Примери коришћења Internal capital на Енглеском и њихови преводи на Српски
{-}
-
Colloquial
-
Ecclesiastic
-
Computer
-
Latin
-
Cyrillic
Internal capital requirement for interest rate risk amounts to RSD 1.053 thousands.
Passing a decision on adopting Report on Internal capital adequacy assessment process(ICAAP) for 2015; 15.
Internal capital requirement for credit- fx risk amounts to RSD 20.368 thousands.
Interest rate risk in banking book is considered materially significant andit is included in the internal capital adequacy assessment process.
Internal capital requirement for credit- fx risk as at 31.12.2012. is RSD 22.102k.
The reserve is set as a fixed percentage(1,5%)of total internal capital requirements for risks that are materially significant and can be quantified.
Internal capital requirement for interest rate risk as at 31.12.2013. is RSD 10.770K.
If this participation is greater than 20%,country risk is considered materially significant and it is included in the internal capital adequacy assessment process.
Internal capital requirement for concentration risk as at 31.12.2013. is RSD 23.125K.
If this participation is greater than 20%,concentration risk is considered materially significant and it is included in the internal capital adequacy assessment process.
Internal capital requirement for credit- fx risk as at 31.12.2013. is RSD 13.589K.
Concentration risk- The Bank will determine the material significance of concentration risk based on the participation of the sum of large exposures(VI-LI form) in total exposure,calculated on day for which it calculates internal capital requirements.
The Bank increases internal capital requirements for the calculated effects of the stress test.
Publishing data and information Concentration risk- The Bank will determine the material significance of concentration risk based on the participation of the sum of large exposures(VI-LI form) in total exposure,calculated on day for which it calculates internal capital requirements.
Internal capital requirements for risks that cannot be quantified, amounts to RSD 23.271 thousands as at 31.12.2015.
Residual risk- The Bank will determine the material significance of residual risk based on the ratio of net exposures covered by credit risk mitigation techniques in the Bank, s credit portfolio,calculated on day for which it calculates internal capital requirements.
Dilution risk- The Bank will determine the material significance of dilution risk based on the participation of exposures towards repurchased receivables- factoring, in the Bank's credit portfolio,calculated on day for which it calculates internal capital requirements.
The Bank increases internal capital requirements for the calculated effects of the stress test which calculates effects of growth by 10% on the large exposures.
They should be proportionate to the volume and complexity of the bank's activities, that is, to the risks the bank is exposed to on these grounds. Determination of total internal capital requirementsBased on the results of the previous stage,the bank is under obligation to calculate the total internal capital requirements.
The Bank increases internal capital requirements for the calculated effects of the stress test which calculates effects of exchange rate changes(changes in the exchange rate of EUR 10%).
They should be proportionate to the volume and complexity of the bank's activities, that is, to the risks the bank is exposed to on these grounds. Determination of total internal capital requirementsBased on the results of the previous stage,the bank is under obligation to calculate the total internal capital requirements.
Internal capital requirement for Liquidity risk is calculated as CRlr= n x 12%where(n) stands for the amount of liquidity deficit on the day when liquidity ratio was lower than 1,2.
Banks with a small volume and complexity of operation may implement simple stress testing(sensitivity analysis), while those with a higher volume and complexity of operation conduct more complex tests(scenario analysis). The bank implements stress testing to assess internal capital requirements at least once a year.
Internal capital requirements for concentration risk are determined as: CRcr= n* HHI* 12% Where(n) stands for the total amount of large exposures determined according to the NBS methodology for the preparation of reports on large exposures.
Banks with a small volume and complexity of operation may implement simple stress testing(sensitivity analysis), while those with a higher volume and complexity of operation conduct more complex tests(scenario analysis). The bank implements stress testing to assess internal capital requirements at least once a year.
For the purpose of measurement/assessment of internal capital requirements for credit FX risk, the Bank applies FXAOF factor(FX add-on-factor)which adjusts the internal capital requirements for credit risk.
Country risk- The Bank will determine the material significance of country risk based on the participation of net exposure toward the non domicile obligors(persons headquarted or residing outside the Republic of Serbia) in total net exposure,calculated on day for which it calculates internal capital requirements.
HHI, as a basis for the calculation of internal capital requirements for concentration risk is defined as the sum of the squares of the shares of the large exposures in a total amount of large expsoures of the Bank.
For risks, that can be quantified, the assessment of material significance is based on the quantitative criteria, as follows: Credit- FX risk- The Bank will determine the material significance of credit FX risk based on the participation of net exposure of the receivables contracted in foreign currency or in dinars with a foreign currency clause in total net exposure,calculated on day for which it calculates internal capital requirements.