RESOLUTION OF BOARD OF NATIONAL BANK OF THE REPUBLIC OF BELARUS

of February 8, 2022 No. 53

About approval of Rules of assessment of activities of banks and non-bank credit and financial organizations for the purpose of determination of level accepted by them it is risk

Based on part one of article 39 of the Bank code of the Republic of Belarus and part ten of article 13 of the Law of the Republic of Belarus of July 8, 2008 "About the guaranteed compensation of bank deposits (deposits) of physical persons" the Board of National Bank of the Republic of Belarus DECIDES: No. 369-Z

1. Approve Rules of assessment of activities of banks and non-bank credit and financial organizations for the purpose of determination of level of the risks accepted by them (are applied).

2. This resolution becomes effective since April 1, 2022.

Approved by the Resolution of Board of National Bank of the Republic of Belarus of February 8, 2022 No. 53

Rules of assessment of activities of banks and non-bank credit and financial organizations for the purpose of determination of level accepted by them it is risk

Chapter 1. General provisions

1. These rules establish evaluation procedure of activities of banks and non-bank credit and financial organizations (further - banks) for the purpose of determination of level of the risks accepted by them when implementing the activities including indicators of assessment and technique of classification of banks by risk groups, for determination by public institution "Agency on the guaranteed compensation of bank deposits (deposits) of physical persons" of risk group which the bank, and calculation with banks of additional rate of calendar fees in reserve of the specified public institution treats.

2. For the purposes of these rules:

the term "assets subject to credit risk" is used in the value determined by subitem 5.1 of Item 5 of the Instruction on procedure for forming and use of special reserves on covering of possible losses by the assets and transactions which are not reflected in balance, the Republic of Belarus approved by the resolution of Board of National Bank of September 28, 2006 No. 138;

the term "physical persons" is used in the value determined by the paragraph the fifth article 2 of the Law of the Republic of Belarus "About the guaranteed compensation of bank deposits (deposits) of physical persons".

Chapter 2. Indicators of assessment of level of the risks accepted by banks when implementing the activities

3. Assessment of activities of bank for the purpose of determination of level of the risks accepted by it when implementing the activities is carried out on the following indicators:

bank liquidity;

capital and leverage of bank;

quality of assets of bank;

the funds of physical persons raised by bank.

4. The indicators characterizing bank liquidity are:

bank liquidity covering size;

size of net stable funding of bank.

Values of size of covering of bank liquidity and size of net stable funding of bank are determined based on data of the reporting 2809 "Liquidity calculation" for the form established in appendix 2 to the resolution of Board of National Bank of the Republic of Belarus of October 31, 2006 No. 172 "About establishment of forms of the reporting and approval of the Instruction about procedure for creation and submission of the prudential reporting, submission of individual accounting (financial) statements".

Assessment of the indicators characterizing bank liquidity is carried out based on the minimum values of size of covering of bank liquidity and size of net stable funding of bank determined for each settlement period constituting calendar quarter (further - settlement period), proceeding from values of the specified indicators on the first day of the second and third months of the previous settlement period, and also on the first day of the first month of the current settlement period.

5. The indicators characterizing the capital and leverage of bank are:

indicator of sufficiency of the normative capital of bank;

indicator of leverage of bank.

Measure values of sufficiency of the normative capital of bank and indicator of leverage of bank are determined based on data of the reporting 2801 "The report on capital adequacy, leverage size, internal procedure of assessment of capital adequacy and risk management" on the form established in appendix 1 to the resolution of Board of National Bank of the Republic of Belarus of October 31, 2006 No. 172.

Assessment of the indicators characterizing the capital and leverage of bank is carried out based on the minimum measure values of sufficiency of the normative capital of bank and indicator of leverage of bank determined for each settlement period proceeding from values of the specified indicators on the first day of the second and third months of the previous settlement period, and also on the first day of the first month of the current settlement period.

6. The indicators characterizing quality of assets of bank are:

share of unattended assets of bank in the assets subject to credit risk;

completeness of forming by bank of special reserve on covering of possible losses on the assets subject to credit risk.

Share of unattended assets of bank in the assets subject to credit risk (And 1), it is calculated as a percentage by the following formula:

where NA - amount of unattended assets of bank, in thousands of Belarusian rubles;

APKR - the size of the assets subject to credit risk, in thousands of Belarusian rubles.

Completeness of forming by bank of special reserve on covering of possible losses on the assets subject to credit risk (And 2), it is calculated as a percentage by the following formula:

where Rfakt - the size of actually created special reserve on covering of possible losses on the assets subject to credit risk, in thousands of Belarusian rubles;

Rrasch - the size of settlement special reserve on covering of possible losses on the assets subject to credit risk, in thousands of Belarusian rubles.

The share of unattended assets of bank in the assets subject to credit risk, and completeness of forming by bank of special reserve on covering of possible losses on the assets subject to credit risk, are calculated based on data of the reporting 2807 "The report on the size of special reserves on covering of possible losses on the assets subject to credit risk, and the transactions which are not reflected in balance" in the form established in appendix 7 to the resolution of Board of National Bank of the Republic of Belarus of October 31, 2006 No. 172.

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