where Fourier Transform or other numerical methods are used, algorithm stability and error propagation issues are carefully considered;
da se pri uporabi Fourierjeve transformacije ali drugih numeričnih metod podrobno proučijo stabilnost algoritma in vprašanja propagacije napak;
that the institution's risk measure generated by the operational risk measurement system fulfils the monotonic principle of risk, which can be seen in the generation of higher own fund requirements where the underlying risk profile increases and in the generation of lower own funds requirements where the underlying risk profile decreases;
da mera tveganja institucije, ustvarjena s sistemom merjenja operativnega tveganja, izpolnjuje monotono načelo tveganja, ki se izrazi z določitvijo višjih kapitalskih zahtev, če se osnovni profil tveganosti povečuje, in nižjih kapitalskih zahtev, če se osnovni profil tveganosti zmanjšuje;
that the institution's risk measure generated by the operational risk measurement system is realistic from a managerial and economical perspective, and more that the institution applies appropriate techniques to avoid capping the maximum single loss, unless it provides a clear objective rationale for the existence of an upper bound, and to avoid implying the non-existence of the first statistical moment of the distribution;
da je mera tveganja institucije, ustvarjena s sistemom merjenja operativnega tveganja, realistična z upravljavskega in ekonomskega vidika ter da institucija uporablja ustrezne tehnike za preprečevanje omejevanja največje posamezne izgube navzgor, razen če zagotovi jasno objektivno utemeljitev obstoja zgornje meje, in za preprečevanje kazanja na neobstoj prvega statističnega momenta porazdelitve;
that the institution explicitly evaluates the robustness of the outcome of the operational risk measurement system by performing appropriate sensitivity analysis on the input data or its parameters.
da institucija izrecno ovrednoti stabilnost rezultata sistema merjenja operativnega tveganja z izvedbo ustrezne analize občutljivosti vhodnih podatkov ali njihovih parametrov.
Expected loss and Correlation
Pričakovana izguba in korelacija
Expected losses
Pričakovane izgube
Competent authorities shall assess an institution's standards relating to expected losses, as referred to in point (a) of Article 322(2) of Regulation (EU) No 575/2013, by confirming that where the institution calculates the AMA own funds requirements only in relation to unexpected losses, it complies with at least the following requirements:
Pristojni organi ocenijo standarde institucije v zvezi s pričakovanimi izgubami iz točke (a) člena 322(2) Uredbe (EU) št. 575/2013, tako, da potrdijo, da institucija v primeru, če izračuna kapitalske zahteve v okviru pristopa AMA samo v zvezi z nepričakovanimi izgubami, izpolnjuje vsaj naslednje zahteve:
that the institution's methodology for the estimate of expected losses is consistent with the operational risk measurement system for the estimate of the AMA own funds requirements that comprises both expected losses and unexpected losses, and that the expected loss estimation process is done by operational risk category and is consistent over time;
da je metodologija institucije za oceno pričakovanih izgub skladna s sistemom merjenja operativnega tveganja za oceno kapitalskih zahtev v okviru pristopa AMA, ki vključuje tako pričakovane izgube kakor tudi nepričakovane izgube, ter da se proces ocenjevanja pričakovanih izgub izvaja po kategorijah operativnega tveganja in je ves čas dosleden;
that the institution defines the expected loss using statistics that are less influenced by extreme losses, including median and trimmed mean, especially in the case of medium- or heavy-tailed data;
da institucija opredeljuje pričakovano izgubo z uporabo statističnih podatkov, na katere velike izgube manj vplivajo, vključno z mediano in modificirano aritmetično sredino, zlasti v primeru podatkov s srednjim ali težkim repom;
that the maximum offset for expected loss applied by the institution is bound by the total expected loss and that the maximum offset for expected loss in each operational risk category is bound by the relevant expected loss calculated according to the institution's operational risk measurement system applied to that category;
da je največja izravnava za pričakovano izgubo, ki jo uporabi institucija, omejena s skupno pričakovano izgubo in da je največja izravnava za pričakovano izgubo v posamezni kategoriji operativnega tveganja omejena z ustrezno pričakovano izgubo, izračunano v skladu s sistemom merjenja operativnega tveganja, ki se uporablja za zadevno kategorijo;
that the offsets the institution allows for expected loss in each operational risk category are capital substitutes or that they are otherwise available to cover expected loss with a high degree of certainty over the one-year period;
da so izravnave, ki jih institucija dovoljuje za pričakovano izgubo v posamezni kategoriji operativnega tveganja, nadomestki za kapital ali da so sicer na voljo za kritje pričakovane izgube z višjo stopnjo gotovosti v obdobju enega leta;
that where the offset is something other than provisions, the institution limits the availability of the offset to those operations with highly predictable, stable and routine losses;
da institucija v primeru, če izravnava niso rezervacije, omeji razpoložljivost izravnave na operacije z zelo predvidljivimi, stabilnimi in običajnimi izgubami;
that the institution does not use specific reserves for exceptional operational risk loss events that have already occurred as expected loss offsets;
da institucija ne uporablja posebnih rezerv za izjemne škodne dogodke zaradi operativnega tveganja, ki so se že zgodili, kot izravnav za pričakovano izgubo;
that the institution clearly documents how its expected loss is measured and captured, including how any expected loss offsets meet the conditions outlined in points from (a) to (f).
da institucija jasno dokumentira, kako se meri in zajema njena pričakovana izguba, vključno s tem, kako morebitne izravnave za pričakovano izgubo izpolnjujejo pogoje iz točk (a) do (f).
Competent authorities shall assess an institution's standards relating to correlation, as referred to in point (d) of Article 322(2) of Regulation (EU) No 575/2013, by confirming that where the institution calculates the AMA own funds requirements by recognising less than full correlation across individual operational risk estimates, it complies with at least the following requirements:
Pristojni organi ocenijo standarde institucije v zvezi s korelacijo iz točke (d) člena 322(2) Uredbe (EU) št. 575/2013, tako, da potrdijo, da institucija, kadar kapitalske zahteve v okviru pristopa AMA izračunava tako, da ne pripozna celotne korelacije v posameznih ocenah operativnega tveganja, izpolnjuje vsaj naslednje zahteve:
that the institution carefully considers any form of linear or non-linear dependence, relating to all the data, either to the body or to the tail, across two or more operational risk categories or within an operational risk category;
da institucija podrobno prouči vse oblike linearne ali nelinearne odvisnosti v zvezi z vsemi podatki, bodisi za glavni del bodisi za rep porazdelitve, med dvema ali več kategorijami operativnega tveganja ali v posamezni kategoriji operativnega tveganja;
that the institution supports its correlation assumptions, to the greatest extent possible, on an appropriate combination of empirical data analysis and expert judgement;
da institucija v največjem možnem obsegu podpre svoje predpostavke o korelaciji z ustrezno kombinacijo analize empiričnih podatkov in strokovne presoje;
that losses within each operational risk category are independent of each other;
da so izgube v posamezni kategoriji operativnega tveganja neodvisne druga od druge;
that where the condition of point (c) is not met, dependent losses are aggregated together;
da se v primeru, če pogoj iz točke (c) ni izpolnjen, odvisne izgube združijo;
that, only where neither of the conditions of points (c) or (d) can be met, dependence within the operational risk categories is appropriately modelled;
da se samo v primeru, kadar ni mogoče izpolniti nobenega od pogojev iz točke (c) ali (d), odvisnost v kategorijah operativnega tveganja ustrezno modelira;
that the institution carefully considers dependence between tail events;
da institucija podrobno prouči odvisnost med dogodki v repu porazdelitve;
that the institution does not base the dependence structure on Gaussian or Normal-like distributions;
da institucija ne utemeljuje strukture odvisnosti na Gaussovi ali normalni porazdelitvi;
that all assumptions regarding dependence used by the institution are conservative given the uncertainties relating to dependence modelling for operational risk, and that the degree of conservatism used by the institution increases as the rigour of the dependence assumptions and the reliability of the resulting own funds requirements decrease;
da so vse predpostavke v zvezi z odvisnostjo, ki jih uporablja institucija, konservativne glede na negotovosti v zvezi z modeliranjem odvisnosti za operativno tveganje in da se stopnja konservativnosti, ki jo uporablja institucija, povečuje z zmanjševanjem strogosti predpostavk o odvisnosti in zanesljivosti izračunanih kapitalskih zahtev;
that the institution properly justifies the dependence assumptions it uses and that it regularly performs sensitivity analyses with the view to assessing the effect of the dependence assumptions on its AMA own funds requirements.
da institucija ustrezno utemelji predpostavke o odvisnosti, ki jih uporablja, in da redno izvaja analize občutljivosti, da bi ocenila vpliv predpostavk o odvisnosti na kapitalske zahteve v okviru pristopa AMA.
Capital allocation mechanism
Mehanizem razporejanja kapitala
Consistency of the operational risk measurement system
Doslednost sistema merjenja operativnega tveganja
Competent authorities shall assess an institution's standards relating to the internal consistency of the operational risk measurement system, as referred to in point (e) of Article 322(2) of Regulation (EU) No 575/2013, by confirming at least the following:
Pristojni organi ocenijo standarde institucije v zvezi z notranjo doslednostjo sistema merjenja operativnega tveganja iz točke (e) člena 322(2) Uredbe (EU) št. 575/2013, tako, da potrdijo vsaj naslednje:
that the institution's capital allocation mechanism is consistent with the institution's risk profile and with the overall design of the operational risk measurement system;
da je mehanizem institucije za razporejanje kapitala skladen s profilom tveganosti institucije in splošno zasnovo sistema merjenja operativnega tveganja;
that allocation of the AMA own funds requirements takes into account potential internal differences in risk and quality of operational risk management and internal control between the parts of the group to which the AMA own funds requirements are allocated;
da se pri dodeljevanju kapitalskih zahtev v okviru pristopa AMA upoštevajo morebitne notranje razlike v tveganju in kakovosti upravljanja operativnega tveganja ter notranjih kontrolah med deli skupine, ki so jim dodeljene kapitalske zahteve v okviru pristopa AMA;
that there is no observable current or foreseen practical or legal impediment to the prompt transfer of own funds or repayment of liabilities;
da ni ugotovljenih obstoječih ali predvidenih praktičnih ali pravnih ovir za takojšnji prenos kapitala ali poravnavo obveznosti;
that the allocation of the AMA own funds requirements from the consolidated group level downwards to the parts of the group involved in the operational risk measurement system relies on sound and to, the maximum extent, risk sensitive methodologies.
da prenos kapitalskih zahtev v okviru pristopa AMA z ravni konsolidirane skupine na dele skupine, vključene v sistem merjenja operativnega tveganja, temelji na zanesljivih metodologijah, ki so v največji možni meri občutljive na tveganje.
INSURANCE AND OTHER RISK TRANSFER MECHANISMS
ZAVAROVANJE IN DRUGE OBLIKE PRENOSA TVEGANJA