natgillin/translations-raw huggingface dataset:
The reported gross loss amount shall refer to ‘new events’ as defined in the row above.
Den bruttoförlust som rapporteras i kolumn 060 ska hänföras till relevant affärsområde i enlighet med artiklarna 317 och 322.3 b i CRR.
For events ‘accounted for the first time’ within a previous reporting reference period which had not been included in any previous supervisory report, the total loss accumulated until the reporting reference date (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) shall be reported as the gross loss at the reporting reference date.
Namnet på den juridiska person enligt kolumn 010 i mall C 06.02 där förlusten – eller den största delen av förlusten, om flera enheter påverkats – inträffar.
Number of loss events subject to loss adjustments
Affärsenhet eller företagsdivision inom enheten där förlusten – eller den största delen av förlusten, om flera affärsenheter eller företagsdivisioner påverkas – inträffat.
The number of loss events subject to loss adjustments is the number of operational risk events ‘accounted for the first time’ in previous reporting reference periods and already included in previous reports, for which loss adjustments were made in the current reporting reference period.
En narrativ beskrivning av händelsen, i tillämpliga fall i generella och anonyma ordalag, som minst bör ska innehålla information om själva händelsen och om vad som orsakat händelsen, om detta är känt.
If more than one loss adjustment was made for an event within the reporting reference period, the sum of those loss adjustments shall be counted as one adjustment in the period.
Dessa instruktioner avser mallarna för rapportering av beräkningen av kapitalbaskrav enligt schablonmetoden för valutakursrisk (MKR SA FX), råvarurisk (MKR SA COM), ränterisk (MKR SA TDI, MKR SA SEC och MKR SA CTP) och aktierisk (MKR SA EQU).
Loss adjustments relating to previous reporting reference periods is the sum of the following elements (positive or negative):
I denna del ingår också instruktioner till mallen för rapportering av beräknade kapitalbaskrav enligt metoden med interna modeller (MKR IM).
the gross loss amounts pertinent to positive loss adjustments made within the reporting reference period (e.g. increase of provisions, linked loss events, additional settlements) of operational risk events ‘accounted for the first time’ and reported in previous reporting reference periods;
Positionsrisken avseende ett omsatt skuldinstrument eller en omsatt aktie (eller skuld- eller aktiederivat) ska delas upp i två komponenter vid beräkningen av den kapitaltäckning som krävs för detta.
the gross loss amounts pertinent to negative loss adjustments made within the reporting reference period (e.g. due to decrease of provisions) of operational risk events ‘accounted for the first time’ and reported in previous reporting reference periods.
Den första komponenten ska vara den specifika riskkomponenten, dvs. risken för en prisförändring för instrumentet som beror på omständigheter hänförliga till den som emitterat instrumentet eller, i fråga om ett derivatinstrument, den som emitterat det underliggande instrumentet.
If more than one loss adjustment was made for an event within the reporting reference period, the amounts of all those loss adjustments are summed up, taking into account the sign of the adjustments (positive, negative).
Den andra komponenten ska täcka den generella risken, dvs. för en prisförändring för instrumentet, som (när det gäller ett omsatt skuldinstrument eller skuldderivat) beror på ändrad räntenivå eller som (när det gäller en aktie eller ett aktiederivat) beror på en allmän rörelse på aktiemarknaden som inte är kopplad till någon särskild egenskap hos ett enskilt värdepapper.
This sum is considered as the loss adjustment for that event for that reporting reference period.
Den allmänna behandlingen av specifika instrument och nettningsförfaranden beskrivs i artiklarna 326–333 i CRR.
If, due to a negative loss adjustment, the adjusted loss amount attributable to an event falls below the internal data collection threshold of the institution, the institution shall report the total loss amount for that event accumulated until the last time when the event was reported for a December reference date (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) with a negative sign instead of the amount of the negative loss adjustment itself.
C 18.00 – MARKNADSRISK: SCHABLONMETOD FÖR POSITIONSRISKER I OMSATTA SKULDINSTRUMENT (MKR SA TDI)
The Maximum single loss is the larger of
I denna mall rapporteras positioner och de relaterade kapitalbaskraven för positionsrisker för omsatta skuldinstrument enligt schablonmetoden (artiklarna 102 och 105.1 i CRR).
the largest gross loss amount related to an event reported for the first time within the reporting reference period and
De olika risker och metoder som är tillämpliga enligt CRR behandlas rad för rad.
the largest positive loss adjustment amount (as defined above) related to an event reported for the first time within a previous reporting reference period.
Den specifika risken i samband med de exponeringar som tas upp i mallarna MKR SA SEC och MKR SA CTP behöver bara rapporteras i den övergripande mallen för positionsrisker i omsatta skuldinstrument MKR SA TDI.
The sum of the five largest losses is the sum of the five largest amounts among
Kapitalbaskraven som rapporteras i de mallarna ska överföras till cell 325;060 (värdepapperiseringar) respektive cell 330;060 (CTP)..
the gross loss amounts for events reported for the first time within the reporting reference period and
Instituten ska fylla i mallen separat när det gäller ”totalbeloppet” plus en i förväg angiven förteckning över följande valutor: EUR, ALL, BGN, CZK, DKK, EGP, GBP, HRK, HUF, ISK, JPY, MKD, NOK, PLN, RON, RUB, RSD, SEK, CHF, TRY, UAH, USD och en restmall för alla andra valutor.
the positive loss adjustment amounts (as defined for rows 040, 140, …, 840 above) relating to events reported for the first time within a previous reporting reference period.
ALLA POSITIONER (LÅNGA OCH KORTA)
The amount which can qualify as one of the five largest ones is the amount of the loss adjustment itself, not the total loss associated with the respective event before or after the loss adjustment.
Artiklarna 102 och 105.1 i CRR.
Direct recoveries are all recoveries obtained except those which are subject to Article 323 CRR as reported in the row below.
Detta är bruttopositioner som inte är nettade genom instrument, exklusive emissionsgarantipositioner som tecknats eller i sin tur garanterats av tredje man (artikel 345 andra meningen i CRR).
The total direct loss recovery is the sum of all the direct recoveries and adjustments to direct recoveries accounted for within the reporting period and pertinent to operational risk events accounted for the first time within the reporting reference period or in previous reporting reference periods.
När det gäller skillnaden mellan långa och korta positioner som även gäller dessa bruttopositioner, se artikel 328.2 i CRR.
Recoveries from insurance and other risk transfer mechanisms are those recoveries which are subject to Article 323 CRR.
NETTOPOSITIONER (LÅNGA OCH KORTA)
The total recovery from insurance and other risk transfer mechanisms is the sum of all the recoveries from insurance and other risk transfer mechanisms and adjustments to such recoveries accounted within the reporting reference period and pertinent to operational risk events accounted for the first time within the reporting reference period or in previous reporting reference periods.
Artiklarna 327–329 och 334 i CRR.
910-980
När det gäller skillnaden mellan långa och korta positioner, se artikel 328.2 i CRR.
For each event type (column 010 to 080), the information (Article 322(3) lit. b), c) and e) of CRR on total business lines has to be reported.
De nettopositioner som åsätts ett kapitalkrav i enlighet med de olika metoder som behandlas i del tre avdelning IV kapitel 2 i CRR.
910-914
Kapitalkravet för berörda positioner i enlighet med del tre avdelning IV kapitel 2 i CRR.
Number of Events
Artikel 92.4 b i CRR.
In row 910, the number of events above the internal threshold by event types for the total business lines shall be reported.
Produkten av kapitalbaskraven multiplicerade med 12,5.
This figure may be lower than the aggregation of the number of events by business lines since the events with multiple impacts (impacts in different business lines) shall be considered as one.
010–350
It may be higher, if an institution calculating its own funds requirements according to BIA cannot identify the business line(s) affected by the loss in every case.
Positioner i omsatta skuldinstrument i handelslagret och motsvarande kapitalbaskrav för positionsrisken i enlighet med artikel 92.3 b led i i CRR och del tre avdelning IV kapitel 2 i CRR rapporteras beroende på riskkategori, löptid och tillämpad metod.
In rows 911 – 914, the number of events with a gross loss amount within the ranges defined in the pertinent rows shall be reported.
GENERELL RISK:
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR respectively that it has identified the event types for all losses, the following shall apply for column 080:
Derivat som ingår i beräkningen av ränterisk för positioner i handelslagret med beaktande av artiklarna 328–331, i förekommande fall.
The total number of events reported in rows 910 to 914 is equal to the horizontal aggregation of the number of events in the corresponding row, given that in those figures the events with impacts in different business lines shall have already been considered as one event.
Instrument, förutom derivat, vilka ingår i beräkningen av ränterisk för positioner i handelslagret.
The figure reported in column 080, row 910 shall not necessarily be equal to the vertical aggregation of the number of events which are included in column 080, given that one event can have an impact in different business lines simultaneously.
020–200
920-924
LÖPTIDSBASERAD METOD
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, the gross loss amount (new events) reported in row 920 is the simple aggregation of the gross loss amounts of new events for each business line.
Positioner i omsatta skuldinstrument för vilka institutet den löptidsbaserade metoden i enlighet med artikel 339.1–339.8 i CRR och motsvarande kapitalbaskrav som fastställs i artikel 339.9 i CRR.
In rows 921 – 924, the gross loss amount for events with a gross loss amount within the ranges defined in the pertinent rows shall be reported.
Positionen ska delas upp i zonerna 1, 2 och 3 och dessa i sin tur efter instrumentens löptid.
In row 930, the total of the numbers of events subject to loss adjustments as defined for rows 030, 130, …, 830 shall be reported.
210–240
This figure may be lower than the aggregation of the number of events subject to loss adjustments by business lines since events with multiple impacts (impacts in different business lines) shall be considered as one.
GENERELL RISK: DURATIONSBASERAD METOD
The number of loss events subject to loss adjustments shall be broken down into the number of events for which a positive loss adjustment was made within the reporting reference period and the number of events for which a negative loss adjustment was made within the reporting period (all reported with a positive sign).
Positioner i omsatta skuldinstrument för vilka institutet den durationsbaserade metoden i enlighet med artikel 340.1–340.6 i CRR och motsvarande kapitalbaskrav som fastställs i artikel 340.7 i CRR.
In row 940, the total of the loss adjustment amounts relating to previous reporting periods per business lines (as defined for rows 040, 140, …, 840) shall be reported.
Positionen ska delas upp i zonerna 1, 2 och 3.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 of CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) of CRR, the amount reported in row 940 is the simple aggregation of the loss adjustments relating to previous reporting periods reported for the different business lines.
Summan av de belopp som rapporteras på raderna 251, 325 och 330.
The amount of loss adjustments shall be broken down into the amount related to events for which a positive loss adjustment was made in the reporting reference period (row 945, reported with as positive figure) and the amount related to events for which a negative loss adjustment was made within the reporting period (row 946, reported as negative figure).
Positioner i omsatta skuldinstrument som omfattas av kapitalkravet för specifik risk och de motsvarande kapitalkraven för positionerna i enlighet med artiklarna 92.3 b, 335, 336.1–336.3, 337 och 338 i CRR.
If, due to a negative loss adjustment, the adjusted loss amount attributable to an event falls below the internal data collection threshold of the institution, the institution shall report the total loss amount for that event accumulated until the last time when the event was reported for a December reference date (i.e. the original loss plus/minus all loss adjustments made in previous reporting reference periods) with a negative sign in row 946 instead of the amount of the negative loss adjustment itself.
Observera även artikel 327.1 sista meningen i CRR.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, the maximum single loss is the maximum loss over the internal threshold for each event type and amongst all business lines.
251–321
These figures may be higher than the highest single loss recorded in each business line if an event impacts different business lines.
Summan av de belopp som rapporteras på raderna 260–321.
The maximum single loss reported shall be equal to the highest of the values reported in columns 010 – 070 of this row.
Kapitalbaskraven för de kreditderivat på n:te förfall som inte har ett externt kreditbetyg ska beräknas genom att riskvikterna för referensenheterna summeras (artikel 332.1 e första och andra stycket i CRR – ”genomlysning”).
If there are events having an impact in different business lines, the amount reported in r950, c080 may be higher than the amounts of ‘Maximum single loss’ per business line reported in other rows of column 080.
Kreditderivat på n:te förfall som har ett externt kreditbetyg (artikel 332.1 e tredje stycket i CRR) ska rapporteras separat på rad 321.
The sum of the five largest gross losses for each event type and amongst all business lines is reported.
Rapportering av positioner som omfattas av artikel 336.3 i CRR:
This sum may be higher than the highest sum of the five largest losses recorded in each business line.
Särskild behandling tillämpas för obligationer som uppfyller villkoren för riskvikten 10 % utanför handelslagret i enlighet med artikel 129.3 i CRR (säkerställda obligationer).
This sum has to be reported regardless of the number of losses.
De specifika kapitalbaskraven är halva den procentsats som anges för den andra kategorin i tabell 1 i artikel 336 i CRR.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR respectively that it has identified the event types for all losses, for column 080, the sum of the five largest losses shall be the sum of the five largest losses in the whole matrix, which means that it may not necessarily be equal to neither the maximum value of ‘sum of the five largest losses’ in row 960 nor the maximum value of ‘sum of the five largest losses’ in column 080.
Uppgifterna ska föras till raderna 280–300 i enlighet med återstående löptid.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, the total direct loss recovery is the simple aggregation of the total direct loss recovery for each business line.
Om den generella risken för räntepositioner säkras genom ett kreditderivat ska artiklarna 346 och 347 tillämpas.
Provided that the institution has assigned all its losses either to a business line listed in Article 317(4) table 2 CRR or the business line ‘Corporate items’ as referred to in Article 322(3) point (b) CRR, the total recovery from insurance and other risk transfer mechanisms is the simple aggregation of the total loss recovery from insurance and other risk transfer mechanisms for each business line.
Det totala kapitalbaskrav som rapporteras i kolumn 610 i mall MKR SA SEC.
C 17.02: Operational risk: Detailed information on the largest loss events in the last year (OPR DETAILS 2)
Rapporteras bara på nivån ”totalt” i mall MKR SA TDI.
In template C 17.02, information on individual loss events shall be provided (one row per event).
De totala kapitalbaskrav som rapporteras i kolumn 450 i mall MKR SA CTP.
The information reported in this template shall refer to ‘new events’, i.e. operational risk events
350–390
Only events entailing a gross loss amount of 100000 EUR or more shall be reported.
YTTERLIGARE KRAV FÖR OPTIONER (ANDRA RISKER ÄN DELTARISKER)
Subject to that threshold,
Artikel 329.3 i CRR.
the largest event for each event type, provided that the institution has identified the event types for losses and
De ytterligare kraven för optioner i samband med risker som inte är deltarisker ska rapporteras i den metod som används för beräkningen av detta.
at least the ten largest of the remaining events with or without identified event type by gross loss amount shall be included in the template.
I denna mall lämnas uppgifter om positioner (samtliga positioner/nettopositioner och långa/korta) och de relaterade kapitalbaskraven för den specifika riskkomponenten i positionsrisken för värdepapperiseringar eller återvärdepapperiseringar i handelslagret (ej godtagbara korrelationshandelsportföljen) enligt schablonmetoden.
Events are ranked based on the gross loss attributed to them.
I mallen MKR SA SEC fastställs kapitalbaskrav endast för den specifika risken för värdepapperiseringspositionerna i enlighet med artikel 335 jämförd med artikel 337 i CRR.
An event shall only be considered once.
Om värdepapperiseringspositionerna i handelslagret är säkrade genom kreditderivat tillämpas artiklarna 346 och 347 i CRR.
The event ID is a row identifier and shall be unique for each row in the table.
Det finns bara en mall för alla positioner i handelslagret, oavsett om institutet använder schablonmetoden eller internmetoden för att fastställa riskvikten för varje position i enlighet med del tre avdelning II kapitel 5 i CRR.
Where an internal ID is available, institutions shall provide the internal ID.
Kapitalbaskrav för den generella risken för dessa positioner rapporteras i mall MKR SA TDI eller i mall MKR IM.
Otherwise, the reported ID shall follow the numerical order 1, 2, 3, etc.
Positioner som åsätts riskvikten 1250 % kan alternativt dras av från kärnprimärkapitalet (se artiklarna 243.1 b, 244.1 b och 258 i CRR).
Date of Accounting
I så fall ska dessa positioner rapporteras på rad 460 i CA1.
Date of accounting means the date when a loss or reserve/provision against an operational risk loss was first recognized in the Profit and Loss statement.
Artiklarna 102 och 105.1 i CRR jämförda med artikel 337 i CRR (värdepapperiseringspositioner).
Date of occurrence is the date when the operational risk event happened or first began.
(-) POSITIONER SOM DRAS AV FRÅN KAPITALBASEN (LÅNGA OCH KORTA)
Date of discovery is the date on which the institution became aware of the operational risk event.
Artikel 258 i CRR.
Event types as defined in Article 324 CRR
070–520
Gross loss related to the event as defined for rows 020, 120 etc. of template C 17.01 above
UPPDELNING AV NETTOPOSITIONERNA EFTER RISKVIKTER
Gross loss related to the event as defined for rows 020, 120 etc. of template C 17.01 above net of direct recoveries pertinent to that loss event
Artiklarna 251 (tabell 1) och 261.1 (tabell 4) i CRR.
080 - 160
Uppdelningen ska ske separat för långa och korta positioner.
Gross loss by business line
230–240 och 460–470
The gross loss as reported in column 060 shall be allocated to the relevant business lines as defined in Articles 317 and 322 (3) point (b) CRR.
250–260 och 480–490
Name of the legal entity as reported in column 010 of C 06.02 where the loss – or the greatest share of the loss, if several entities were affected – occurred.
Artikel 337.2 i CRR jämförd med artikel 262 i CRR.
LEI code of the legal entity as reported in column 025 of C 06.02 where the loss – or the greatest share of the loss, if several entities were affected – occurred.
Dessa kolumner ska rapporteras om instituten använder den alternativa formelbaserade metoden (SFA), enligt vilken kapitalbaskraven fastställs som en funktion av säkerhetsgruppens egenskaper och tranchens avtalsbestämmelser.
Business unit or corporate division of the institution where the loss – or the greatest share of the loss if several business units or corporate divisions were affected – occurred.
270 och 500
Narrative description of the event, where necessary in an generalised or anonymised manner, which should comprise at least information about the event itself and information about the drivers or causes of the event, where known.
GENOMLYSNING
These instructions refer to the templates reporting of the calculation of own funds requirements according to the standardised approach for foreign exchange risk (MKR SA FX), commodities risk (MKR SA COM) interest rate risk (MKR SA TDI, MKR SA SEC, MKR SA CTP) and equity risk (MKR SA EQU).
SA: Artiklarna 253, 254 och 256.5 i CRR.
Additionally, instructions for the template reporting of the calculation of own funds requirements according to the internal models approach (MKR IM) are included in this part.
Internmetoden: artikel 263.2 och 263.3 i CRR.
The position risk on a traded debt instrument or equity (or debt or equity derivative) shall be divided into two components in order to calculate the capital required against it.
För förtida amortering, se artiklarna 265.1 och 256.5 i CRR.
The first shall be its specific-risk component — this is the risk of a price change in the instrument concerned due to factors related to its issuer or, in the case of a derivative, the issuer of the underlying instrument.
280–290 / 510–520
The second component shall cover its general risk — this is the risk of a price change in the instrument due (in the case of a traded debt instrument or debt derivative) to a change in the level of interest rates or (in the case of an equity or equity derivative) to a broad equity- market movement unrelated to any specific attributes of individual securities.
Artiklarna 109.1 andra meningen och artikel 259.3 och 259.4 i CRR.
The general treatment of specific instruments and netting procedures can be found in Articles 326 to 333 of CRR.
Dessa kolumner ska rapporteras om institutet använder internmetoden för att fastställa kapitalkraven för likviditetsfaciliteter och kreditförstärkningar som banker (inbegripet banker som är tredje part) tillhandahåller till kanaler för tillgångssäkrade företagscertifikat.
C 18.00 – MARKET RISK: STANDARDISED APPROACH FOR POSITION RISKS IN TRADED DEBT INSTRUMENTS (MKR SA TDI)
Internmetoden (IAA) baserad på kreditvärderingsinstitutens metoder är bara tillämplig för exponeringar mot kanaler för tillgångssäkrade företagscertifikat som har en intern kreditvärdering som är i nivå med ursprunglig ”investment grade”.
This template captures the positions and the related own funds requirements for position risks on traded debt instruments under the standardised approach (Articles 102 and 105 (1) of CRR).
530–540