natgillin/translations-raw huggingface dataset:
As a consequence, the breakdown as for securitisation positions cannot be provided for n-th to default credit derivatives.
Člen 364(3)(c) CRR.
040, 070, 100 and 120
8 % kapitalske zahteve, ki bi se izračunala v skladu s členom 338(1) CRR za vse pozicije v kapitalski zahtevi „za vsa cenovna tveganja.
The positions in:
POVPREČNA VREDNOST 12-IH TEDNOV IN ZADNJA VREDNOST
Derivatives of securitisation exposures that provide a pro-rata share as well as positions hedging CTP positions;
Člen 364(3)(b).
CTP positions hedged by credit derivatives according to Article 346 CRR;
Člen 364(3)(a).
Other positions that satisfy Article 338(3) of CRR; are included.
Iz člena 364 CRR o vseh faktorjih 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.
This template requests information on the positions and the corresponding own funds requirements for position risk in equities held in the trading book and treated under the standardised approach.
Število preseganj v zadnjih 250 delovnih dneh
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.
Člen 366 CRR.
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).
Sporoči se število preseganj, na podlagi katerih se določi prištevek.
Articles 327, 329, 332, 341 and 345 of CRR.
150–160
The capital charge has to be calculated for each national market separately.
Multiplikacijski faktor VaR (mc) in multiplikacijski faktor SVaR (ms)
Positions in stock-index futures according to the second sentence of Article 344(4) CRR shall not be included in this column.
Člen 366 CRR.
010-130
170–180
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.
PREDVIDENA ZAHTEVA ZA SPODNJI PRAG TRGOVALNEGA POTFELJA S KORELACIJO – TEHTANE NETO DOLGE/KRATKE POZICIJE PO UPORABI OMEJITVE
GENERAL RISK
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.
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.
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.
Both breakdowns (021/022 as well as 030/040) are a breakdown related to all positions subject to general risk.
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.
Rows 021 and 022 requests information on the breakdown according to instruments.
Zato so razčlenitve pojasnjevalne postavke.
Only the breakdown in rows 030 and 040 is used as a basis for the calculation of own funds requirements.
DOLŽNIŠKI INSTRUMENTI, S KATERIMI SE TRGUJE NA BORZI
Derivatives included in the calculation of equity risk of trading book positions taking into account Articles 329 and 332, if applicable.
Ustreza delu pozicijskega tveganja iz člena 363(1) CRR v zvezi s faktorji obrestnega tveganja iz člena 367(2) CRR.
Instruments other than derivatives included in the calculation of equity risk of trading book positions.
TDI – SPLOŠNO TVEGANJE
Exchange traded stock-index futures broadly diversified and subject to a particular approach
Splošno tveganje, opredeljeno v členu 362 CRR.
Exchange traded stock-index futures broadly diversified and subject to a particular approach according to Article 344(1) and (4) of CRR.
TDI – POSEBNO TVEGANJE
These positions are only subject to general risk and, accordingly, must not be reported in row (050).
Posebno tveganje, opredeljeno v členu 362 CRR.
Other positions in equities subject to specific risk and the correspondent own funds requirements according to Article 343 and 344 (3) of CRR.
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 equities subject to specific risk and the correspondent own funds requirement according to Articles 342 and 344 (4) CRR.
LASTNIŠKI FINANČNI INSTRUMENTI – SPLOŠNO TVEGANJE
Article 329(2) and (3) of CRR.
LASTNIŠKI FINANČNI INSTRUMENTI – POSEBNO TVEGANJE
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.
VALUTNO TVEGANJE
The position is calculated for each currency (including euro), gold, and positions to CIUs.
Člena 363(1) in 367(2) 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.
TVEGANJE SPREMEMBE CEN BLAGA
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.
SKUPNA VREDNOST SPLOŠNEGA TVEGANJA
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 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.
Tržno tveganje, ki ga povzročajo splošna tržna gibanja dolžniških instrumentov, s katerimi se trguje na borzi, lastniških finančnih instrumentov, valut in blaga.
020-030
Tvegana vrednost za splošno tveganje vseh faktorjev tveganja (po potrebi ob upoštevanju učinkov korelacije).
Gross positions due to assets, amounts to be received and similar items referred to in Article 352(1) of CRR.
SKUPNA VREDNOST POSEBNEGA TVEGANJA
According to Article 352(2) and subject to permission from competent authorities, positions taken to hedge against the adverse effect of the exchange rate on their ratios in accordance with Article 92(1) and positions related to items that are already deducted in the calculation of own funds shall not be reported.
Posebno tveganje dolžniških instrumentov, s katerimi se trguje na borzi, in lastniških finančnih instrumentov.
Articles 352(3) and (4), first and second sentences, and 353 of CRR.
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).
The net positions are calculated by each currency, accordingly there may be simultaneous long and short positions.
Člen 271 CRR v skladu s členom 382 CRR.
060-070
Od tega: izvedeni finančni instrumenti OTC
POSITIONS SUBJECT TO CAPITAL CHARGE (LONG AND SHORT)
Člen 271 CRR v skladu s členom 382(1) CRR.
The long and short net positions for each currency are calculated by deducting the total of short positions from the total of long positions.
Del skupne izpostavljenosti kreditnemu tveganju nasprotne stranke samo zaradi izvedenih finančnih instrumentov OTC.
Long net positions for each operation in a currency are added to obtain the long net position in that currency.
Podatki se ne zahtevajo od institucij IMM, ki imajo izvedene finančne instrumente OTC in posle financiranja z vrednostnimi papirji v istem nizu pobotov.
Short net positions for each operation in a currency are added to obtain the short net position in that currency.
Od tega: POSEL FINANCIRANJA VREDNOSTNIH PAPIRJEV
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.
Člen 271 CRR v skladu s členom 382(2) CRR.
POSITIONS SUBJECT TO CAPITAL CHARGE (MATCHED)
Del skupne izpostavljenosti kreditnemu tveganju nasprotne stranke samo zaradi izvedenih finančnih instrumentov SFT (poslov financiranja z vrednostnimi papirji).
Matched positions for closely correlated currencies
Člen 383 CRR v skladu s členom 363(1)(d) CRR.
The capital charge for any relevant position according to Part 3 Title IV Chapter 3 of CRR.
Izračun tvegane vrednosti na podlagi notranjih modelov za tržno tveganje.
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).
Glej navodila za stolpec 040.
CURRENCIES CLOSELY CORRELATED
Člen 92(3)(d) CRR.
Positions and their correspondent own funds requirements for currencies referred to in Article 354 of CRR.
Kapitalske zahteve za tveganje CVA, izračunano z izbrano metodo.
Currencies closely correlated: of which: reporting currency
Člen 92(4)(b) CRR.
Positions in the reporting currency which contribute to the calculation of the capital requirements according to Article 354 CRR
Kapitalske zahteve, pomnožene z 12,5.
ALL OTHER CURRENCIES (including CIU's treated as different currencies)
Člen 382 CRR.
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.
Število nasprotnih strank, vključenih v izračun kapitala za tveganje CVA.
Reporting of CIU's treated as separate currencies according to Article 353 CRR:
Nasprotne stranke so podskupina dolžnikov.
There are two different treatments of CIU's treated as separate currencies for calculating the capital requirements:
Obstajajo le v primeru poslov z izvedenimi finančnimi instrumenti ali poslov financiranja z vrednostnimi papirji, pri čemer so preprosto druga pogodbenica.
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)
Od tega: za določitev kreditnega razmika je bil uporabljen približek
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 nasprotnih strank, pri čemer je bil kreditni razmik določen z uporabo približka namesto neposredno opaženih tržnih podatkov.
The reporting of those CIU's follows the calculation of the capital requirements accordingly.
Računovodske rezervacije zaradi manjše kreditne sposobnosti nasprotnih strank pri izvedenih finančnih instrumentih.
GOLD
Člen 386(1)(a) CRR.
050 - 090
Skupni hipotetični zneski poslov kreditne zamenjave z eno samo izpostavljenostjo, ki se uporabljajo kot varovanje za tveganje CVA.
Article 352(5) and (6) of CRR.
Člen 386(1)(b) CRR.
100-120
Skupni hipotetični zneski indeksov kreditnih zamenjav, ki se uporabljajo kot varovanje za tveganje CVA.
Breakdown of total positions (reporting currency included) by exposure types
Vsota vrstic 020 – 040, kot je ustrezno.
Total positions shall be broken down according to derivatives, other assets and liabilities and off-balance sheet items.
Napredna metoda za tveganje CVA, kot je določena v členu 383 CRR.
Positions not included in row 110 or 120 shall be included here.
Standardizirana metoda za tveganje CVA, kot je določena v členu 384 CRR.
Items within the scope of Article 352 CRR, irrespective of the currency of denomination, which are included in Annex I of CRR except those included as Securities Financing Transactions & Long Settlement Transactions or from Contractual Cross Product Netting.
Zneski so predmet uporabe člena 385 CRR.
Positions valued according to Articles 352 CRR.
To predlogo izpolnijo vse institucije ne glede na to, ali so sprejele poenostavljen pristop za določitev dodatnih prilagoditev vrednosti (AVA).
130-480
Namenjena je absolutni vrednosti sredstev in obveznosti, merjenih po pošteni vrednosti, ki se uporabi za določanje, ali so bili izpolnjeni pogoji iz člena 4 Delegirane uredbe (EU) 2016/101 glede preudarnega vrednotenja za uporabo poenostavljenega pristopa za določanje dodatnih prilagoditev vrednosti.
MEMORANDUM ITEMS: CURRENCY POSITIONS
Kar zadeva institucije, ki uporabljajo poenostavljen pristop, ta predloga vsebuje skupno dodatno prilagoditev vrednosti, ki jo je treba odšteti od kapitala v skladu s členoma 34 in 105 CRR, kot je določeno v členu 5 Delegirane uredbe (EU) 2016/101 o preudarnem vrednotenju, ki se ustrezno poroča v vrstici 290 predloge C 01.00.
The memorandum items of the template shall be filled out separately for All currencies of the Member States of the 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.
Absolutna vrednost sredstev in obveznosti, merjenih po pošteni vrednosti, kot je navedena v računovodskih izkazih, pripravljenih v skladu z veljavnim računovodskim okvirom, kot je določeno v členu 4(1) Delegirane uredbe (EU) 2016/101 o preudarnem vrednotenju, pred kakršnim koli odbitkom v skladu s členom 4(2).
This template request information on the positions in commodities and the corresponding own funds requirements treated under the standardised approach.
OD TEGA: trgovalna knjiga
All POSITIONS (LONG AND SHORT)
Absolutna vrednost sredstev in obveznosti po pošteni vrednosti, kot je sporočena v stolpcu 010, ki ustreza pozicijam v trgovalni knjigi.
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).
0030–0070
As defined in Article 357(3) of CRR.
Absolutna vrednost sredstev in obveznosti po pošteni vrednosti, izključenih v skladu s členom 4(2) Delegirane uredbe (EU) 2016/101 o preudarnem vrednotenju.
Those net positions that, according to the different approaches considered in Part 3 Title IV Chapter 4 of CRR, receive a capital charge.
Popolnoma ujemajoča
The capital charge for any relevant position according to Part 3 Title IV Chapter 4 of CRR.
Nasprotna sredstva in obveznosti po pošteni vrednosti, ki se popolnoma ujemajo, izključena v skladu s členom 4(2) Delegirane uredbe (EU) 2016/101 o preudarnem vrednotenju.
Article 92(4) lit. b of CRR.
Obračunavanje varovanja pred tveganjem
Result of the multiplication of the own funds requirements * 12.5.
Za pozicije, za katere se izvaja obračunavanje varovanja pred tveganjem v skladu z veljavnim računovodskim okvirom, absolutna vrednost sredstev in obveznosti po pošteni vrednosti, izključenih v deležu, v katerem zadevne spremembe vrednosti vplivajo na navaden lastniški temeljni kapital v skladu s členom 4(2) Delegirane uredbe (EU) 2016/101 o preudarnem vrednotenju.
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.
BONITETNI filtri
POSITIONS BY CATEGORY OF COMMODITY
Absolutna vrednost sredstev in obveznosti po pošteni vrednosti, izključenih v skladu s členom 4(2) Delegirane uredbe (EU) 2016/101 o preudarnem vrednotenju zaradi prehodnih filtrov iz členov 467 in 468 CRR.
For reporting purposes commodities are grouped in the four main groups of commodities referred to in Table 2 of Article 361 CRR.
Vse druge pozicije, izključene v skladu s členom 4(2) Delegirane uredbe (EU) 2016/101 o preudarnem vrednotenju, ker prilagoditve njihove računovodske vrednosti samo sorazmerno vplivajo na navadni lastniški temeljni kapital.
MATURITY LADDER APPROACH
Ta stolpec se izpolni samo v redkih primerih, kadar se elementi, izključeni v skladu s členom 4(2) Delegirane uredbe (EU) 2016/101 o preudarnem vrednotenju ne morejo dodeliti v stolpec 0030, 0040 ali 0050 te predloge.
Positions in commodities subject to the Maturity Ladder approach as referred to in Article 359 of CRR.
Opomba k ‚drugo‘
EXTENDED MATURITY LADDER APPROACH
Navedejo se glavni razlogi, zaradi katerih so bile pozicije, sporočene v stolpcu 0060, izključene.
Positions in commodities subject to the Extended Maturity Ladder approach as referred to in Article 361 of CRR
SREDSTVA IN OBVEZNOSTI PO POŠTENI VREDNOSTI, vključena v prag iz člena 4(1)
SIMPLIFIED APPROACH
Absolutna vrednost sredstev in obveznosti po pošteni vrednosti, dejansko vključenih v izračun praga v skladu s členom 4(1) Delegirane uredbe (EU) 2016/101 o preudarnem vrednotenju.
Positions in commodities subject to the Simplified approach as referred to in Article 360 of CRR.
Absolutna vrednost sredstev in obveznosti po pošteni vrednosti, kot je sporočena v stolpcu 0010, ki ustreza pozicijam v trgovalni knjigi.
100-140
0010–0210
Article 358(4) of CRR.
Opredelitve teh kategorij se morajo ujemati s tistimi iz ustreznih vrstic predlog FINREP 1.1 in 1.2.
The additional requirements for options related to non-delta risks shall be reported in the method used for its calculation
1 SREDSTVA IN OBVEZNOSTI PO POŠTENI VREDNOSTI SKUPAJ
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.
Vsota sredstev in obveznosti po pošteni vrednosti iz vrstic 20 do 210.
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.
Vsota sredstev po pošteni vrednosti iz vrstic 0030 do 0140.
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).
Zadevne celice vrstic 0030 do 0130 se poročajo v skladu s predlogo FINREP F 01.01 Prilog III in IV k tej uredbi, odvisno od standardov, ki veljajo za institucijo:
An institution can resign to report the decompositions mentioned above if it proves that a reporting of these figures would be unduly burdensome.
MSRP, kot jih je potrdila Komisija z uporabo Uredbe (EU) št. 1606/2002 (‚MSRP EU‘),
It means the maximum potential loss that would result from a price change with a given probability over a specified time horizon.
nacionalni računovodski standardi, združljivi z MSRP EU (‚z MSRP združljivi nacionalni GAAP‘), ali
Multiplication factor (mc) x Average of previous 60 working days VaR (VaRavg)
nacionalni GAAP, ki temeljijo na Direktivi 86/635/ES, tj. direktivi o računovodskih izkazih bank (FINREP „nacionalni GAAP na podlagi direktive o računovodskih izkazih bank).
Articles 364(1) point (a) (ii) and 365 (1) of CRR.
MSRP 9, Priloga A
Previous day VaR (VaRt-1)
Informacije, sporočene v tej vrstici, ustrezajo vrstici 050 predloge F 01.01.
Articles 364(1) point (a) (i) and 365 (1) of CRR.
Prilog III in IV k tej uredbi.
Stressed VaR
Direktiva o računovodskih izkazih bank, člen 32–33; Priloga V, del 1, odstavek 17.
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.
Informacije, sporočene v tej vrstici, ustrezajo vrstici 091 predloge F 01.01.
Multiplication factor (ms) x Average of previous 60 working days (SVaRavg)
Prilog III in IV k tej uredbi.
Articles 364(1) point (b) (ii) and 365 (1) of CRR.
MSRP 7, 8.(a)(ii) člen; MSRP 9, 4.1.4. člen.
Latest available (SVaRt-1)
Informacije, sporočene v tej vrstici, ustrezajo vrstici 096 predloge F 01.01.
Articles 364(1) point (b) (i) and 365 (1) of CRR.
Prilog III in IV k tej uredbi.
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.
MSRP 7, 8.(a)(i) člen; MSRP 9, 4.1.5. člen; računovodska direktiva, člen 8(1)(a) in 8(6).
12 weeks average measure
Informacije, sporočene v tej vrstici, ustrezajo vrstici 100 predloge F 01.01.
Article 364(2) point (b) (ii) in connection with Part Three Title IV Chapter 5 Section 4 of CRR.
Prilog III in IV k tej uredbi.
Last Measure
MSRP 7, 8.(h) člen; MSRP 9, 4.1.2.A člen.
Article 364(2) point (b) (i) in connection with Part Three Title IV Chapter 5 Section 4 of CRR.
Informacije, sporočene v tej vrstici, ustrezajo vrstici 141 predloge F 01.01.
Article 364(3) point (c) of CRR.
Prilog III in IV k tej uredbi.
= 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.
Direktiva o računovodskih izkazih bank, člen 36(2).
12 WEEKS AVERAGE MEASURE AND LAST MEASURE
Informacije, sporočene v tej vrstici, ustrezajo vrstici 171 predloge F 01.01.
Article 364(3) point (b).
Prilog III in IV k tej uredbi.
Article 364(3) point (a)
Računovodska direktiva, člen 8(1)(a) in 8(8).
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.
Informacije, sporočene v tej vrstici, ustrezajo vrstici 175 predloge F 01.01.
Number of overshootings (during previous 250 working days)
Prilog III in IV k tej uredbi.
Referred to in Article 366 of CRR.
Direktiva o računovodskih izkazih bank, člen 37; računovodska direktiva, člen 12(7); Priloga V, del 1, odstavek 20.
The number of overshootings based on which the addend is determined shall be reported.
Informacije, sporočene v tej vrstici, ustrezajo vrstici 234 predloge F 01.01.
150-160
Prilog III in IV k tej uredbi.
VaR Multiplication Factor (mc) and SVaR Multiplication Factor (ms)
IZVEDENI FINANČNI INSTRUMENTI – OBRAČUNAVANJE VAROVANJA PRED TVEGANJEM
As referred to in Article 366 of CRR.
MSRP 9, 6.2.1. člen; Priloga V, del 1, odstavek 22; računovodska direktiva, člen 8(1)(a), 8(6) in 8(8); MRS 39, 9. člen; Priloga V, del 1, odstavek 22.
170-180
Informacije, sporočene v tej vrstici, ustrezajo vrstici 240 predloge F 01.01.
ASSUMED CHARGE FOR CTP FLOOR — WEIGHTED NET LONG/SHORT POSITIONS AFTER CAP
Prilog III in IV k tej uredbi.
The amounts reported and serving as the basis to calculate the floor capital charge for all price risks according to Article 364(3) point (c) of CRR take into account the discretion of Article 335 of CRR which says that the institution may cap the product of the weight and the net position at the maximum possible default-risk related loss.
1.1.10 SPREMEMBE POŠTENE VREDNOSTI SKUPINE VAROVANIH POSTAVK PRED OBRESTNIM TVEGANJEM
Corresponds to the part of position, foreign exchange and commodities risk referred to in Article 363(1) of CRR linked to the risk factors specified in Article 367(2) of CRR.
MRS 39, 89.A(a) člen; MSRP 9, 6.5.8. člen; računovodska direktiva, člen 8(5), 8(6).
Concerning the columns 030 to 060 (VAR and Stress-VAR) the figures in the total row is not equal to the decomposition of the figures for the VAR/Stress-VAR of the relevant risk components.
Informacije, sporočene v tej vrstici, ustrezajo vrstici 250 predloge F 01.01.
Hence the decomposition are memorandum items.
Prilog III in IV k tej uredbi.
TRADED DEBT INSTRUMENTS
1.1.11 NALOŽBE V KAPITAL ODVISNIH, PRIDRUŽENIH IN SKUPAJ OBVLADOVANIH DRUŽB