natgillin/translations-raw huggingface dataset:
To ensure a smooth transition for institutions that already have permission to use the AMA or that have applied for a permission to use the AMA before the entry into force of this Regulation, it should be provided that competent authorities apply this Regulation in relation to the assessment of the AMA of these institutions only after a certain transitional period.
Za zagotovitev nemotenega prehoda institucij, ki že imajo dovoljenje za uporabo pristopa AMA ali ki so zaprosile za dovoljenje za uporabo pristopa AMA pred začetkom veljavnosti te uredbe, bi bilo treba določiti, da pristojni organi uporabljajo to uredbo v zvezi z ocenjevanjem pristopa AMA teh institucij šele po določenem prehodnem obdobju.
Given that the regular review of the AMA referred to in Article 101(1) of Directive 2013/36/EU is usually performed on an annual basis, that transitional period should be a year from the date of entry into force of this Regulation.
Glede na to, da se redni pregled pristopa AMA iz člena 101(1) Direktive 2013/36/EU običajno izvede vsako leto, bi moralo biti zadevno prehodno obdobje eno leto od datuma začetka veljavnosti te uredbe.
Institutions that use Gaussian or Normal-like distributions for recognising correlation within all or parts of their AMA should no longer use them in the context of their AMA as these assumptions would imply tail independence among operational risk categories, thus excluding the possibility of simultaneous occurrence of large losses of different types, an assumption which is neither prudent nor realistic.
Institucije, ki uporabljajo Gaussovo ali normalno porazdelitev za ugotavljanje korelacije v okviru celotnega ali delov svojega pristopa AMA, ju ne bi smele več uporabljati v okviru svojega pristopa AMA, saj bi te predpostavke predvidevale neodvisnost v repu porazdelitve med kategorijami operativnega tveganja in bi tako izključevale možnost sočasnega pojava raznovrstnih velikih izgub, tj. predpostavko, ki ni niti preudarna niti realna.
Enough time should therefore be granted for the smooth transition of these institutions to a new regime where more conservative assumptions, implying positive tail dependence, are introduced within the operational risk measurement system.
Zato bi bilo treba zagotoviti dovolj časa za nemoten prehod teh institucij na novo ureditev, s katero so v sistem za merjenje operativnega tveganja uvedene konservativnejše predpostavke, ki predvidevajo pozitivno odvisnost v repu porazdelitve.
Given that the implementation of these assumptions might require the modification of some key elements and the related procedures, of the AMA framework, it would be appropriate to provide two years for that transition.
Glede na to, da lahko uporaba teh predpostavk zahteva spremembo nekaterih ključnih elementov in povezanih postopkov okvira pristopa AMA, bi bilo za zadevni prehod ustrezno zagotoviti dveletno obdobje.
The European Banking Authority has conducted open public consultations on these draft regulatory technical standards, analysed the potential related costs and benefits and requested the opinion of the Banking Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1093/2010 of the European Parliament and of the Council,
Evropski bančni organ je izvedel odprta javna posvetovanja o teh osnutkih regulativnih tehničnih standardov, analiziral morebitne z njimi povezane stroške in koristi ter zaprosil za mnenje interesno skupino za bančništvo, ustanovljeno v skladu s členom 37 Uredbe (EU) št. 1093/2010 Evropskega parlamenta in Sveta –
Assessment of Advanced Measurement Approaches
Ocena naprednih pristopov za merjenje
The assessment under which the competent authorities permit an institution to use Advanced Measurement Approaches (AMA) shall confirm that:
Ocena, na podlagi katere pristojni organi instituciji dovolijo uporabo naprednih pristopov za merjenje (v nadaljnjem besedilu: pristop AMA), potrjuje, da:
the elements in Articles 3 to 6 are fulfilled;
so izpolnjeni elementi iz členov 3 do 6;
Chapters 2 and 3 are fulfilled;
so izpolnjeni pogoji iz poglavij 2 in 3;
Chapter 4 is fulfilled where the institution has adopted the insurance and other risk transfer mechanisms referred to therein.
so izpolnjeni pogoji iz poglavja 4, če je institucija sprejela zavarovanje in druge oblike prenosa tveganja iz tega delegiranega akta.
Chapters 1 to 4 shall be taken into account where competent authorities conduct the following:
Poglavja 1 do 4 se upoštevajo, če pristojni organi izvajajo naslednje:
an assessment of the materiality of extensions and changes to the AMA used by an institution;
ocenjevanje pomembnosti razširitev in sprememb pristopa AMA, ki ga uporablja institucija;
an assessment of the sequential implementation plan to the AMA used by an institution;
ocenjevanje načrta postopnega izvajanja za pristop AMA, ki ga uporablja institucija;
an assessment of an institution's return to the use of less sophisticated approaches in accordance with Article 313 of Regulation (EU) No 575/2013;
ocenjevanje ponovne uporabe manj izpopolnjenih pristopov institucije v skladu s členom 313 Uredbe (EU) št. 575/2013;
the ongoing reviews of an AMA used by an institution.
stalne preglede pristopa AMA, ki ga uporablja institucija.
For the purposes of this Delegated Act, the following definitions shall apply:
V tem delegiranem aktu se uporabljajo naslednje opredelitve pojmov:
‘body-tail modelling threshold’ means the loss value that separates the body from the tail of the loss distributions;
„prag med glavnim delom in repom porazdelitve pri modeliranju“ pomeni vrednost izgube, ki ločuje telo od repa porazdelitev izgube;
‘calculation data set’ means the portion of gathered data, either actual or constructed, that fulfils the necessary conditions to serve as input into the operational risk measurement system;
„podatkovni niz za izračun“ pomeni del zbranih podatkov, bodisi dejanskih ali konstruiranih, ki izpolnjujejo potrebne pogoje za vnos v sistem merjenja operativnega tveganja;
‘data collection threshold’ means the loss value from which an institution identifies and collects operational risk losses for management and measurement purposes;
„prag zbiranja podatkov“ pomeni vrednost izgube, od katere institucija opredeli in zbira izgube zaradi operativnega tveganja za namene upravljanja in merjenja;
‘date of accounting’ means the date when a loss or a provision against an operational risk event is first recognized in the Profit and Loss;
„datum obračunavanja“ pomeni datum, ko je bila izguba ali rezervacija za dogodek operativnega tveganja prvič pripoznana v izkazu poslovnega izida;
‘minimum modelling threshold’ means the loss value from which the frequency and severity distributions, either empirical or parametric, are fitted to the operational risk losses;
„najnižji prag modeliranja“ pomeni vrednost izgube, od katere se empirične ali parametrske porazdelitve pogostosti in resnosti prilagodijo izgubam zaradi operativnega tveganja;
‘gross loss’ or ‘loss’ means the loss stemming from an operational risk event before recoveries of any type;
„bruto izguba“ ali „izguba“ pomeni izgubo, ki izhaja iz dogodka operativnega tveganja pred kakršno koli povrnitvijo;
‘misconduct event’ means the operational risk event arising from willful or negligent misconduct, including inappropriate supply of financial services;
„dogodek kršitve“ pomeni dogodek operativnega tveganja, ki izhaja iz namerne kršitve ali kršitve iz malomarnosti, vključno z neprimernim zagotavljanjem finančnih storitev;
‘operational risk category’ means the level, such as the event type and the business line, at which an institution's operational risk measurement system generates separate frequency and severity distributions;
„kategorija operativnega tveganja“ pomeni raven, kot sta vrsta dogodka in poslovno področje, na kateri sistem institucije za merjenje operativnega tveganja ustvarja ločene porazdelitve pogostosti in resnosti;
‘operational risk profile’ means the representation in absolute figures at a given point in time of an institution's actual and prospective operational risk;
„profil operativne tveganosti“ pomeni predstavitev trenutnega in prihodnjega operativnega tveganja institucije v absolutnih številkah v določenem trenutku;
‘operational risk tolerance’ means an institution's forward looking view, represented in absolute figures, of the aggregate level and types of operational risk that the institution is willing or prepared to incur which will not jeopardise its strategic objectives and business plan;
„dovoljeno operativno tveganje“ pomeni v prihodnost usmerjen pogled institucije, predstavljen v absolutnih številkah, kar zadeva skupno raven in vrste operativnega tveganja, ki ga je institucija voljna ali pripravljena prevzeti in ki ne bo ogrozilo njenih strateških ciljev in poslovnega načrta;
‘recovery’ means the occurrence related to the original loss that is independent of that loss and that is separate in time, in which funds or inflows of economic benefits are received from first or third parties;
„povrnitev“ pomeni dogodek, povezan s prvotno izgubo, ki je neodvisen od te izgube in časovno ločen ter v katerem so sredstva ali ekonomske koristi prejete od prve ali tretjih oseb;
‘risk measure’ means a single statistic on operational risk extracted from the aggregated loss distribution at the desired confidence level, including Value at Risk (VaR), or shortfall measures (e.g. Expected Shortfall, Median Shortfall);
„mera tveganja“ pomeni enkratno statistiko operativnega tveganja, povzeto iz porazdelitve skupne izgube pri želeni stopnji zaupanja, vključno s tvegano vrednostjo (VaR), ali ukrepov zaradi primanjkljaja (npr. pričakovani primanjkljaj, srednji primanjkljaj);
‘System Development Life Cycle’ or ‘SDLC’ means the process for planning, creating, testing, and deploying an IT infrastructure;
„življenjski cikel razvoja sistema“ pomeni proces načrtovanja, oblikovanja, preskušanja in uvajanja informacijske infrastrukture;
‘timing loss’ means the negative economic impact booked in a financial accounting period due to an operational risk event impacting the cash flows or financial statements of previous financial accounting periods.
„časovno naravnana izguba“ pomeni negativen ekonomski učinek, knjižen v fiskalnem obdobju, zaradi dogodka operativnega tveganja, ki vpliva na denarne tokove ali računovodske izkaze prejšnjih fiskalnih obdobij.
Operational risk events related to legal risk
Dogodki operativnega tveganja, povezani s pravnim tveganjem
Competent authorities shall confirm that an institution identifies, collects and treats data on operational risk events and losses related to legal risk for the purposes of both management of operational risk and calculation of the AMA own funds requirement by verifying at least all of the following:
Pristojni organi potrdijo, da institucija opredeljuje, zbira in obdeluje podatke o dogodkih operativnega tveganja in izgubah, povezanih s pravnim tveganjem, za namene upravljanja operativnega tveganja in izračuna kapitalskih zahtev v okviru pristopa AMA, tako, da preveri vsaj vse naslednje:
that the institution clearly identifies and classifies as operational risk losses or other expenses deriving from events that result in legal proceedings, including at least the following;
da institucija kot operativno tveganje jasno opredeljuje in razvršča izgube ali druge odhodke, ki izhajajo iz dogodkov, ki privedejo do pravnih postopkov, vključno z vsaj naslednjimi:
a failure to act where such action is necessary to comply with a legal rule;
neukrepanjem, kadar je takšno ukrepanje potrebno za spoštovanje pravnega pravila;
action taken to avoid compliance with a legal rule;
sprejetimi ukrepi za izogibanje spoštovanju pravnega pravila;
misconduct events.
dogodki kršitve;
that the institution clearly identifies and classifies as operational risk losses or other expenses resulting from voluntary actions intended to avoid or mitigate legal risks arising from operational risk events, including refunds or discounts of future services offered to customers voluntarily where such refunds are not offered as a result of customer complaints;
da institucija kot operativno tveganje jasno opredeljuje in razvršča izgube ali druge odhodke, ki so posledica prostovoljnih ukrepov, namenjenih preprečevanju ali zmanjševanju pravnih tveganj, ki izhajajo iz dogodkov operativnega tveganja, vključno s povračili ali popusti za prihodnje storitve, ki se prostovoljno ponujajo strankam, če se taka povračila ne ponujajo zaradi pritožb strank;
that the institution clearly identifies and classifies as operational risk losses resulting from errors and omissions in contracts and documentation;
da institucija kot operativno tveganje jasno opredeljuje in razvršča izgube zaradi napak ter izpustov v pogodbah in dokumentaciji;
that the institution does not classify the following as operational risk:
da institucija kot operativno tveganje ne razvršča naslednjega:
refunds to third parties or employees and goodwill payments due to business opportunities, where no breach of any rules or ethical conduct has occurred and where the institution has fulfilled its obligations on a timely basis;
povračil tretjim osebam ali zaposlenim in plačil za dobro ime zaradi poslovnih priložnosti, če ni prišlo do kršitve pravil ali etičnega ravnanja in če je institucija pravočasno izpolnila svoje obveznosti;
external legal costs where the underlying event is not an operational risk event.
zunanjih pravnih stroškov, če osnovni dogodek ni dogodek operativnega tveganja.
For the purposes of paragraph (a), legal proceedings shall be considered to be all legal settlements, including both mandated court settlements and out of court settlements.
Za namene točke (a) se za pravne postopke štejejo vse pravne poravnave, vključno s sodnimi in zunajsodnimi poravnavami.
For the purposes of this Article, legal rules shall include at least the following:
Za namene tega člena pravna pravila vključujejo vsaj naslednje:
any requirement derived from national or international statutory or legislative provisions;
vse zahteve, ki izhajajo iz nacionalnih ali mednarodnih zakonov ali pravnih predpisov;
any requirement derived from contractual arrangements, internal rules and codes of conduct established in accordance with national or international norms and practices.
vse zahteve, ki izhajajo iz pogodbenih dogovorov, notranjih pravil in kodeksov ravnanja, vzpostavljenih v skladu z nacionalnimi ali mednarodnimi standardi in praksami;
ethical rules.
etična pravila.
Operational risk events related to model risk
Dogodki operativnega tveganja, povezani z modelskim tveganjem
Competent authorities shall confirm the following when assessing that an institution identifies, collects and treats data on operational risk events and losses that are related to model risk, as defined in point (11) of Article 3(1) of Directive 2013/36/EU of the European Parliament and of the Council of 26 June 2013, for the purposes of both management of operational risk and calculation of the AMA own funds requirement:
Pristojni organi pri ocenjevanju, ali institucija opredeljuje, zbira in obdeluje podatke o dogodkih operativnega tveganja in izgubah, ki so povezane z modelskim tveganjem, kot je opredeljeno v točki 11 člena 3(1) Direktive 2013/36/EU, za namene upravljanja operativnega tveganja in izračuna kapitalskih zahtev v okviru pristopa AMA potrdijo naslednje:
that at least the following events, and the related losses, resulting from models used for decision-making are classified as operational risk:
da so kot operativno tveganje razvrščeni vsaj naslednji dogodki in z njimi povezane izgube, ki izhajajo iz modelov, ki se uporabljajo za odločanje:
improper definition of a selected model and its characteristics;
neprimerna opredelitev izbranega modela in njegovih značilnosti;
inadequate verification of a selected model's suitability for the financial instrument to be evaluated or the product to be priced, or its suitability for the applicable market conditions;
neustrezno preverjanje primernosti izbranega modela za finančni instrument, ki ga je treba oceniti, ali produkt, za katerega je treba določiti ceno, ali njegove primernosti za veljavne tržne pogoje;
errors in the implementation of a selected model;
napake pri izvajanju izbranega modela;
incorrect mark-to-market valuations and risk measurement as a result of a mistake when booking a trade into the trading system;
nepravilna vrednotenja po tržnih cenah in nepravilno merjenje tveganja zaradi napake pri knjiženju posla v sistem trgovanja;
use of a selected model or its outputs for a purpose for which it was not intended or designed, including manipulation of the modelling parameters;
uporaba izbranega modela ali njegovih rezultatov za namen, za katerega ni bil predviden ali zasnovan, vključno z manipulacijo parametrov modeliranja;
untimely and ineffective monitoring of model performance to confirm whether the model remains fit for purpose.
nepravočasno in neučinkovito spremljanje uspešnosti modela za potrditev, ali model še vedno ustrezna namenu;
that events related to the under-estimation of own funds requirements by internal models authorized by competent authorities are not included in the identification, collection and treatment of data on operational risk events and losses related to model risk.
da dogodki, povezani s podcenjevanjem kapitalskih zahtev na podlagi notranjih modelov, ki so jih odobrili pristojni organi, niso vključeni v opredeljevanje, zbiranje in obdelavo podatkov o dogodkih operativnega tveganja in izgubah, povezanih z modelskim tveganjem.
Operational risk events related to financial transactions including those related to market risk
Dogodki operativnega tveganja, povezani s finančnimi posli, vključno s tistimi, ki so povezani s tržnim tveganjem
Competent authorities shall confirm that at least the following events, and the related losses, are classified as operational risk when assessing that an institution identifies, collects and treats data on operational risk events and losses that are related to financial transactions and market risk for the purposes of both management of operational risk and calculation of the AMA own funds requirement:
Pristojni organi potrdijo, da so pri ocenjevanju, ali institucija opredeljuje, zbira in obdeluje podatke o dogodkih operativnega tveganja in izgubah, povezanih s finančnimi posli in tržnim tveganjem, za namene upravljanja operativnega tveganja in izračuna kapitalskih zahtev v okviru pristopa AMA kot operativno tveganje razvrščeni vsaj naslednji dogodki in z njimi povezane izgube:
events due to operational and data entry errors, including the following:
dogodki zaradi operativnih napak in napak pri vnosu podatkov, vključno z:
failures and errors during the introduction or execution of orders;
opustitvami in napakami pri vnašanju in izvrševanju naročil;
loss of data or misunderstanding of the data flow from the front to the middle and back offices of the institution;
izgubo podatkov ali napačnim razumevanjem toka podatkov od trgovalnega oddelka do spremljevalnega oddelka in zaledne službe v instituciji;
errors in classification;
napakami pri razvrščanju;
incorrect specification of deals in the term-sheet, including errors related to the transaction amount, maturities and financial features.
napačno specifikacijo poslov v dokumentu o pogojih, vključno z napakami, povezanimi z zneskom posla, zapadlostjo in finančnimi značilnostmi;
events due to failures in internal controls, including the following:
dogodki zaradi napak pri notranjih kontrolah, vključno z:
failures in properly executing an order to unwind a market position in case of adverse price movements;
napakami pri ustreznem izvrševanju naročila za zapiranje pozicij na trgu v primeru škodljivih gibanj cen;
unauthorised positions taken in excess of allocated limits, irrespective of the type of risk they relate to.
neodobrenimi pozicijami zaradi presežka dodeljenih limitov, ne glede na vrsto tveganja, s katero so povezane;
events due to inadequate data quality and unavailability of IT environment, including technical unavailability of access to the market resulting in an inability to close contracts.
dogodki zaradi neustrezne kakovosti podatkov in nerazpoložljivosti informacijskega okolja, vključno s tehnično nerazpoložljivostjo dostopa do trga, ki onemogoča sklepanje pogodb.
Quality and auditability of documentation
Kakovost in možnost revidiranja dokumentacije
Competent authorities shall verify the quality of the documentation relating to the AMA used by an institution by confirming at least the following:
Pristojni organi preverijo kakovost dokumentacije v zvezi s pristopom AMA, ki ga uporablja institucija, tako, da potrdijo vsaj naslednje:
that the documentation is approved at the appropriate management level of the institution;
da je dokumentacija odobrena na ustrezni vodstveni ravni institucije;
that the institution has policies in place outlining standards to ensure the high quality of internal documentation including specific accountability for ensuring that the documentation maintained is complete, consistent, accurate, updated, approved and secure;
da ima institucija vzpostavljene politike, ki opisujejo standarde, namenjene zagotavljanju visoke kakovosti notranje dokumentacije, vključno s posebno odgovornostjo za zagotavljanje, da je dokumentacija, ki se hrani, popolna, usklajena, točna, posodobljena, odobrena in zaščitena;
that the layout of the documentation set out in the policies referred to in point (b) identifies at least the following items:
da dokumentacija, določena v politikah iz točke (b), vsebuje vsaj naslednje podatke:
type of document;
vrsto dokumenta;
author;
avtorja;
reviewer;
pregledovalca;
authorising agent and owner;
odobritelja in lastnika;
dates of development and approval;
datum priprave in odobritve;
version number;
številko različice;
history of changes to the document.
zgodovino sprememb dokumenta;
that the institution thoroughly documents its policies, procedures and methodologies.
da institucija skrbno dokumentira svoje politike, postopke in metodologije.
Competent authorities shall verify the auditability of the documentation relating to the AMA used by an institution by confirming at least the following:
Pristojni organi preverijo možnost revidiranja dokumentacije v zvezi s pristopom AMA, ki ga uporablja institucija, tako, da potrdijo vsaj naslednje:
that the documentation is sufficiently detailed and accurate to allow examination of the AMA by third parties, including:
da je dokumentacija dovolj podrobna in točna, da tretjim osebam omogoča proučitev pristopa AMA, vključno z:
the understanding of the reasoning and procedures underlying its development;
razumevanjem razlogov in postopkov za njeno pripravo;
the understanding of the operational risk measurement system in order to determine how the AMA own funds requirements operates, its limitations and key assumptions and being able to replicate the model development.
razumevanjem sistema merjenja operativnega tveganja za ugotovitev, kako delujejo kapitalske zahteve v okviru pristopa AMA, kakšne so njihove omejitve in ključne predpostavke in ali omogočajo ponovitev oblikovanja modela.
Operational risk management process
Proces upravljanja operativnega tveganja
Competent authorities shall assess the efficacy of an institution's AMA framework for the governance and management of operational risk and that a clear organisational structure with well-defined, transparent and consistent lines of responsibility exists by confirming at least the following:
Pristojni organi ocenijo učinkovitost okvira pristopa AMA institucije za upravljanje in obvladovanje operativnega tveganja ter to, ali obstaja jasna organizacijska struktura z natančno opredeljenimi, preglednimi in usklajenimi ravnmi odgovornosti, tako, da potrdijo vsaj naslednje:
that the institution's management body discusses and approves the governance of operational risk, the operational risk management process and the operational risk measurement system;
da upravljalni organ institucije obravnava in odobri upravljanje operativnega tveganja, proces obvladovanja operativnega tveganja in sistem merjenja operativnega tveganja;
that the institution's management body clearly defines and determines the following on at least an annual basis:
da upravljalni organ institucije vsaj enkrat letno jasno opredeli in določi: