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RESOLUTION OF BOARD OF THE NATIONAL BANK OF UKRAINE

of December 24, 2019 No. 158

About introduction of coefficient of net stable financing (NSFR)

(as amended of the Resolution of Board of the National Bank of Ukraine of 22.12.2020 No. 166)

According to Articles 7, of 15, of 55, 56 and 58 Laws of Ukraine "About the National Bank of Ukraine", to articles 66 and 67 of the Law of Ukraine "About banks and banking activity", for the purpose of maintenance of the level of liquidity by banks necessary for ensuring stable activities and timely accomplishment of obligations to investors and other creditors, the Board of the National Bank of Ukraine DECIDES:

1. Bring in the Instruction about procedure for regulation of activities of banks in Ukraine approved by the resolution of Board of the National Bank of Ukraine of August 28, 2001 No. 368, registered in the Ministry of Justice of Ukraine on September 26, 2001 for No. 841/6032 (with changes), such changes:

The Section I after the paragraph of the tenth to add 1) with the new paragraph the eleventh the following content:

"coefficient of net stable financing (NSFR);".

With respect thereto the eleventh - twenty third to consider paragraphs respectively paragraphs the twelfth - the twenty fourth;

2) in the Section V:

in Item 1.2 of Chapter 1 of the word and the letter "and coverage ratio of liquidity (LCR) on all currencies (LCRBB) and in foreign currency (LCRIB)" shall be replaced with words also letters ", coverage ratio of liquidity (LCR) on all currencies (LCRBB) and in foreign currency (LCRIB), coefficient of net stable financing (NSFR)";

add the Section with the new head of the following content:

"4. Coefficient of net stable financing (NSFR)

1. Coefficient of net stable financing (NSFR) - the standard rate of liquidity which establishes minimum necessary level of stable financing sufficient for ensuring financing of activities of bank on the horizon one year.

2. The bank calculates coefficient of net stable financing (NSFR) as ratio of amount of the available stable financing (ASF) to amount of necessary stable financing (RSF).

3. The bank calculates amount:

1) the available stable financing (ASF) as the amount of the constituting ASF (the regulatory capital and obligations) weighed on the coefficients of ASF established by National Bank which reflect the level of their stability in the horizon one year;

2) necessary stable financing (RSF) as the amount of the constituting RSF (assets and off-balance obligations) weighed on the coefficients of RSF characterizing their liquidity on the horizon one year established by National Bank.

4. The bank perfroms calculation of coefficient of net stable financing (NSFR) according to the Method of calculation of coefficient of net stable financing (NSFR) established by National Bank.".

2. To banks of Ukraine:

1) to perfrom calculation of coefficient of net stable financing (NSFR) in general on all currencies in the test mode monthly on the following reporting dates: On August 01, on September 01, on October 01, on November 01 and on December 01, 2020, on January 01, on February 01 and on March 01, 2021 and no later than the tenth working day after the specified reporting dates to give it to the National Bank of Ukraine in the form established by it;

2) for the purpose of maintenance of sufficient level of long-term liquidity since reporting date as of April 01, 2021:

adhere to normative value of coefficient of net stable financing (NSFR) in general on all currencies established by the National Bank of Ukraine;

provide on permanent basis calculation and monitoring of coefficient of net stable financing (NSFR) separately in national and foreign currency.

3. To department of methodology (Natalya Ivanenko) after official publication to inform banks information on adoption of this resolution.

4. To impose control over the implementation of this resolution on the First Deputy Chairman of the National Bank of Ukraine Ekaterina Rozhkova.

5. The resolution becomes effective since February 3, 2020.

Chairman

Ya. Smoly

 

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

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