#588044
Cur Chuige Caighdeánaithe Malartach
Alternative Standardised Approach
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#1797211
an cur chuige caighdeánaithe malartach a leagtar amach i gCaibidil 1a;
the alternative standardised approach set out in Chapter 1a;
#1797256
An Cur Chuige Caighdeánaithe Malartach
Alternative standardised approach
#1797259
Raon feidhme agus struchtúr an chur chuige mhalartaigh caighdeánaithe
Scope and structure of the alternative standardised approach
#1799536
Cur chuige caighdeánaithe malartach le haghaidh priacal margaidh
Alternative standardised approach for market risk
#1941061
Tuairisciú ar an gcur chuige caighdeánaithe malartach
Reporting on the alternative standardised approach
#1941099
Cur Chuige Caighdeánaithe Malartach le haghaidh priacal margaidh
Alternative Standardised Approach for market risk
#1941114
C 91.00 CEANGLAIS CISTÍ DÍLSE (MKR ASA SUM)
C 91.00 Alternative Standardised Approach: Summary (MKR ASA SUM)
#1941127
Iomlán (An Cur Chuige Caighdeánaithe Malartach)
Total (Alternative standardised approach)
#1941197
C 91.00 – Priacal Margaidh: Achoimre ar an gCur Chuige Caighdeánaithe Malartach (MKR ASA SUM)
C 91.00 – Market Risk: Alternative Standardised Approach Summary (MKR ASA SUM)
#1941234
Iomlán (cur chuige caighdeánaithe malartach)
Total (alternative standardised approach)
#2330715
ar cur chuige caighdeánaithe malartach é
of which the alternative standardised approach
#3238640
Cur Chuige Caighdeánaithe (TSA) / Cur chuige caighdeánaithe malartach (ASA)
Standardised Approach (TSA) /Alternative Standardised Approach (ASA)
#2872543
Maidir leis an gcreat rialála uileghabhálach le haghaidh luacháil suíomhanna sa leabhar neamhthrádála atá faoi réir riosca malairte eachtraí nó riosca tráchtearraí faoi cur chuige malartach na samhlacha inmheánacha, ba cheart é a ailíniú leis an gcreat rialála faoin gcur chuige caighdeánaithe malartach, ó tharla go bhféadfadh deasca trádála a bheith ann a ndéantar caipitliú ar a suíomhanna trí úsáid a bhaint as an gcur chuige caighdeánaithe malartach le linn ráithe amháin agus trí úsáid a bhaint as cur chuige malartach na samhlacha inmheánacha le linn ráithe eile.
The overarching regulatory framework for the valuation of positions in the non-trading book subject to foreign exchange or commodity risk under the alternative internal model approach should be aligned to the regulatory framework under the alternative standardised approach, considering that there could be trading desks the positions of which are capitalised using the alternative standardised approach in one quarter and the alternative internal model approach in another quarter.
#588045
Faoin gCur Chuige Caighdeánaithe Malartach, i gcás réimeanna gnó na baincéireachta miondíola agus na baincéireachta tráchtála, cuirfidh institiúidí an méid seo a leanas i bhfeidhm:
Under the Alternative Standardised Approach, for the business lines "retail banking" and "commercial banking", institutions shall apply the following:
#588049
Ní mór d'institiúid na coinníollacha seo a leanas a chomhlíonadh le cead a bheith aici leas a bhaint as an gCur Chuige Caighdeánaithe Malartach:
To be permitted to use the Alternative Standardised Approach, an institution shall meet all the following conditions:
#588052
is bonn iomchuí é an Cur chuige Caighdeánaithe Malartach chun a ceanglas cistí dílse le haghaidh priacal oibriúcháin a ríomh.
the Alternative Standardised Approach provides an appropriate basis for calculating its own funds requirement for operational risk.
#1797260
Níor cheart an cur chuige caighdeánaithe malartach mar a leagtar amach sa Chaibidil seo a úsáid ach amháin chun críocha an cheanglais tuairiscithe a leagtar síos in Airteagal 430b(1).
The alternative standardised approach as set out in this Chapter shall be used only for the purposes of the reporting requirement laid down in Article 430b(1).
#1936864
lena leasaítear Rialachán (AE) Uimh. 575/2013 ó Pharlaimint na hEorpa agus ón gComhairle a mhéid a bhaineann leis an gcur chuige caighdeánaithe malartach i gcomhair riosca margaidh
amending Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to the alternative standardised approach for market risk
#1936869
Níl an cur chuige caighdeánaithe malartach a leagtar síos i gCaibidil 1a de Theideal IV de Chuid a Trí de Rialachán (AE) Uimh. 575/2013 lánoibríochtúil faoi láthar, de cheal sonraíochtaí teicniúla.
The alternative standardised approach laid down in Chapter 1a of Title IV of Part Three of Regulation (EU) No 575/2013 currently lacks technical specifications to be fully operational.
#1936895
Ba cheart na hualuithe riosca is infheidhme maidir le híogaireachtaí na bhfachtóirí riosca sin sa chur chuige caighdeánaithe malartach a ailíniú le ceanglais íosta chaipitil CBMB i gcomhair riosca margaidh.
The risk weights applicable to the sensitivities of those risk factors in the alternative standardised approach should be aligned with the BCBS Minimum capital requirements for market risk.
#1936897
Ba cheart na comhghaolta is infheidhme maidir leis an gcur chuige caighdeánaithe malartach a ailíniú le híoscheanglais chaipitil CBMB i gcomhair riosca margaidh.
The correlations applicable in the alternative standardised approach should be aligned with the BCBS Minimum capital requirements for market risk.
#1936899
Ba cheart a ndóthain ama a thabhairt d’institiúidí na hathruithe ar an gcur chuige caighdeánaithe malartach maidir le riosca margaidh a thugtar isteach leis an Rialachán Tarmligthe seo a chur chun feidhme.
Institutions should be given sufficient time to implement the changes to the alternative standardised approach for market risk introduced by this Delegated Regulation.
#1941158
teimpléad chun an achoimre ar na suíomhanna agus ar na ceanglais cistí dílse teoiriciúla bunaithe ar an gcur chuige caighdeánaithe malartach a thuairisciú.
a template for reporting the summary of the positions and theoretical own funds requirements based on the alternative standardised approach.
#1941175
Is leis an bhfaisnéis sin a chinntear an bhfuil feidhm ag an oibleagáid maidir le faisnéis a thuairisciú i dtaca leis an ‘gcur chuige caighdeánaithe malartach’ nó ‘cur chuige na samhlacha inmheánacha malartacha’ dá dtagraítear in Airteagal 430 de CRR.
That information determines whether the obligation to report information on the ‘alternative standardised approach’ or the ‘alternative internal models approach’ referred to in Article 430 CRR applies.
#1941232
An muirear caipitil a chinntear de bhun Chaibidil 1a de Theideal IV de Chuid a Trí de CRR do shuíomhanna laistigh de raon feidhme chur i bhfeidhm an chur chuige chaighdeánaithe mhalartaigh.
The capital charge determined pursuant to Chapter 1a of Title IV of Part Three CRR for positions within the scope of application of the alternative standardised approach.
#2330784
Nuair a úsáideann gnólachtaí infheistíochta níos mó ná cur chuige amháin maidir leis an K-fhachtóir ‘riosca an ghlansuímh’: cur chuige caighdeánaithe, an cur chuige caighdeánaithe malartach, cur chuige na samhla inmheánaí malartaí.
When investment firms use more than one K-factor net position risk approach: standardised approach, the alternative standardised approach, the alternative internal model approach.
#2872544
Murab ionann agus an cur chuige caighdeánaithe malartach, is gá a leagan síos nach mór figiúirí laethúla a ríomh i gcás chur chuige malartach na samhlacha inmheánacha.
However, it is necessary to lay down that, differently from the alternative standardised approach, the alternative internal model approach requires the calculation of daily figures.
#2872555
Na ceanglais cistí dílse a ríomh le haghaidh riosca margaidh i gcás suíomhanna leabhair neamhthrádála faoi réir riosca malairte eachtraí i gcomhréir leis an gcur chuige caighdeánaithe malartach
Calculation of the own funds requirements for market risk for non-trading book positions subject to foreign exchange risk in accordance with the alternative standardised approach
#2872569
Na ceanglais cistí dílse a ríomh le haghaidh riosca margaidh i gcás suíomhanna leabhair neamhthrádála faoi réir riosca tráchtearraí i gcomhréir leis an gcur chuige caighdeánaithe malartach
Calculation of the own funds requirements for market risk for non-trading book positions subject to commodity risk in accordance with the alternative standardised approach
#1797261
Déanfaidh na hinstitiúidí a gceanglais cistí dílse le haghaidh priacal margaidh a ríomh i gcomhréir leis an gcur chuige caighdeánaithe malartach maidir le punann de shuíomhanna sa leabhar trádála agus de shuíomhanna leabhar neamhthrádála atá faoi réir priacal malairte eachtraí nó tráchtearraí mar shuim na dtrí chomhpháirt seo a leanas:
Institutions shall calculate the own funds requirements for market risk in accordance with the alternative standardised approach for a portfolio of trading book positions or non-trading book positions that are subject to foreign exchange or commodity risk as the sum of the following three components:
#1797897
Chun críocha phointe (b) den chéad fhomhír den mhír seo, ní bheidh sé ina dhreasacht gan deasca trádála a chuimsiú i raon feidhme chur chuige na samhla inmheánaí malartaí go mbeadh an ceanglas cistí dílse arna ríomh faoin gcur chuige malartach caighdeánaithe a leagtar amach i bpointe (a) d'Airteagal 325(3) níos ísle ná an ceanglas cistí dílse arna ríomh faoi chur chuige na samhla inmheánaí malartaí;
For the purposes of point (b) of the first subparagraph of this paragraph, not including a trading desk in the scope of the alternative internal model approach shall not be motivated by the fact that the own funds requirement calculated under the alternative standardised approach set out in point (a) of Article 325(3) would be lower than the own funds requirement calculated under the alternative internal model approach.
#1799089
Ó dháta chur i bhfeidhm an ghnímh tharmligthe dá dtagraítear in Airteagal 461(a), tuairisceoidh institiúidí nach gcomhlíonann na coinníollacha a leagtar amach in Airteagal 94(1) ná na coinníollacha in Airteagal 325a(1), i ndáil le gach suíomh leabhair trádála a bhaineann leo agus gach suíomh leabhair neamhthrádála atá faoi réir priacal malairte eachtraí nó priacal tráchtearraí a bhaineann leo, torthaí an ríomha bunaithe ar úsáid a bhaint as an gcur chuige caighdeánaithe malartach a leagtar amach i gCaibidil 1a de Theideal IV de Chuid a Trí ar an mbonn céanna agus a thuairiscíonn na hinstitiúidí sin na hoibleagáidí a leagtar síos i bpointí (b)(i) agus (c) d'Airteagal 92(3).
From the date of application of the delegated act referred to in Article 461a, institutions that do not meet the conditions set out in Article 94(1) nor the conditions set out in Article 325a(1) shall report, for all their trading book positions and all their non-trading book positions that are subject to foreign exchange or commodity risks, the results of the calculations based on using the alternative standardised approach set out in Chapter 1a of Title IV of Part Three on the same basis as such institutions report the obligations laid down in points (b)(i) and (c) of Article 92(3).
#1799537
Chun críocha na gceanglas tuairiscithe a leagtar amach in Airteagal 430b(1), tugtar an chumhacht don Choimisiún gníomhartha tarmligthe a ghlacadh i gcomhréir le hAirteagal 462, d'fhonn an Rialachán seo a leasú trí choigeartuithe teicniúla a dhéanamh ar Airteagail 325e, 325g go 325j, 325p, 325q, 325ae, 325ak, 325am, 325ap go 325at, 325av, 325ax, agus sonrú a dhéanamh ar ualú risíochta bhuicéad 11 de Thábla 4 in Airteagal 325ah, agus sonrú a dhéanamh hualuithe priacail bannaí faoi chumhdach arna n-eisiúint ag institiúidí creidmheasa i dtríú tíortha i gcomhréir le hAirteagal 325ah a shonrú, agus sonrú a dhéanamh ar chomhghaolú na mbannaí faoi chumhdach arna n-eisiúint ag institiúidí creidmheasa i dtríú tíortha i gcomhréir le hAirteagal 325aj den chur chuige caighdeánaithe malartach a leagtar amach i gCaibidil 1a de Theideal IV de Chuid a Trí, agus aird á tabhairt ar fhorbairtí maidir le caighdeáin rialála idirnáisiúnta.
For the purposes of the reporting requirements set out in Article 430b(1), the Commission is empowered to adopt delegated acts in accordance with Article 462, to amend this Regulation by making technical adjustments to Articles 325e, 325g to 325j, 325p, 325q, 325ae, 325ak, 325am, 325ap to 325at, 325av, 325ax, and specify the risk weight of bucket 11 of Table 4 in Article 325ah and the risk weights of covered bonds issued by credit institutions in third countries in accordance with Article 325ah, and the correlation of covered bonds issued by credit institutions in third countries in accordance with Article 325aj of the alternative standardised approach set out in Chapter 1a of Title IV of Part Three, taking into account developments in international regulatory standards.
#1941045
Ba cheart ceanglais tuairiscithe aonfhoirmeacha a leagan síos maidir le cistí dílse faoin gcur chuige caighdeánaithe malartach sin i ndáil le tuairisciú do na húdaráis inniúla i gcomhréir le hAirteagal 430b de Rialachán (AE) Uimh. 575/2013 agus i gcomhréir leis an ngníomh tarmligthe dá dtagraítear in Airteagal 461d den Rialachán sin.
Uniform reporting requirements regarding the own funds under that alternative standardised approach in relation to the reporting to competent authorities in accordance with Article 430b of Regulation (EU) No 575/2013 and in accordance with the delegated act referred to in Article 461a of that Regulation should be laid down.
#1941062
Tuairisceoidh institiúidí torthaí na ríomhanna bunaithe ar an gcur chuige caighdeánaithe malartach dá dtagraítear in Airteagal 430b (1) de Rialachán (AE) Uimh. 575/2013 ar bhonn aonair nó ar bhonn comhdhlúite, de réir mar is infheidhme, trí úsáid a bhaint as teimpléad 91 d’Iarscríbhinn I a ghabhann leis an Rialachán seo agus i gcomhréir le treoracha Roinn 2 de Chuid II d’Iarscríbhinn II a ghabhann leis an Rialachán seo.
Institutions shall report the results of the calculations based on the alternative standardised approach as referred to in Article 430b(1) of Regulation (EU) No 575/2013 on an individual basis or on a consolidated basis, as applicable, by using template 91 of Annex I to this Regulation and in accordance with the instructions of Section 2 of Part II of Annex II to this Regulation.
#1941199
Tugtar faisnéis achomair sa teimpléad seo maidir le ceanglais cistí dílse le haghaidh priacal margaidh a ríomh faoin gCur Chuige Caighdeánaithe Malartach (ASA), a leagtar amach i gCaibidil 1a de Theideal IV de Chuid a Trí de CRR.
This template provides summary information on the calculation of own funds requirements for Market Risk under the Alternative Standardised Approach (ASA), set out in Chapter 1a of Title IV of Part Three CRR.
#1941200
Faoin gCur Chuige Caighdeánaithe Malartach (ASA), ríomhfaidh institiúidí na ceanglais cistí dílse le haghaidh priacal margaidh do phunann suíomhanna leabhair trádála nó suíomhanna leabhair neamhthrádála atá faoi réir priacal malairte eachtraí nó priacal tráchtearraí mar shuim na dtrí chomhpháirt seo a leanas:
Under the Alternative Standardised Approach (ASA), institutions shall calculate the own funds requirements for market risk for a portfolio of trading book positions or non-trading book positions that are subject to foreign exchange or commodity risk as the sum of the following three components:
#2028966
Cuirtear faisnéis ar fáil sa teimpléad seo maidir leis na ceanglais cistí dílse a ríomh i gcomhréir le hAirteagail 312 go 324 (le haghaidh Priacal Oibriúcháin faoi Chur Chuige an Bhuntáscaire (BIA), faoin gCur Chuige Caighdeánaithe (TSA), faoin gCur Chuige Caighdeánaithe Malartach (ASA) agus faoi na hArdmhodhanna Tomhais (AMA)) de Theideal III de Chuid a Trí de CRR.
This template provides information on the calculation of own funds requirements in accordance with Articles 312 to 324 (for Operational Risk under the Basic Indicator Approach (BIA), the Standardised Approach (TSA), the Alternative Standardised Approach (ASA) and the Advanced Measurement Approaches (AMA)) of Title III of Part Three CRR.
#2535876
Soláthraítear faisnéis leis an teimpléad seo ar ríomh na gceanglas cistí dílse i gcomhréir le hAirteagail 312 go 324 de Rialachán (AE) Uimh. 575/2013 i dtaca le Priacal Oibriúcháin faoi Chur Chuige an Bhuntáscaire (BIA), faoin gCur Chuige Caighdeánaithe (TSA), faoin gCur Chuige Caighdeánaithe Malartach (ASA) agus faoi Ardchuir Chuige Tomhais (AMA).
This template provides information on the calculation of own funds requirements in accordance with Articles 312 to 324 of Regulation (EU) No 575/2013 for Operational Risk under the Basic Indicator Approach (BIA), the Standardised Approach (TSA), the Alternative Standardised Approach (ASA) and the Advanced Measurement Approaches (AMA).
#2872530
I bhfianaise na dtomhas éagsúil luacha is infheidhme maidir le suíomhanna leabhair neamhthrádála, is gá a shonrú ar cheart d’institiúidí an luach de réir na leabhar nó an luach cóir atá ag na suíomhanna sin a úsáid mar bhonn chun ríomh a dhéanamh, i gcomhréir leis an gcur chuige caighdeánaithe malartach nó le cur chuige malartach na samhlacha inmheánacha a leagtar amach i gCuid a Trí, Teideal IV, Caibidil 1a agus Caibidil 1b, faoi seach, de Rialachán (AE) Uimh. 575/2013, ar na ceanglais cistí dílse le haghaidh riosca margaidh i gcás suíomhanna leabhair neamhthrádála atá faoi réir riosca malairte eachtraí, riosca tráchtearraí nó atá faoi réir an dá riosca araon.
Considering the different value measures applicable for non-trading book positions, it is necessary to specify whether institutions should use the accounting value or the fair value of those positions as a basis to calculate, in accordance with the alternative standardised approach or the alternative internal model approach set out in Part Three, Title IV, Chapter 1a and Chapter 1b, respectively, of Regulation (EU) No 575/2013, the own funds requirements for market risk for non-trading book positions subject to foreign exchange risk, commodity risk or both.
#2872531
Ó tharla nach iad fachtóirí riosca margaidh amháin a théann i bhfeidhm ar luach na suíomhanna leabhair neamhthrádála, níor cheart a cheangal ar institiúidí luacháil laethúil a dhéanamh ar na suíomhanna sin chun ríomh a dhéanamh ar cheanglais cistí dílse le haghaidh riosca malairte eachtraí faoin gcur chuige caighdeánaithe malartach.
Since the value of non-trading book positions is not driven only by market risk factors, institutions should not be required to perform a daily valuation of those positions for the calculation of own funds requirements for foreign exchange risk under the alternative standardised approach.
#2872533
Chun comhsheasmhacht a áirithiú le cleachtais chuntasaíochta, ba cheart d’institiúidí úsáid a bhaint as an luach de réir na leabhar is déanaí atá ag suíomh leabhair neamhthrádála mar bhonn chun na ceanglais cistí dílse a ríomh le haghaidh riosca malairte eachtraí i gcomhréir leis an gcur chuige caighdeánaithe malartach.
To ensure consistency with accounting practices, institutions should use the last available accounting value of a non-trading book position as a basis for calculating the own funds requirement for foreign exchange risk in accordance with the alternative standardised approach.
#2872540
I gcás ina sealbhaíonn institiúid tráchtearra go fisiciúil, áfach, agus nach n-úsáideann sí luach cóir an tsuímh sin chun críoch cuntasaíochta, ba cheart luach cóir an tsuímh sin a úsáid mar bhonn chun na ceanglais cistí dílse a ríomh le haghaidh riosca margaidh, ó tharla go n-áirithítear leis cur chun feidhme cruinn agus simplí den cur chuige caighdeánaithe malartach.
However, where an institution physically holds a commodity and does not use the fair value of that position for accounting purposes, the fair value of that position should be used as a basis for calculating the own funds requirements for market risk, since it ensures an accurate and simple implementation of the alternative standardised approach.
#3098490
Rialachán Tarmligthe (AE) 2021/424 ón gCoimisiún an 17 Nollaig 2019 lena leasaítear Rialachán (AE) Uimh. 575/2013 ó Pharlaimint na hEorpa agus ón gComhairle a mhéid a bhaineann leis an gcur chuige caighdeánaithe malartach i gcomhair riosca margaidh, tá sé le hionchorprú i gComhaontú LEE.
Commission Delegated Regulation (EU) 2021/424 of 17 December 2019 amending Regulation (EU) No 575/2013 of the European Parliament and of the Council with regard to the alternative standardised approach for market risk is to be incorporated into the EEA Agreement.
#3211976
Ós rud é gur féidir coinne a bheith leis nach dtarlóidh an cás sin ach i líon beag cásanna, ba cheart aghaidh a thabhairt ar na cásanna sin trí ghiaráil a dhéanamh ar mhodheolaíochtaí a chuir institiúidí chun feidhme le haghaidh fachtóirí priacal neamh-insamhaltaithe eile a bhfuil níos mó breathnuithe acu ina leith nó, i gcás inar féidir, ar an gcur chuige caighdeánaithe malartach.
Since that situation can be expected to occur only in a limited number of cases, those cases should be addressed by leveraging on methodologies that institutions have implemented for other non-modellable risk factors for which they have more observations or, where possible, on the alternative standardised approach.