INSTRUCTION OF CENTRAL BANK OF THE RUSSIAN FEDERATION

of June 5, 2018 No. 4813-U

About modification of the Instruction of the Bank of Russia of August 7, 2017 No. 4482-U "About form and procedure for disclosure by credit institution (parent credit institution of banking group) of information on the accepted risks, procedures of their assessment, risk management and the capital"

1. Based on article 8 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. 4048; 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, Art. 3596; No. 30, Art. 4456; No. 31, Art. 4754, Art. 4761, Art. 4830; 2018, No. 1, of the Art. 66) to bring in the Instruction of the Bank of Russia of August 7, 2017 No. 4482-U "About form and procedure for disclosure by credit institution (parent credit institution of banking group) of information on the accepted risks, procedures of their assessment, risk management and the capital", registered by the Ministry of Justice of the Russian Federation on November 1, 2017 No. 48769, the following changes.

1.1. To add Item 1 after the words "except for banks with the basic license" with the words "and non-bank credit institutions-the central partners".

1.2. In item 4:

in subitem 4.1 of the word "Items 5.4 and 5.5" shall be replaced with words "Items 6.4 and 6.5";

to "Chapter 12 of the Section VII" to add subitem 4.2 after words with words ", table 10.1 of the Section X (starting with the reporting for the first half of the year 2018)";

add subitem 4.3 with the offer of the following content: "Information provided by this subitem is subject to disclosure by the non-bank credit institutions having the right to implementation of money transfers without opening of bank accounts and the related other banking activities at which the amount of obligations, average for half a year, to clients on money transfer without opening of bank accounts within a month does not exceed 2 billion rubles, on semi-annual basis.".

1.3. In appendix:

in subitem 6.4 of Item 6 of the Section I of the word "accepted in credit institution (banking group)" shall be replaced with words "accepted in credit institution (banking group)";

in the Section IV:

in Chapter 2:

in Item 2.7:

in subitems 2.7.11 and 2.7.14 of the word "In Columns 3, 5" shall be replaced with words "In columns 4, 6";

in subitems 2.7.12 and 2.7.15 of the word "In Columns 4, 6" shall be replaced with words "In columns 3, 5";

to add subitem 2.9.4 of Item 2.9 after words of "governing body" with the word of "(body)";

in subitem 4.4.15 of Item 4.4 of Chapter 4 of the word of "column 19" shall be replaced with words "column 21";

in the Section VII:

the paragraph one of Item 11.1 of Chapter 11 to state in the following edition:

"11.1. Information opened in this Chapter is obligatory to disclosure for all parent credit institutions of the banking groups applying the approach on the basis of internal models for the purpose of assessment of market risk used by members of banking group credit institutions at the level of group - the nonresidents meeting requirements of Item 1.5 of the Provision of the Bank of Russia No. 509-P in the presence they have permissions to its application in the regulatory purposes.";

the paragraph one of subitem 12.2.1 of Item 12.2 of Chapter 12 to state in the following edition:

"12.2.1. Information opened in this Chapter is obligatory to disclosure for all parent credit institutions of the banking groups applying the approach on the basis of internal models for the purpose of assessment of market risk used by members of banking group credit institutions at the level of group - the nonresidents meeting requirements of Item 1.5 of the Provision of the Bank of Russia No. 509-P in the presence they have permissions to its application in the regulatory purposes.";

add the Section X with Chapter 15 of the following content:

"Chapter 15. Information on the standard rate of structural liquidity (standard rate of net stable funding)

15.1. In this Chapter data on calculation of the standard rate of structural liquidity (the standard rate of net stable funding) H28 (N 29) (further - NChSF) credit institution (banking group) which shall observe minimum the NChSF admissible numerical value according to the Provision of the Bank of Russia of July 26, 2017 No. 596-P "About procedure of payments system significant credit institutions of the standard rate of structural liquidity (the standard rate of net stable funding) ("Basel III")", the registered Ministry of Justice of the Russian Federation on August 18, 2017 No. 47857 (further - the Provision of the Bank of Russia No. 596-P), and also about components of its calculation reveal.

Table 10.1.

Information on calculation of the standard rate of structural liquidity (standard rate of net stable funding)

thousand rubles.

15.2. Table 10.1 is followed by text information:

about the reasons of essential changes of size NChSF during the accounting period;

about essential changes in the strategy of liquidity risk management, in structure of funding of credit institution (banking group) and other essential facts;

about structure, nature of the assets connected with the obligations which arose within participation in separate state programs and degrees of their coherence.

15.3. Table 10.1 of this Section is subject to filling with credit institution (parent credit institution of banking group) according to the explanations below.

15.3.1. The form of the table is obligatory to disclosure by credit institutions (parent credit institutions of banking groups) and cannot be changed.

15.3.2. These tables are subject to disclosure on semi-annual basis.

15.3.3. The table is constituted on the basis of data of the reporting under form 0409121 "Calculation system significant credit institutions of the standard rate of structural liquidity (the standard rate of net stable funding) ("Basel by III")" (further - form 0409121), established by the Instruction of the Bank of Russia No. 4212-U.

15.3.4. Information provided in the table is subject to disclosure as of the end of every quarter of reporting half-year totally on transactions in rubles, foreign currency and precious metals.

15.3.5. Column 4 - 6 are subject to filling on the basis of these columns 3 - the 5th forms 0409121. In column 3 "The size of requirements (obligations) for the terms which remained before repayment: termless" requirements (obligation) which effective term of claiming (repayment) is not determined, including the credits and the other placed means poste restante (that is without the term of return of means established by the agreement), the termless tools which do not have repayment period, the equity instruments which are not corresponding to determination of highly liquid assets, short positions on securities (including PFI), investments in goods according to Items 2.2 and 3.3 of the Provision of the Bank of Russia No. 596-P are reflected.

15.3.6. The column 7 "The Weighed Size of Requirements (Obligations)" is filled in on the basis of data of column 12 "The weighed size of requirements (obligations): amount of ISF (TSF)" forms 0409121. In the lines 1 - the 14th column 7 the size of the available stable funding by the amounts of sources of own means (capital), book and off-balance commitments of credit institution (banking group) weighed on coefficients of stability of funding according to Items 2.4 - 2.8 Provisions of the Bank of Russia No. 596-P, and in the lines 15 - 34 columns 7 - the size of the required stable funding weighed on coefficients of the required stable funding according to Chapter 3 of the Provision of the Bank of Russia No. 596-P is reflected.

15.3.7. On line 12 the size of obligations on PFI is specified without division on the terms which remained before repayment. The column 7 of line 12 is not subject to filling with credit institution (parent credit institution of banking group) in connection with application to requirements for PFI of coefficient of stability of funding of 0 percent.

15.3.8. The size of requirements for lines 28, of 29, 30 is specified without division on the terms which remained before repayment.

In the column 7 of line 29 "Requirements for the derivative financial instruments which are switched on in calculation of NChSF" the difference between the size of requirements for agreements PFI and size of agreement obligations of PFI calculated according to Item 1 is reflected. 9, Item 3.15 of the Provision of the Bank of Russia No. 596-P. If the size of requirements for agreements PFI less the size of agreement obligations of PFI has positive value, positive value is specified, in case of negative value zero is specified.

15.3.9. In the column 7 of line 30 "Obligations on PFI before reduction by size of the received variation margin" the size in the amount of 20 percent from the amount of agreement obligations of PFI before reduction by size of the received variation margin or other providing in cash specified in columns 3 - the 6th lines 30, weighed on coefficient of stability of funding of 100 percent according to Item 3.15 of the Provision of the Bank of Russia No. 596-P is reflected.

15.3.10. Lines of the table are filled according to the stated below Razrabotochny table for disclosure of information on calculation of NChSF.

The Razrabotochny table for disclosure of information on calculation of NChSF

".

2. This Instruction becomes effective after 10 days after day of its official publication.

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