+Člen 6 Pomembne razširitve in spremembe pristopa AMA
---+Article 6 1.
---+Article 6 2.
---+Article 6 3.
|
Člen 6 Pomembne razširitve in spremembe pristopa AMA
Člen 6 Pomembne razširitve in spremembe pristopa AMA 1. Razširitve in spremembe pristopa AMA se štejejo za pomembne, če izpolnjujejo katerega koli od naslednjih pogojev:
(a)
sodijo v katero koli od razširitev, ki so opisane v oddelku 1 dela I Priloge II;
(b)
sodijo v katero koli od sprememb, ki so opisane v oddelku 1 dela II Priloge II;
(c)
njihova posledica je eno od naslednjega:
(i)
zmanjšanje za 10 % ali več česar koli od naslednjega:
—
skupnih konsolidiranih kapitalskih zahtev za operativno tveganje EU nadrejene institucije,
—
v primeru institucije, ki ni niti nadrejena institucija niti podrejena institucija, skupnih kapitalskih zahtev za operativno tveganje;
(ii)
zmanjšanje za 10 % ali več česar koli od naslednjega:
—
skupnih kapitalskih zahtev za operativno tveganje na konsolidirani ravni nadrejene institucije, ki ni EU nadrejena institucija,
—
skupnih kapitalskih zahtev za operativno tveganje podrejene institucije, če nadrejeni instituciji ni bilo izdano dovoljenje za uporabo pristopa AMA.
2. Za namene odstavka (1)(c)(i) in v skladu s členom 3(2) se učinek vsake razširitve ali spremembe oceni kot razmerje, ki se izračuna na naslednji način:
(a)
v števcu se uporabi razlika v kapitalskih zahtevah za operativno tveganje, ki je povezana s področjem uporabe modela pristopa AMA pred razširitvijo ali spremembo na konsolidirani ravni EU nadrejene institucije ali na ravni institucije, ki ni niti nadrejena institucija niti podrejena institucija, in po njej;
(b)
v imenovalcu se uporabijo skupne kapitalske zahteve za operativno tveganje pred razširitvijo ali spremembo na konsolidirani ravni EU nadrejene institucije oziroma na ravni institucije, ki ni niti nadrejena institucija niti podrejena institucija.
Izračun se nanaša na isto časovno točko. Določitev učinka na kapitalske zahteve se nanaša samo na učinek razširitve ali spremembe pristopa AMA, za profil operativne tveganosti pa se torej predpostavlja, da ostane nespremenjen. 3. Za namene odstavka (1)(c)(ii) in v skladu s členom 3(2) se učinek vsake razširitve ali spremembe oceni kot razmerje, ki se izračuna na naslednji način:
(a)
v števcu se uporabi razlika v kapitalskih zahtevah za operativno tveganje, ki je povezana s področjem uporabe modela pred razširitvijo ali spremembo na konsolidirani ravni nadrejene institucije, ki ni EU nadrejena institucija, ali na ravni podrejene institucije, če nadrejeni instituciji ni bilo izdano dovoljenje za uporabo pristopa AMA, in po njej;
(b)
v imenovalcu se uporabijo skupne kapitalske zahteve za operativno tveganje pred razširitvijo ali spremembo na konsolidirani ravni nadrejene institucije, ki ni EU nadrejena institucija, oziroma na ravni podrejene institucije, če nadrejeni instituciji ni bilo izdano dovoljenje za uporabo pristopa AMA.
Izračun se nanaša na isto časovno točko. Določitev učinka na kapitalske zahteve se nanaša samo na učinek razširitve ali spremembe pristopa AMA, za profil operativne tveganosti pa se torej predpostavlja, da ostane nespremenjen. 1. Pregled
| Naslov |
Regulativa |
|
Article 6 1.
|
Extensions and changes to the AMA shall be considered material, if they fulfil any of the following conditions:
(a)
they fall under any extensions described in Annex II, Part I, Section 1;
(b)
they fall under any changes described in Annex II, Part II, Section 1;
(c)
they result in either of the following:
(i)
in a decrease of 10 % or more of either of the following:
—
the overall EU parent institution's consolidated own funds requirements for operational risk,
—
the overall own funds requirements for operational risk in the case of an institution which is neither a parent institution, nor a subsidiary;
(ii)
in a decrease of 10 % or more of either of the following:
—
the overall own funds requirements for operational risk at the consolidated level of a parent institution which is not an EU parent institution,
—
the overall own funds requirements for operational risk of a subsidiary where the parent institution has not received the permission to use the AMA.
|
|
Article 6 2.
|
For the purposes of paragraph (1)(c)(i), and in accordance with Article 3(2), the impact of any extension or change shall be assessed as a ratio calculated as follows:
(a)
in the numerator, the difference in the own funds requirements for operational risk associated with the scope of application of the AMA model before and after the extension or change at the EU parent institution's consolidated level or at the institution level which is neither a parent institution, nor a subsidiary;
(b)
in the denominator, the overall own funds requirements for operational risk before the extension or change at the EU parent institution's consolidated level or, respectively, at the institution level which is neither a parent institution, nor a subsidiary.
The calculation shall refer to the same point in time. The determination of the impact on the own funds requirements shall refer only to impact of the extension and change to the AMA, and therefore the operational risk profile shall be assumed to remain constant.
|
|
Article 6 3.
|
For the purposes of paragraph (1)(c)(ii), and in accordance with Article 3(2), the impact of any extension or change shall be assessed as a ratio calculated as follows:
(a)
in the numerator, the difference in the own funds requirements for operational risk associated with the scope of application of the model before and after the extension or change at the consolidated level of a parent institution which is not an EU parent institution or at the subsidiary level where the parent institution has not received the permission to use the AMA;
(b)
in the denominator, the overall own funds requirements for operational risk before the extension or change at the consolidated level of a parent institution which is not an EU parent institution or, respectively, at the subsidiary level where the parent institution has not received the permission to use the AMA.
The calculation shall refer to the same point in time. The determination of the impact on the own funds requirements shall refer only to impact of the extension and change to the AMA, and therefore the operational risk profile shall be assumed to remain constant.
|
,
1.1 Sklici
1.2 Ugotovljene zahteve
1.3 Povezani standardi
2. Ugotovljene zahteve
3. Povezani standardi
- Builddate: 09.07.2015 00:00:00 -Doknr: CELEX:32014R0529
- EULAW -
EN: Legal acts of the European Union from EUR-Lex, https://eur-lex.europa.eu/. © European Union. Re-use is authorised by Decision 2011/833/EU, provided the source is acknowledged; the consolidated texts are licensed under CC BY 4.0 (EUR-Lex legal notice). Divided into sections and converted into the GRCA format, the wording unchanged. Only the legislation published in the Official Journal of the European Union is deemed authentic.
DE: Rechtsakte der Europäischen Union aus EUR-Lex, https://eur-lex.europa.eu/. © Europäische Union. Weiterverwendung nach Beschluss 2011/833/EU mit Quellenangabe gestattet; die konsolidierten Fassungen stehen unter CC BY 4.0 (Rechtlicher Hinweis von EUR-Lex). In Abschnitte aufgeteilt und in das GRCA-Format umgewandelt, der Wortlaut unverändert. Verbindlich sind allein die im Amtsblatt der Europäischen Union veröffentlichten Rechtsakte.
|