INSTRUCTION OF CENTRAL BANK OF THE RUSSIAN FEDERATION

of November 29, 2019 No. 199-I

About obligatory standard rates and allowances to capital adequacy ratios of banks with the universal license

This Instruction based on Articles 56, 62, 64 - 67, 70, 71.1, 72 and 74 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; 2013, No. 27, Art. 3438; No. 30, Art. 4084; No. 51, Art. 6699; 2014, No. 58, Art. 7543; 2017, No. 18, Art. 2669; 2018, No. 11, Art. 1588; No. 18, Art. 2557; 2019, No. 18, the Art. 2198) (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; 2017, No. 18, the Art. 2669) (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 November 29, 2019 No. 32) establish numerical values and techniques of determination of obligatory standard rates of banks with the universal license and allowances to capital adequacy ratios of banks with the universal license, and also procedure 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 - bank):

capital adequacy of bank;

liquidities;

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

maximum extent of large credit risks;

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;

the minimum ratio of the size of mortgage covering and amount of bond emission with mortgage covering.

1.2. 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.

1.3. Obligatory standard rates of banks (further - obligatory standard rates) are calculated according to the techniques of their determination established by this Instruction based on the principles of reliability and objectivity, discretion, prevalence of economic essence over form. 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.

1.4. 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 requirements for forming of reserve of possible losses according to the Provision of the Bank of Russia of June 28, 2017 No. 590-P "Expatiate on procedure for forming by credit institutions of reserves on possible losses according to loans, the loan and equated to it debt", the registered Ministry of Justice of the Russian Federation on July 12, 2017 No. 47384, on October 3, 2018 No. 52308, on December 19, 2018 No. 53053, on January 23, 2019 No. 53505, on September 12, 2019 No. 55910, on November 27, 2019 No. 56646 (further - the Provision of the Bank of Russia No. 590-P), and the Provision of the Bank of Russia of March 20, 2006 No. 611-P "On procedure for forming by credit institutions of reserves on possible losses", the registered Ministry of Justice of the Russian Federation on March 15, 2018 No. 50381, on December 19, 2018 No. 53054, on September 12, 2019 No. 55911 (further - the Provision of the Bank of Russia No. 611-P), after their initial recognition;

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

cost amounts according to the transaction on obligations and 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 (minus the reserve created on them) for the purpose of forming of reserves on possible losses or reserves on possible losses according to loans, on the loan and equated to it debt.

Requirements of the paragraph of the seventh this Item do not extend to positive revaluation on transactions on acquisition of assets by credit institution according to article 5 of the Federal Law of July 29, 2018 No. 263-FZ "About modification of separate legal acts of the Russian Federation" (The Russian Federation Code, 2018, No. 31, to the Art. 4852) reflected in balance sheet accounting. The specified positive revaluation joins credit institution in calculation of obligatory standard rates in the amount of the reserves created under the assets acquired by credit institution according to the Provision of the Bank of Russia No. 590-P and the Provision of the Bank of Russia No. 611-P.

1.5. When calculating obligatory standard rates the ratings of long-term creditworthness according to obligations in national or foreign currency appropriated by foreign credit rating agencies S&P Global Ratings or Fitch Ratings or "Mudis Investors Service" (Moody "s Investors Service) (further - foreign credit rating agencies) on the international rating scale, are used only concerning foreign objects of rating (except for the objects of rating listed in Item 2.6 of this Instruction, appendices 7 and 10 to this Instruction and also scores assigned to the partners listed in paragraph four of this Item) in currency in which the obligation is nominated.

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 according to Item 17.5 of part one of article 18 of the Federal law "About the Central Bank Russian Federation (Bank of Russia)" (The Russian Federation Code, 2002, No. 28, Art. 2790; 2019, No. 31, Art. 4430). 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 or 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 and more various scores of long-term creditworthness assigned by foreign credit rating agencies two highest ratings are used. If these ratings correspond to one coefficient of risk, any of these ratings is used if ratings are various, lower rating is applied;

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 the rating of issue of securities is used.

1.6. The bank shall perfrom calculation of capital adequacy ratios of bank according to the standard approach established by Chapter 2 of this Instruction (further - standard approach), except for case, stipulated in Item 1.7 these Instructions.

1.7. The bank has the right to make the decision on application of the finalized approach to calculation of capital adequacy ratios of the bank provided by Chapter 3 of this Instruction (further - the finalized approach).

1.8. Information on adoption by authorized body of bank of the decision on application of the finalized approach to calculation of capital adequacy ratios of bank is carried by bank to the Bank of Russia (authorized structural division of central office of the Bank of Russia exercising supervision of its activities) (further - the Bank of Russia (authorized structural division of central office of the Bank of Russia) in writing within 3 working days from decision date.

1.9. The finalized approach chosen as bank cannot be changed and is applied since next day after date of the direction of information in the Bank of Russia (authorized structural division of central office of the Bank of Russia).

Before date of the direction of information in the Bank of Russia calculation of capital adequacy ratios of bank is perfromed according to Chapter 2 of this Instruction.

1.10. Information on the approach used by bank when calculating capital adequacy ratios of bank shall contain in notes to forms of the reporting 0409135 "Information on obligatory standard rates and on other indicators of activities of credit institution" (further - reporting form 0409135) and 0409813 of "Data on obligatory standard rates, the standard rate of financial leverage and the standard rate of short-term liquidity (the published form)" (further - reporting form 0409813), the established 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", the registered Ministry of Justice of the Russian Federation on December 13, 2018 No. 52992, on December 13, 2019 No. 56796 (further - the Instruction of the Bank of Russia No. 4927-U).

Chapter 2. The capital adequacy ratios of bank calculated according to standard approach

2.1. According to standard approach 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), 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. 52122, on December 19, 2018 of year №53064, 30 of September, 2019 No. 56084 (further - the Provision of the Bank of Russia No. 646-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 July 4, 2018 No. 646-P "About technique of determination of own means (capital) of credit institutions ("Basel III")", the registered Ministry of Justice Russian on September 10, 2018:

credit risk on the assets reflected in balance sheet accounts of the accounting account (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 April 20, 2021 No. 5782-U "About asset types, characteristics of asset types to which allowances to risk coefficients are established and about application to the specified asset types of allowances in case of determination of capital adequacy ratios by credit institutions", the registered Ministry of Justice of the Russian Federation on June 11, 2021 No. 63862 (further - the Instruction of the Bank of Russia No. 5782-U);

credit risk on contingent obligations of credit nature;

credit risk on derivative financial instruments (further - PFI);

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 H1.1, the standard rate of H1.2, the standard rate of H1.0 - are calculated by formula:

 

where:

H1.i - one of the following capital adequacy ratios of bank: 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. 646-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, 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 (the amount of codes 8852, 8879, 8881);

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: PK1 - for the standard rate of H1.1, PK2 - for the standard rate of H1.2, PK0 - for the standard rate of H1.0.

Measure calculation of PKI does not join credit requirements and requirements for receipt of the added (cumulative) percent:

belonging 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 8655.i, 8734, 8751, 8756.i, 8806, 8846, 8851, 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);

to Central Banks and the governments of the countries - members of the Commonwealth of Independent States;

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; 2018, No. 31, the Art. 4852) (further - the Federal Law "About the State Defensive Order"), according to the loans allowed for the purposes of accomplishment of the state defensive order;

to borrowers of bank, 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 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 Art. 628; 2019, No. 15, the Art. 1767) (further - the order of the Government of the Russian Federation No. 10);

provided within the project financing determined in Item 2.14 of the Provision of the Bank of Russia of August 6, 2015 No. 483-P "About procedure of payments of size of credit risk on the basis of internal ratings", registered by the Ministry of Justice of the Russian Federation on September 25, 2015 No. 38996, on December 22, 2015 No. 40193, on June 10, 2019 No. 54896 (further - the Provision of the Bank of Russia No. 483-P);

provided on financing of activities within the concessionary agreement concluded according to the Federal Law of July 21, 2005 No. 115-FZ "About concessionary agreements" (The Russian Federation Code 2005, No. 30, Art. 3126; 2018, No. 53, the Art. 8451) (further - the Federal Law "About Concessionary Agreements");

KRVI - the size of credit risk on contingent obligations of credit nature calculated according to 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 PFI and agreements which are not PFI in accordance with the terms of which the size of requirements and size of obligations of the parties are calculated on the basis of interest rates, currency rates, goods prices (including precious metals) with the term of calculation and (or) delivery exceeding the minimum term provided by business customs for this agreement type, but not earlier than the third working day after day of the conclusion of the agreement, calculated according to the Provision of the Bank of Russia of January 12, 2021 No. 754-P "About determination by banks with the universal license of size of credit risk on derivative financial instruments", the registered Ministry of Justice of the Russian Federation on April 15, 2021 No. 63148 (further - the Provision of the Bank of Russia No. 754-P) (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 appendix 7 to this Instruction (code 8866);

SHOUTING - the size of operational risk calculated according to the Provision of the Bank of Russia of September 3, 2018 No. 652-P "About procedure of payments of the extent of operational risk", the registered Ministry of Justice of the Russian Federation on November 19, 2018 No. 52705, on December 19, 2018 No. 53050, on March 31, 2020 No. 57915 (further - the Provision of the Bank of Russia No. 652-P) (code 8942), or the Provision of the Bank of Russia of December 7, 2020 No. 744-P "About procedure of payments of the extent of operational risk ("Basel III") and implementation by the Bank of Russia of supervision of its observance", the registered Ministry of Justice of the Russian Federation on January 29, 2021 No. 62290 (further - the Provision of the Bank of Russia No. 744-P) (code 8956);

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, on March 7, 2019 No. 53986 (further - the Provision of the Bank of Russia No. 511-P). 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 using approach on the basis of internal ratings (further - TAC) for the purposes of inclusion in capital adequacy ratios of bank. 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 or code 8629.i in case of adoption of the decision by bank according to Item 1.7 of this Instruction 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. 646-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. 646-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.

2.3. When calculating capital adequacy ratios, except for the standard rate of financial leverage (H1.4), banks estimate assets based on the following classification of risks.

2.3.1. The I group of assets of bank includes the following assets:

cash (including in foreign currency), gold in storages of bank (code 8962);

means on accounts of credit institutions (branches) on cash servicing of structural divisions, and also means for cash servicing of credit institutions (branches) which is performed not in the place of opening of correspondent accounts (sub-accounts) (the account No. No. 30210 and 30235);

the amounts deposited in organizations of the Bank of Russia for obtaining by the next day of cash and gold (code 8969);

the means nominated and accumulated in rubles on correspondent and deposit bank accounts of Russia, including on correspondent accounts of settlement centers of the organized market of securities (further - ORTsB) in the Bank of Russia, and also the means deposited by authorized banks in the Bank of Russia, the other means placed in the Bank of Russia, including on clearing bank accounts, requirements to the Bank of Russia on receipt of the added (cumulative) percent. The procedure for reference of credit requirements (their part) and requirements for receipt of the added (cumulative) percent (their part) to category accumulated in rubles is established by subitem 2.3.8 of this Item (codes 8912.1, 8912. 2, 8912.0);

the required reserves deposited in the Bank of Russia (the account No. 30202);

investments in the bonds of the Bank of Russia nominated and accumulated in rubles (code 8900);

the credit requirements nominated and accumulated in rubles (that is requirements of bank to the borrower (partner) in which the credit risk, including loans, the loan and equated to it debt determined according to the Provision of the Bank of Russia No. 590-P, means on correspondent accounts including remaining balance of means by incomplete calculations for correspondent accounts, the precious metals provided to clients the funds transferred according to reserve requirements of authorized bodies of foreign states, investments in securities (debt obligations) on which the size of market risk, and also requirements for return of securities for the transactions made on returnable basis is not calculated is inherent) and requirements for receipt of the added (cumulative) percent in the part provided with the state guarantees of the Russian Federation nominated in rubles belonging to the I risk group according to the column 3 of appendix 12 to this Instruction (except for the assets meeting requirements of codes 8891, of 8925), guarantees of the Bank of Russia (code 8973);

the credit requirements and requirements for receipt of the added (cumulative) percent to the Russian Federation, federal executive bodies nominated and accumulated in rubles (code 8902);

the credit requirements and requirements for receipt of the added (cumulative) percent nominated and accumulated in rubles in the part provided with pledge of the state debt securities of the Russian Federation, debt securities of the Bank of Russia nominated in rubles in the amount of 80 percent of fair value of the specified securities (codes 8974.1, 8974. 2, 8974.0);

credit requirements and requirements for receipt of the added (cumulative) percent to Central Banks or the governments of the countries having scores of long-term creditworthness assigned by foreign credit rating agencies at the level from AAA to "AA-" on the international rating scale "to Es - and - Pi Global Reytinggs" (S&P Global Ratings) or Fitch Ratings or at the level from "Aaa" to "Aa3" on the international rating scale "Mudis Investors Service" (Moody "s Investors Service), to the organizations which according to the legislation of the countries are granted the right to perform borrowings on behalf of the state (code 8901);

credit requirements and requirements for receipt of the added (cumulative) percent in the part provided with guarantees (guarantees, reserve letters of credit) of the governments or Central Banks of the countries having scores of long-term creditworthness assigned by foreign credit rating agencies at the level from AAA to "AA-" on the international rating scale "to Es - and - Pi Global Reytinggs" (S&P Global Ratings) or Fitch Ratings or at the level from "Aaa" to "Aa3" on the international rating scale "Mudis Investors Service" (Moody "s Investors Service); in the part provided with guarantees (guarantees, reserve letters of credit) of the organizations which according to the legislation of the countries are equated to guarantees (to guarantees, reserve letters of credit) the governments or Central Banks of said countries; and also credit requirements and requirements for receipt of the added (cumulative) percent in the part provided with pledge nominated in the same currency, as the requirement, debt securities of Central Banks or the state debt securities of the countries having scores of long-term creditworthness assigned by foreign credit rating agencies at the level from AAA to "AA-" on the international rating scale "to Es - and - Pi Global Reytinggs" (S&P Global Ratings) or Fitch Ratings or at the level from "Aaa" to "Aa3" on the international rating scale "Mudis Investors Service" (Moody "s Investors Service), in the amount of 80 percent of fair value of the specified securities (codes 8917.1, 8917. 2, 8917.0);

credit requirements and requirements for receipt of the added (cumulative) percent to international financial institutions (International settlements bank, the International Monetary Fund, the European Central Bank), to international banks of development of group of the World Bank, including to the International Bank for Reconstruction and Development, the International Finance Corporation, Multilateral agency on guaranteeing investments, Asian Development Bank, the African development bank, the European Bank for Reconstruction and Development, Inter-American Development Bank, the European Investment Bank, Nordic Investment Bank, the Caribbean Development Bank, Islamic development bank, Development bank under the Council of Europe, to the European investment fund, the International organization for immunization financing, the Asian Infrastructure Investment Bank; credit requirements and requirements for receipt of the added (cumulative) percent in the part provided with guarantees (guarantees, reserve letters of credit) of the specified international financial institutions, guarantees of the specified international banks of development, and also pledge of debt securities of the specified international financial institutions and international banks of development in the amount of 80 percent of fair value of securities (code 8976);

the credit requirements and requirements for receipt of the added (cumulative) percent to "National Payment Card System" joint-stock company on the in-Russian transactions made with use of MIR payment service provider, service of bystry payments of payment system of the Bank of Russia, Viza payment service provider, Master Card payment service provider, payment system China UnionPay, Jay-Si-Bee payment service provider (JCB), American Express payment service provider nominated and accumulated in rubles (code 8609);

credit requirements and requirements for receipt of the added (cumulative) percent (codes 8945.1, 8945. 2, 8945.0) in part, secure:

security deposit (contribution);

own nominated in the same currency, as the requirement, the debt securities of creditor bank which are at it in pledge (in the form of pledge), in the amount of 80 percent of fair value of securities, and also the specified securities considered on custody accounts according to the Provision of the Bank of Russia of November 13, 2015 No. 503-P "About procedure for opening and maintaining by depositaries custody accounts and other accounts", the registered Ministry of Justice of the Russian Federation on December 16, 2015 No. 40137, on December 10, 2018 No. 52946 (further - the Provision of the Bank of Russia No. 503-P) concerning which it is fixed register) the pledge right in the presence in the depositary agreement of condition that in case of the pledge termination fixing (registration) of the fact of lifting of restriction for transactions with valuable papers is performed based on the corresponding order signed by the pawnbroker;

pledge of ingot gold in premises of creditor bank or other banks for making of the transactions with values conforming to the requirements established by the Provision of the Bank of Russia of January 29, 2018 No. 630-P "About procedure for conducting cash transactions and storage precautions, transportations and collections of banknotes and coin of the Bank of Russia in credit institutions in the territory of the Russian Federation", registered by the Ministry of Justice of the Russian Federation on June 18, 2018 No. 51359 (ingot gold in storages of banks);

the requirements for return of the securities transferred without derecognition according to the transactions made on returnable basis, provided with the money in the same currency, as the transferred securities received within the agreements meeting requirements of subitem 2.6.1 of Item 2.6 of this Instruction;

paragraph twentieth ceased to be valid

Assets of the I group are in addition adjusted on the assets included in code 8715.

The risk coefficient on the I group of assets matters 0 (zero).

2.3.2. The II group of assets of bank includes the following assets:

the credit requirements and requirements for receipt of the added (cumulative) percent to subjects of the Russian Federation, municipalities of the Russian Federation nominated and accumulated in rubles (code 8904);

the credit requirements and requirements for receipt of the added (cumulative) percent nominated and accumulated in rubles in the part provided with the state guarantees of the Russian Federation nominated in rubles relating to the IV risk group according to the column 6 of appendix 12 to this Instruction (code 8711), and also in the part provided with the guarantees of subjects of the Russian Federation, municipalities of the Russian Federation nominated in rubles or pledge of the debt securities of subjects of the Russian Federation or municipalities of the Russian Federation nominated in rubles in the amount of 80 percent of fair value of securities (codes 8913.1, 8913. 2, 8913.0);

the credit requirements and requirements for receipt of the added (cumulative) percent to resident banks of placement up to 90 calendar days nominated and accumulated in rubles (codes 8964.1, 8964. 2, 8964.0);

requirements (codes 8941.1, 8941. 2, 8941.0):

participants of clearing (the requirement regarding the funds transferred for execution and (or) the ensuring obligation fulfillment allowed to clearing including as individual clearing providing and also the requirements which arose by results of clearing):

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