INSTRUCTION OF CENTRAL BANK OF THE RUSSIAN FEDERATION

of June 28, 2017 No. 180-I

About obligatory standard rates of banks

This Instruction based on Articles 62, 64 - 67, 70 - 72 Federal Laws of July 10, 2002 No. 86-FZ "About the Central bank the Russian Federation (Bank of Russia)" (The Russian Federation Code, 2002, No. 28, Art. 2790; 2003, No. 2, Art. 157; No. 52, Art. 5032; 2004, No. 27, Art. 2711; No. 31, Art. 3233; 2005, No. 25, Art. 2426; No. 30, Art. 3101; 2006, No. 19, Art. 2061; No. 25, Art. 2648; 2007, No. 1, Art. 9, Art. 10; No. 10, Art. 1151; No. 18, Art. 2117; 2008, No. 42, Art. 4696, Art. 4699; No. 44, Art. 4982; No. 52, Art. 6229, Art. 6231; 2009, No. 1, Art. 25; No. 29, Art. 3629; No. 48, Art. 5731; 2010, No. 45, Art. 5756; 2011, No. 7, Art. 907; No. 27, Art. 3873; No. 43, Art. 5973; No. 48, Art. 6728; 2012, No. 50, Art. 6954; No. 53, Art. 7591, Art. 7607; 2013, No. 11, Art. 1076; No. 14, Art. 1649; No. 19, Art. 2329; No. 27, Art. 3438, Art. 3476, Art. 3477; No. 30, Art. 4084; No. 49, Art. 6336; No. 51, Art. 6695, Art. 6699; No. 52, Art. 6975; 2014, No. 19, Art. 2311, Art. 2317; No. 27, Art. 3634; No. 30, Art. 4219; No. 40, Art. 5318; No. 45, Art. 6154; No. 52, Art. 7543; 2015, No. 1, Art. 4, Art. 37; No. 27, Art. 3958, Art. 4001; No. 29, Art. 4348, Art. 4357; No. 41, Art. 5639; No. 48, Art. 6699; 2016, No. 1, Art. 23, Art. 46, Art. 50; No. 26, Art. 3891; No. 27, Art. 4225, Art. 4273, Art. 4295; 2017, No. 1, Art. 46; No. 14, Art. 1997; No. 18, the Art. 2661, the Art. 2669) (further - the Federal Law "About the Central Bank Russian Federation (Bank of Russia)"), article 24 of the Federal law "About Banks and Banking Activity" (in edition of the Federal Law of February 3, 1996 No. 17-FZ) (Sheets of the Congress of People's Deputies of RSFSR and the Supreme Council of RSFSR, 1990, No. 27, Art. 357; Russian Federation Code, 1996, No. 6, Art. 492; 1998, No. 31, Art. 3829; 1999, No. 28, Art. 3459, Art. 3469; 2001, No. 26, Art. 2586; No. 33, Art. 3424; 2002, No. 12, Art. 1093; 2003, No. 27, Art. 2700; No. 50, Art. 4855; No. 52, Art. 5033, Art. 5037; 2004, No. 27, Art. 2711; No. 31, Art. 3233; 2005, No. 1, Art. 18, Art. 45; No. 30, Art. 3117; 2006, No. 6, Art. 636; No. 19, Art. 2061; No. 31, Art. 3439; No. 52, Art. 5497; 2007, No. 1, Art. 9; No. 22, Art. 2563; No. 31, Art. 4011; No. 41, Art. 4845; No. 45, Art. 5425; No. 50, Art. 6238; 2008, No. 10, Art. 895; 2009, No. 1, Art. 23; No. 9, Art. 1043; No. 18, Art. 2153; No. 23, Art. 2776; No. 30, Art. 3739; No. 48, Art. 5731; No. 52, Art. 6428; 2010, No. 8, Art. 775; No. 27, Art. 3432; No. 30, Art. 4012; No. 31, Art. 4193; No. 47, Art. 6028; 2011, No. 7, Art. 905; No. 27, Art. 3873, Art. 3880; No. 29, Art. 4291; No. 48, Art. 6730; No. 49, Art. 7069; No. 50, Art. 7351; 2012, No. 27, Art. 3588; No. 31, Art. 4333; No. 50, Art. 6954; No. 53, Art. 7605, Art. 7607; 2013, No. 11, Art. 1076; No. 19, Art. 2317, Art. 2329; No. 26, Art. 3207; No. 27, Art. 3438, Art. 3477; No. 30, Art. 4084; No. 40, Art. 5036; No. 49, Art. 6336; No. 51, Art. 6683, Art. 6699; 2014, No. 6, Art. 563; No. 19, Art. 2311; No. 26, Art. 3379, Art. 3395; No. 30, Art. 4219; No. 40, Art. 5317, Art. 5320; No. 45, Art. 6144, Art. 6154; No. 49, Art. 6912; No. 52, Art. 7543; 2015, No. 1, Art. 37; No. 17, Art. 2473; No. 27, Art. 3947, Art. 3950; No. 29, Art. 4355, Art. 4357, Art. 4385; No. 51, Art. 7243; 2016, No. 1, Art. 23; No. 15, Art. 2050; No. 26, Art. 3860; No. 27, Art. 4294, Art. 4295; 2017, No. 14, Art. 2000; No. 18, Art. 2661, Art. 2669; No. 25, the Art. 3596) (further - the Federal Law "About Banks and Banking Activity") and according to the solution of the Board of directors of the Bank of Russia (the minutes of the Board of directors of the Bank of Russia of May 29, 2017 No. 12) establish numerical values and techniques of determination of obligatory standard rates of banks, and also features of implementation by the Bank of Russia of supervision of their observance.

Chapter 1. General provisions

1.1. This Instruction is applied to the following obligatory standard rates of banks with the universal license (further - banks):

capital adequacy;

liquidities;

the maximum extent of risk on one borrower or group of the connected borrowers;

maximum extent of large credit risks;

paragraph of the sixth ceased to be valid;

the cumulative size of risk on insiders of bank;

uses of own means (capital) of banks for share acquisition (shares) of other legal entities;

the maximum extent of risk on the face (group of the faces tied with bank) tied with bank.

1.2. Numerical values and techniques of determination of other obligatory standard rates established by the Federal Law "About the Central Bank Russian Federation (Bank of Russia)" namely: the extreme size of property (non-cash) deposits to the authorized capital of credit institution, and also the list of types of property in non-cash form which can be brought in authorized capital payment; the minimum size of the reserves created under risks; the sizes of currency and percentage it is risk; obligatory standard rates for banks with the basic license, banking groups and non-bank credit institutions - are established by other regulations of the Bank of Russia.

1.3. Obligatory standard rates of banks (further - obligatory standard rates) are calculated according to the techniques of their determination determined in this Instruction based on the principles of reliability and objectivity, discretion, prevalence of economic essence over form and other internationally acknowledged principles allowing to estimate qualitatively transactions and to reflect them in the reporting. When calculating obligatory standard rates remaining balance on balance and off-balance sheet accounts (their parts) is considered if other is not determined by the Bank of Russia.

When calculating obligatory standard rates the following requirements shall be fulfilled:

if remaining balance on balance sheet accounts and (or) their parts which are not entering the list of the balance sheet accounts and (or) codes given in this Instruction for calculation of the obligatory standard rate on economic content belongs to the risks regulated (limited) obligatory standard rate, the bank includes these accounts (their part) in calculation of the obligatory standard rate;

if remaining balance on balance sheet accounts and (or) their parts entering the list of the balance sheet accounts and (or) codes given in this Instruction for calculation of the obligatory standard rate, and intended for covering (reduction) of the risk regulated by it on economic content does not cover (does not reduce) this risk, the bank does not include these accounts (their part) in calculation of the obligatory standard rate.

When calculating obligatory standard rates the banks performing functions of the central partner, corresponding to conditions of code 8846 of appendix 1 to this Instruction do not consider the remaining balance on balance and off-balance sheet accounts (their parts) formed as a result of carrying out transactions when implementing clearing activities and functions of the central partner.

Calculation of the obligatory standard rates, indicators and codes provided by this Instruction and also in calculation of coefficient of ruble funding join requirements (assets), obligations (liabilities), the income, expenses, the other comprehensive income reflected in the corresponding balance sheet accounts, except for account balances, intended for accounting:

the adjustments increasing (reducing) cost of the provided (placed) money, the acquired rights to claim in case of initial recognition, and also in case of the subsequent value assessment of the specified financial assets;

the adjustments increasing (reducing) cost borrowed funds in case of initial recognition, and also in case of the subsequent value assessment of the specified financial liabilities;

the adjustments increasing (reducing) cost debt securities;

the revaluation increasing (reducing) the cost of borrowed funds, the issued securities estimated at fair value through profit or loss;

the revaluation of equity securities reflected in case of initial recognition of securities;

the revaluation increasing (reducing) asset cost, estimated at fair value through profit or loss or through other comprehensive income on which the reserve on possible losses or reserve on possible losses according to loans, on the loan and equated to it debt is created;

adjustments of the created reserve on possible losses to the provision amount under the expected credit losses;

cost amounts according to the transaction on financial liabilities and financial assets reflected in the balance sheet account No. 47440;

the sizes added, but actually not drawn interest by credit institution according to the loans, other assets classified in IV and V quality categories for the purpose of forming of reserves on possible losses or reserves on possible losses under loans, on the loan and equated to it debt.

1.4. This Instruction establishes numerical values and method of calculation of the following allowances to capital adequacy ratios of bank (further - allowances):

capital adequacy maintenance;

countercyclical;

for the system importance.

1.5. When calculating obligatory standard rates scores of long-term creditworthness assigned by foreign credit rating agencies on the international rating scale "to Es - and - Pi Global Reytinggs" (S&P Global Ratings) or Fitch Ratings or "Mudis Investors Service" (Moody "s Investors Service) (further - foreign credit rating agencies), are used only concerning foreign objects of rating (except for Item 2.3 of this Instruction and appendix 1 to this Instruction regarding borrowers, the listed in paragraph four of this Item, and also Item 2.6 of this Instruction, appendices 7, 10 to this Instruction in which scores of long-term creditworthness assigned by foreign credit rating agencies are used taking into account provisions of documents of Basel Committee on Banking Supervision).

Concerning the Russian objects of rating the credit scores assigned on national rating scale for the Russian Federation by credit rating agencies, data on which are entered by the Bank of Russia in the register of credit rating agencies (further - the Russian credit rating agencies), are used it is not lower than the level, the Bank of Russia established by the Board of directors. Information on the minimum levels of the credit scores assigned by the Russian credit rating agencies is posted on the official site of the Bank of Russia on the Internet (further - the official site of the Bank of Russia) and published in "the Bulletin of the Bank of Russia".

Scores of long-term creditworthness assigned by foreign credit rating agencies are used in case of application of this Instruction taking into account the features established by the Instruction of the Bank of Russia of November 25, 2014 No. 3453-U "About features of use of ratings of creditworthness for the purpose of application of regulations of the Bank of Russia", the registered Ministry of Justice of the Russian Federation on December 16, 2014 No. 35194.

Scores of long-term creditworthness assigned by foreign credit rating agencies are used in case of application of this Instruction in case of assessment of credit risk on borrowers, being Central Banks, the governments, the organizations which according to the legislation of the countries are granted the right to perform borrowings on behalf of the state, taking into account the following:

with score of long-term creditworthness assigned only by one foreign credit rating agency this rating is used;

with two various scores of long-term creditworthness assigned by foreign credit rating agencies lower rating is used;

with three various scores of long-term creditworthness assigned by foreign credit rating agencies lower rating from two highest ratings is used;

in case of assignment of the ratings of long-term creditworthness by foreign credit rating agencies to both issue of securities, and the issuer of securities concerning the specified issue of securities for the purpose of this Instruction the rating of issue of securities is used.

Chapter 2. Capital adequacy ratios of bank: the standard rate of sufficiency of the basic capital of bank, the standard rate of sufficiency of fixed capital of bank, the standard rate of sufficiency of own means (capital) of bank and the standard rate of sufficiency of own means (capital) of bank taking into account weighing of assets on risk level of 100 percent

2.1. Capital adequacy ratios of bank, except for the standard rate of sufficiency of own means (capital) of bank taking into account weighing of assets on risk level of 100 percent (further - the standard rate of financial leverage (H1. 4), No. 27259, on November 29, 2013 No. 30499, on October 2, 2014 No. 34227, on December 11, 2014 No. 35134, on December 17, 2014 No. 35225, on March 24, 2015 No. 36548, on June 5, 2015 No. 37549, on October 5, 2015 No. 39152, on December 8, 2015 No. 40018, on December 17, 2015 No. 40151, on August 26, 2016 No. 43442 (further - the Provision of the Bank of Russia No. 395-P), to the amount are calculated as the relation of size of the basic capital of bank, size of fixed capital of bank and size of own means (capital) of bank determined by the technique provided by the Provision of the Bank of Russia of December 28, 2012 No. 395-P "About technique of determination of size of own means (capital) of credit institutions ("Basel III")", the registered Ministry of Justice of the Russian Federation on February 22, 2013:

credit risk on the assets reflected in balance sheet accounts of financial accounting (assets less the created reserves on possible losses and reserves on the possible losses according to loans, the loan and equated to it debt weighed on risk level), taking into account application of the allowances to coefficients of risk established by the Instruction of the Bank of Russia of August 31, 2018 No. 4892-U "About asset types, characteristics of asset types to which allowances to risk coefficients, and application technique to the specified asset types of allowances for the purpose of calculation with credit institutions of capital adequacy ratios", the registered Ministry of Justice of the Russian Federation are established on September 25, 2018 No. 52249 (further - the Instruction of the Bank of Russia No. 4892-U);

credit risk on contingent obligations of credit nature;

credit risk on derivative financial instruments;

risk of change in value of the credit requirement as a result of deterioration in credit quality of the partner;

operational risk;

market risk.

2.1.1. Capital adequacy ratios of bank - the standard rate of sufficiency of the basic capital of bank (further - the standard rate of H1.1), the standard rate of sufficiency of fixed capital of bank (further - the standard rate of H1.2), the standard rate of sufficiency of own means (capital) of bank (further - the standard rate of H1.0) - are calculated by formula:

where:

H1.i - one of the following standard rates: standard rate of H1.1, standard rate of H1.2, standard rate of H1.0;

Ki - one of the following sizes: K1 - the size of the basic capital of bank, K2 - the size of fixed capital of bank, K0 - the size of own means (capital) of bank determined according to the technique provided by the Provision of the Bank of Russia No. 395-P;

SUM Kpi indicator (Ai - Pi) i is calculated separately for each capital adequacy ratio of bank. Determination of size of assets of I-III and V bank of groups for the purposes of calculation of capital adequacy ratios of bank is performed according to requirements of subitems 2.3.1 - 2.3.3 and 2.3.5 Items 2.3 of this Instruction. Calculation of size of assets of bank IV of group for the standard rate of H1.1 is perfromed according to subitem 2.3.4.1 of Item 2.3 of this Instruction, for the standard rate of H1.2 - subitem 2.3.4.2 of Item 2.3 of this Instruction and for the standard rate of H1.0 - subitem 2.3.4.3 of Item 2.3 of this Instruction;

Kpi - the coefficient of risk of i-go of asset determined according to Item 2.3 of this Instruction;

Ai - i-y asset of bank. When using approach, stipulated in Item 2.6 these Instructions, indicator (Ai - Pi) it is replaced with A*i indicator - the asset i-go cost (the credit requirement and requirements for receipt of the added (cumulative) percent on i-mu to asset) reduced by the amount (cost) of the provided providing;

Pi - the size of the created reserves on possible losses or reserves on possible losses according to loans, on the loan and equated to it debt of i-go of asset (except for the created reserves on possible losses considered in case of measure calculation of A*i);

BQ - the indicator providing application of increased requirements on covering the capital of appropriate level of separate assets of bank according to the international approaches to increase in stability of banking sector (the amount of codes 8750, 8852, 8879, 8881);

paragraph eleventh ceased to be valid

PKI - transactions with the increased risk coefficients (the amount of codes 8731, 8809.i, 8814.i, 8816, 8818.i, 8820, 8822, 8824.i, 8826.i, 8828.i, 8830.i, 8834.i, 8836.i, 8838 less code 8856.i). The indicator of PKI is used when calculating capital adequacy ratios of bank. Measure values of PKI are calculated separately for each capital adequacy ratio of bank: PKI - for the standard rate of H1.1, PK2 - for the standard rate of H1.2, PK0 - for the standard rate of H1.0. Do not join in measure calculation of PKI: the assets relating to the I-III and V groups of assets according to subitems 2.3.1 - 2.3.3 and 2.3.5 Items 2.3 of this Instruction; the credit requirements and requirements for receipt of the added (cumulative) percent specified in codes 8734, of 8751, 8756.i, 8806, 8846, 8851, 8861, 8878. And, 8878. N, 8880; the assets reducing the IV group of assets according to subitem 2.3.4 of Item 2.3 of this Instruction (except for the assets meeting requirements of codes, providing application of the increased coefficients); credit requirements and requirements for receipt of the added (cumulative) percent to Central Banks and the governments of the countries - members of the Commonwealth of Independent States; credit requirements and requirements for receipt of the added (cumulative) percent to the borrowers of bank who are the head contractor of deliveries of products according to the state defensive order (further - the head contractor) or the contractor, participating in deliveries of products according to the state defensive order (further - the contractor) according to article 3 of the Federal Law of December 29, 2012 No. 275-FZ "About the state defensive order" (The Russian Federation Code, 2012, No. 53, Art. 7600; 2013, No. 52, Art. 6961; 2015, No. 27, Art. 3950; No. 29, Art. 4342; 2016, No. 27, Art. 4250; 2017, No. 1, Art. 12; No. 31, Art. 4786; 2018, No. 1, the Art. 65) (further - the Federal Law "About the State Defensive Order"), according to the loans allowed for the purposes of accomplishment of the state defensive order; credit requirements and requirements for receipt of the added (cumulative) percent to borrowers of bank, to relevant requirements of the paragraph of the fourth order of the Government of the Russian Federation of January 15, 2018 No. 10 "About determination of cases of release of joint-stock company and limited liability company from obligation to open and provide information concerning large deals and (or) transactions in which making there is interest" (The Russian Federation Code, 2018, No. 4, of the Art. 628) (further - the order of the Government of the Russian Federation No. 10);

paragraph thirteenth ceased to be valid

KRVI - the size of credit risk on contingent obligations of credit nature calculated according to the procedure, established by appendix 2 to this Instruction. Measure values of KRVI are calculated separately for each capital adequacy ratio of bank: KPB1 - for the standard rate of H1.1 (code 8810.1), KPB2 - for the standard rate of H1.2 (code 8810.2), KPB0 - for the standard rate of H1.0 (code 8810.0);

KRS - the size of credit risk on the derivative financial instruments determined according to the Federal Law of April 22, 1996 No. 39-FZ "About the security market" (The Russian Federation Code, 1996, No. 17, Art. 1918; 2001, No. 33, Art. 3424; 2002, No. 52, Art. 5141; 2004, No. 27, Art. 2711; No. 31, Art. 3225; 2005, No. 11, Art. 900; No. 25, Art. 2426; 2006, No. 1, Art. 5; No. 2, Art. 172; No. 17, Art. 1780; No. 31, Art. 3437; No. 43, Art. 4412; 2007, No. 1, Art. 45; No. 18, Art. 2117; No. 22, Art. 2563; No. 41, Art. 4845; No. 50, Art. 6247; 2008, No. 52, Art. 6221; 2009, No. 1, Art. 28; No. 18, Art. 2154; No. 23, Art. 2770; No. 29, Art. 3642; No. 48, Art. 5731; No. 52, Art. 6428; 2010, No. 17, Art. 1988; No. 31, Art. 4193; No. 41, Art. 5193; 2011, No. 7, Art. 905; No. 23, Art. 3262; No. 29, Art. 4291; No. 48, Art. 6728; No. 49, Art. 7040; No. 50, Art. 7357; 2012, No. 25, Art. 3269; No. 31, Art. 4334; No. 53, Art. 7607; 2013, No. 26, Art. 3207; No. 30, Art. 4043, Art. 4082, Art. 4084; No. 51, Art. 6699; No. 52, Art. 6985; 2014, No. 30, Art. 4219; 2015, No. 1, Art. 13; No. 14, Art. 2022; No. 27, Art. 4001; No. 29, Art. 4348, Art. 4357; 2016, No. 1, Art. 50, Art. 81; No. 27, Art. 4225; 2017, No. 25, of the Art. 3592) (further - the Federal Law "About the Security Market"), obligation of other party to accept and pay the specified property, the procedure for financial accounting by which is determined by the Provision of the Bank of Russia of July 4, 2011 No. 372-P "About procedure for financial accounting of derivative financial instruments", for agreements which are recognized derivative financial instruments according to the right of foreign state, regulations of the international treaty or business customs, and to the purchase and sale agreements of foreign currency, precious metals, securities which are not derivative financial instruments, providing obligation of one party to transfer foreign currency, precious metals, securities to property to other party not earlier than the third working day after the conclusion of the agreement, the registered Ministry of Justice of the Russian Federation on July 22, 2011 No. 21445, on December 6, 2013 No. 30553, on December 18, 2015 No. 40165 (further - the Provision of the Bank of Russia No. 372-P) (further - PFI). Size KRS is calculated according to the procedure, established by appendix 3 to this Instruction (code 8811);

RSK - the size of risk of change in value of the credit requirement as a result of deterioration in credit quality of the partner calculated according to the procedure, established by appendix 7 to this Instruction (code 8866);

SHOUTING - the size of operational risk calculated according to the Provision of the Bank of Russia of November 3, 2009 No. 346-P "About procedure of payments of the extent of operational risk", the registered Ministry of Justice of the Russian Federation on December 17, 2009 No. 15697, on July 19, 2012 No. 24957, on December 8, 2015 No. 40019 (further - the Provision of the Bank of Russia No. 346-P) (code 8942);

RRI - the size of market risk calculated according to the Provision of the Bank of Russia of December 3, 2015 No. 511-P "About procedure of payments credit institutions of size of market risk", the registered Ministry of Justice of the Russian Federation on December 28, 2015 No. 40328 (further - the Provision of the Bank of Russia No. 511-P). The indicator of RRI is used when calculating capital adequacy ratios of bank. Measure values of RR are calculated separately for each capital adequacy ratio of bank: PP1 - for the standard rate of H1.1 (code 8812.1), PP2 - for the standard rate of H1.2 (code 8812.2), PP0 - for the standard rate of H1.0 (code 8812.0);

KRPI - the size of credit risk calculated on the basis of TAC for the purposes of inclusion in capital adequacy ratios. Measure values of KRPI are calculated separately for each capital adequacy ratio of bank: KRP1 - for the standard rate of H1.1, KRP2 - for the standard rate of H1.2, KRP0 - for the standard rate of H1.0 (the amount of codes 8757.i, 8758.i, 8759). The balance sheet assets participating in measure calculation of KRPI do not join in assets of the I-III and V groups of assets, and are considered in the IV group of assets with the subsequent exception;

KRFI - the size of credit risk on the investments of bank in shares and (or) shares of joint-stock investment funds, mutual investment funds, non-state pension funds, and also the funds located outside the territory of the Russian Federation (further - investments in fund) including delivered in trust management calculated according to appendix 9 to this Instruction. Measure values of KRFI are calculated separately for each capital adequacy ratio of bank: KRF1 - for the standard rate of H1.1 (code 8761.1), KRF2 - for the standard rate of H1.2 (code 8761.2), KRF0 - for the standard rate of H1.0 (code 8761.0).

The balance sheet assets participating in measure calculation of KRFI do not join in assets of the I-III and V groups of assets, and are considered in the IV group of assets with the subsequent exception.

2.1.2. The standard rate of financial leverage (H1.4) is calculated as the relation of the size of fixed capital of bank determined by the technique provided by the Provision of the Bank of Russia No. 395-P to the amount:

the balance sheet assets weighed on the level of credit risk of 100 percent;

credit risk on contingent obligations of credit nature;

credit risk on transactions from PFI calculated according to appendix 10 to this Instruction;

credit risk according to transactions of purchase and sale of securities without derecognition with the obligation of the return sale (purchase) of securities and on transactions of loan of securities (further - the securities lending).

The standard rate of financial leverage (H1.4) is calculated by formula:

where:

K2 - the size of fixed capital of bank determined according to the technique provided by the Provision of the Bank of Russia No. 395-P;

Arfr - the size of the balance sheet assets of bank reflected in balance sheet accounts of financial accounting (less the indicators accepted in reduction of size of sources of fixed capital (for the purpose of calculation of the standard rate of financial leverage (H1.4), and also the created reserves on possible losses and (or) reserves on possible losses according to loans, the loan and equated to it debt), 100 percent weighed on risk level (code 8773 less codes 8774, 8775);

KRVFR - the size of credit risk on contingent obligations of credit nature for the purpose of calculation of the standard rate of financial leverage (H1.4) taking into account application of coefficients of credit equivalent (code 8780);

KRSFR - the size of credit risk on PFI for the purpose of calculation of the standard rate of financial leverage (H1.4) calculated according to appendix 10 to this Instruction (code 8776);

RKTSBFR - the size of credit risk according to transactions of the securities lending (the amount of codes 8777, 8779 less code 8778).

2.2. Minimum admissible numerical value of the standard rate H1.1 is established in the amount of percent 4,5.

Minimum admissible numerical value of the standard rate H1.2 is established in the amount of 6 percent.

Minimum admissible numerical value of the standard rate H1.0 is established in the amount of 8 percent.

Minimum admissible numerical value of the standard rate of financial leverage (H1.4) is established in the amount of 3 percent.

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