Document from CIS Legislation database © 2003-2023 SojuzPravoInform LLC

It is registered

Ministry of Justice

Russian Federation

On November 19, 2018 No. 52705

PROVISION OF CENTRAL BANK OF THE RUSSIAN FEDERATION

of September 3, 2018 No. 652-P

About procedure of payments of the extent of operational risk

(as amended on 27-02-2020)

1. Based on Item 7 parts one of Article 62 and part one of article 72 of the Federal Law 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, №50, of 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. 11, Art. 1997; No. 18, Art. 2661, Art. 2669; No. 27, Art. 3950; No. 30, Art. 4456; No. 31, Art. 4830; No. 50, Art. 7562; 2018, No. 1, Art. 66; No. 9, Art. 1286; No. 11, Art. 1584, Art. 1588; No. 18, Art. 2557; No. 24, Art. 3400; No. 31, the Art. 4852) 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 August 24, 2018 No. 28) this Provision establish procedure of payments of the extent of operational risk for inclusion in calculation of the capital adequacy ratios of bank established by the Instruction of the Bank of Russia of November 29, 2019 No. 199-I "About obligatory standard rates and allowances to capital adequacy ratios of banks with the universal license" registered by the Ministry of Justice of the Russian Federation on December 27, 2019 No. 57008.

2. The extent of operational risk is calculated by bank by formula:

 

Формула к Положению ЦБ РФ от 03.09.2018 г. №652-П

 

where:

SHOUTING - the extent of operational risk;

Di - the income for i-y the year for the purposes of calculation of the capital on covering of operational risk determined according to Item 3 this provision;

n - the number of years (three years preceding settlement date of the extent of operational risk).

The concept "operational risk" used in this Provision is applied in the value established in Chapter 4 appendices to the Instruction of the Bank of Russia of April 15, 2015 No. 3624-U "About requirements to risk management system and the capital of credit institution and banking group", to No. registered by the Ministry of Justice of the Russian Federation on May 26, 2015 37388, on December 28, 2015 No. 40325, on December 7, 2017 No. 49156, on September 5, 2018 No. 52084.

3. The indicator D for the purposes of calculation of the capital on covering of operational risk represents the amount of net interest incomes and net not interest incomes for financial year.

Net interest incomes are equal to the amount reflected on the line "Net Interest Incomes (Negative Percentage Margin)" of the reporting under form 0409807 "Report on financial results (the published form)" (further - form 0409807), established by appendix 1 to the Instruction of the Bank of Russia of October 8, 2018 No. 4927-U "About the list, forms and procedure for creation and representation of forms of the reporting of credit institutions in the Central bank of the Russian Federation", to No. 52992 registered by the Ministry of Justice of the Russian Federation on December 13, 2018 (further - the Instruction of the Bank of Russia No. 4927-U).

Net not interest incomes are equal to the amount reflected in the lines "Net Incomes From Transactions with the Financial Assets Estimated at Fair Value Through Profit Or Loss", "Net Incomes from Transactions with the Financial Liabilities Estimated at Fair Value through Profit Or Loss", "Net Incomes from Transactions with Foreign Currency", "Net Incomes from Revaluation of Foreign Currency", "Net Incomes from Transactions with Precious Metals", "Income from Equity Participation of Other Legal Entities", "Commission Income", "Other Operating Incomes" less the amounts reflected on the line "Commission expenses" of form 0409807 and on symbols 28402, 29101 - 29103, 294 appendices to the Provision of the Bank of Russia of December 22, 2014 to No. 446-P "About procedure for determination of the income, expenses and other comprehensive income of credit institutions", to No. registered by the Ministry of Justice of the Russian Federation on February 6, 2015 35910, on December 8, 2015 No. 40025, on December 12, 2017 No. 49219, on July 31, 2018 No. 51743.

If the income and expenses participating in calculation of net interest incomes and net not interest incomes adjust according to subitem 2.1.7 of Item 2 of the Provision of the Bank of Russia of July 4, 2018 No. 646-P "About technique of determination of own means (capital) of credit institutions ("Basel III")", No. registered by the Ministry of Justice of the Russian Federation on September 10, 2018 52122, on December 19, 2018 No. 53064 (further - the Provision of the Bank of Russia No. 646-P), the size of own means (capital), they do not join in calculation of net interest incomes and net not interest incomes for the purpose of measure definition D, except for the income, the specified in paragraphs seven - the ninth subitem 2.1. 7, subitem 2.2.4.2 of Item 2 and subitem 3.2.5 of Item 3 of the Provision of the Bank of Russia No. 646-P.

4. Calculation of size of indicator D for each financial year preceding settlement date of the extent of operational risk is performed by bank based on comparable these forms 0409807.

Warning!!!

This is not a full text of document! Document shown in Demo mode!

If you have active License, please Login, or get License for Full Access.

With Full access you can get: full text of document, original text of document in Russian, attachments (if exist) and see History and Statistics of your work.

Get License for Full Access Now

Disclaimer! This text was translated by AI translator and is not a valid juridical document. No warranty. No claim. More info

Effectively work with search system

Database include more 50000 documents. You can find needed documents using search system. For effective work you can mix any on documents parameters: country, documents type, date range, teams or tags.
More about search system

Get help

If you cannot find the required document, or you do not know where to begin, go to Help section.

In this section, we’ve tried to describe in detail the features and capabilities of the system, as well as the most effective techniques for working with the database.

You also may open the section Frequently asked questions. This section provides answers to questions set by users.

Search engine created by SojuzPravoInform LLC. UI/UX design by Intelliants.