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It is registered

Ministry of Justice

Russian Federation

On November 13, 2023 No. 75923

INSTRUCTION OF CENTRAL BANK OF THE RUSSIAN FEDERATION

of June 13, 2023 No. 6445-U

About procedure for receipt of permission to application of bank control techniques credit risk and models of quantitative assessment of credit risk, and also evaluation procedure of their quality

This Instruction based on parts two and third article 72.1 of the Federal Law of July 10, 2002 No. 86-FZ "About the Central bank the Russian Federation (Bank of Russia)" establishes procedure for receipt by bank of permission to application of bank control techniques credit risk and models of quantitative assessment of credit risk, and also evaluation procedure of quality of the specified techniques and models.

Chapter 1. The direction of the petition of bank in the Bank of Russia

1.1. Application of bank control techniques credit risk and models of quantitative assessment of credit risk for determination of size of credit risk using approach on the basis of internal ratings (further respectively - TAC, internal techniques of TAC, internal models of TAC) (further in case of joint mentioning - internal techniques and models of TAC) for the purpose of assessment of the assets, calculation of standard rates of sufficiency of own means (capital) and other obligatory standard rates of bank specified in parts three - the fifth, seventh - the ninth, eleventh article 62 of the Federal Law of July 10, 2002 No. 86-FZ "About the Central bank the Russian Federation (Bank of Russia)" (further - the Federal Law "About the Central Bank Russian Federation (Bank of Russia)"), is performed based on permission of the Bank of Russia (further - permission to application of TAC).

1.2. For receipt of permission to application of PVR bank sends to the Bank of Russia the petition for receipt of permission to application of TAC which recommended sample is given in appendix 1 to this Instruction (further - the petition) provided that the size of its assets according to value of Article "All assets", determined according to the Razrabotochny table for creation of the balance sheet (the published form) of Item 3 of the Procedure for creation and submission of the reporting under form 0409806 "Balance sheet (the published form)", the Bank of Russia established by appendix 1 to the Instruction 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" <1> (further respectively - the Instruction of the Bank of Russia No. 4927-U, the size of assets), constitutes at least 500 billion rubles for date of the direction of the petition.

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<1> It is registered by the Ministry of Justice of the Russian Federation on December 13, 2018, registration No. 52992, with the changes made by Instructions of the Bank of Russia of November 20, 2019 No. 5320-U (it is registered by the Ministry of Justice of the Russian Federation on December 13, 2019, registration No. 56796), of May 12, 2020 No. 5456-U (it is registered by the Ministry of Justice of the Russian Federation on June 18, 2020, registration No. 58705), of August 10, 2020 No. 5526-U (it is registered by the Ministry of Justice of the Russian Federation on September 30, 2020, registration No. 60147), of January 12, 2021 No. 5705-U (it is registered by the Ministry of Justice of the Russian Federation on April 15, 2021, registration No. 63150), of February 17, 2021 No. 5736-U (it is registered by the Ministry of Justice of the Russian Federation on March 26, 2021, registration No. 62892), of April 20, 2021 No. 5783-U (it is registered by the Ministry of Justice of the Russian Federation on June 11, 2021, registration No. 63866), of November 8, 2021 No. 5986-U (it is registered by the Ministry of Justice of the Russian Federation on December 14, 2021, registration No. 66316), of April 20, 2022 No. 6121-U (it is registered by the Ministry of Justice of the Russian Federation on June 27, 2022, registration No. 69018), of September 22, 2022 No. 6249-U (it is registered by the Ministry of Justice of the Russian Federation on December 29, 2022, registration No. 71886).

1.3. In case of the direction of the petition bank which for date of its direction does not correspond to the condition specified in Item 1.2 of this Instruction the Bank of Russia no later than 10 working days following behind day of receipt of the petition of bank sends to bank the notification on refusal in consideration of the petition with indication of cause of failure.

1.4. The petition goes bank to the Bank of Russia signed by person performing functions of sole executive body of bank (person, it replacing), with application of documents according to appendix 2 to this Instruction and according to Item 1.8 of this Instruction (further - documents and data to the petition) at least in 12 months prior to expected start date of application of TAC.

In the petition the official of bank is specified, authorized to represent bank in case of interaction with the Bank of Russia concerning carrying out by the Bank of Russia quality evaluation of internal techniques and models of TAC (further - the authorized person of bank). The bank reports about replacement of the authorized person of bank, having sent to the Bank of Russia the notification on replacement of the authorized person of bank signed by person performing functions of sole executive body of bank (person, it replacing) according to the procedure, the stipulated in Item 1.5 presents of the Instruction, no later than 10 working days following behind day of replacement of the authorized person of bank.

For date of the direction of the petition the bank shall use within at least than two years the rating systems meeting the requirements of the Section IV of Provisions 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" <1> (further - the Provision of the Bank of Russia No. 483-P), in internal processes of decision making and credit risk management on classes (subclasses, segments) of credit requirements concerning which the bank directs the petition that is specified bank in the documents provided by subitem 1.7 of Item 1 of appendix 2 to this Instruction.

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<1> It is registered by the Ministry of Justice of the Russian Federation on September 25, 2015, registration No. 38996, with the changes made by Instructions of the Bank of Russia of December 1, 2015 No. 3869-U (it is registered by the Ministry of Justice of the Russian Federation on December 22, 2015, registration No. 40193), of March 10, 2019 No. 5091-U (it is registered by the Ministry of Justice of the Russian Federation on June 10, 2019, registration No. 54896), of February 27, 2020 No. 5404-U (it is registered by the Ministry of Justice of the Russian Federation on March 31, 2020, registration No. 57915), of April 15, 2020 No. 5442-U (it is registered by the Ministry of Justice of the Russian Federation on April 29, 2020, registration No. 58242), of January 12, 2021 No. 5705-U (it is registered by the Ministry of Justice of the Russian Federation on April 15, 2021, registration No. 63150), of April 20, 2021 No. 5783-U (it is registered by the Ministry of Justice of the Russian Federation on June 11, 2021, registration No. 63866), of July 6, 2021 No. 5849-U (it is registered by the Ministry of Justice of the Russian Federation on August 9, 2021, registration No. 64580), of June 7, 2023 No. 6443-U (it is registered by the Ministry of Justice of the Russian Federation on June 9, 2023, registration No. 73792).

1.5. Information interaction of bank with the Bank of Russia during by the Bank of Russia quality evaluation of internal techniques and models of TAC of bank is performed by means of private office, the reference to which is posted on the official site of the Bank of Russia on the Internet (further - private office), according to the procedure determined by the Bank of Russia based on parts one and the fourth article 73.1 of the Federal law "About the Central Bank Russian Federation (Bank of Russia)" (further - order of interaction).

In case of absence at bank of technical capability to transfer required amount of materials and data by means of private office transfer of materials and data with use of removable machine data carriers with the cover letter of bank is allowed. The date of receipt of the materials and data transferred with use of removable machine data carriers date of delivery of the removable machine data carrier to the authorized bank employee of Russia based on the delivery-acceptance certificate of the removable machine data carrier is considered.

1.6. In case of need entering of changes by bank into permission to application of TAC for application of internal techniques and models of TAC concerning the class (subclass, segment) of the credit requirements developed within execution of the plan of the consecutive transition to TAC for segments of credit requirements provided by the paragraph the sixth Item 6.4 of this Instruction, or TACs of new segments of credit requirements developed in connection with inclusion in internal techniques specified by bank, the bank directs to the Bank of Russia the application (further - the additional statement) which recommended sample is given in appendix 3 to this Instruction.

1.7. The additional application is directed by bank to the Bank of Russia signed by person performing functions of sole executive body of bank (person, it replacing) with application of documents according to subitems 1.3 - 1.15 Items 1, to subitems 2. 1, 2.2, 2.5 - 2.16 of Item 2, to items 4 and the 5th appendices 2 to this Instruction and according to Item 1.8 of this Instruction (further - documents and data to the additional statement) not earlier than date with which the bank is allowed to begin application of TAC (further - start date of application of TAC), and at least in 6 months prior to expected start date of application of TAC concerning the class (subclass, segment) of credit requirements specified by bank in the additional statement.

1.8. The bank sends to the Bank of Russia documents and data to the petition (the additional statement) taking into account the following:

1.8.1. Documents and data go bank to the Bank of Russia in electronic form with the *.docx (*.rtf) or *.xlsx expansions, or *.pdf. Documents shall be approved by authorized body of management of bank (the authorized officer of bank). The minutes abstracts of meeting of collegiate executive body of bank confirming approval of the document or sheets of approval of bank by sole executive body or the official of bank provided by subitem 1.8.7 of this Item can be provided by bank in the *.jpg or *.png formats, or *.tiff. Documents can be submitted also in the form of the electronic documents signed by the strengthened digital signature according to requirements of Item 1 of article 6 of the Federal Law of April 6, 2011 No. 63-FZ "About the digital signature".

As a part of documents and data to the petition (the additional statement) the bank represents the power of attorney or the internal document of bank, confirmatory powers of the person signed by which the petition (the additional statement) is sent to the Bank of Russia, on making of actions for signing of the petition (the additional statement) of bank (except cases of the direction of the petition (the additional statement) signed by person performing functions of sole executive body of bank).

The bank shall submit to the Bank of Russia documents in editions (versions) existing for date of the direction of the petition (the additional statement), at the same time the documents specified in subitems 1.6 and 1.7 of Item 1, subitem 2.6 of Item 2 of appendix 2 to this Instruction are represented as in the edition operating for date of the direction of the petition (the additional statement) and in the editions operating within 2 years preceding date of the direction of the petition (the additional statement).

If the document of bank submitted in appendix to the petition (the additional statement) is not replaced with the document of bank in the new edition (version), representation by bank of the specified document in appendix to the additional statement is not required. The name of the document of the bank submitted in appendix to the petition or earlier directed additional application joins in the list of documents represented by bank according to subitem 1.8.2 of this Item as a part of documents to the additional statement, with indication of date and reference number of the letter to which the specified document was sent to the Bank of Russia.

1.8.2. Along with documents and data to the petition (the additional statement) the bank represents to the Bank of Russia their list (in electronic form with the *.docx expansions (*.rtf or *.xlsx) with indication of full name of each document, name (identifier) of document file and the short description of contents of the document. In the list it is specified to what structural units of appendix 2 to this Instruction there corresponds information provided in the document, with indication of the name of the document according to Items of appendix 2 to this Instruction. If the document of bank contains information relating to various structural units of this appendix the Sections and pages of the document of bank containing information on each of structural units of appendix 2 to this Instruction are specified.

1.8.3. Along with the list specified in subitem 1.8.2 of this Item the bank represents the table (in electronic form with the *.docx expansions (*.rtf or *.xlsx) in which lines on each Item of the list of documents (data) to the petition (the additional statement) of documents names of documents of bank (or the mark about their absence becomes), with indication of the Sections and pages of the document submitted by bank corresponding to Items of the list of documents (data) to the petition (the additional statement) of documents are specified.

1.8.4. The bank reflects the following information in each submitted document:

document details in system of document flow of bank (with indication of information on number of edition (version) of the document);

the name joint or sole executive body of bank or the authorized officer of the bank which approved the document (with indication of surname, name, middle name (the last - in the presence) and positions);

approval date of the document;

date of the introduction of the document in force (in the presence);

details of the organizational and administrative document of bank by which the document was enacted (if in bank creation of the specified organizational and administrative document is provided);

procedure for commissioning of separate Sections of the document (if such procedure is provided);

date of cancellation of the document (in the presence), the changing document (in the presence);

the name of structural division of bank - developer of the document, surname, name, middle name (the last - in the presence) and position of responsible developer;

information (certificate) of the changes made to the document (in the presence) and about their content, and also reasons for need of their introduction.

If the document does not include information specified in this Item, the specified information is reflected bank in the accompanying reference to the document (in electronic form with the *.docx (*.rtf) or *.xlsx expansions).

1.8.5. The documents of bank regulating use of rating systems of bank are represented on condition of their organization to the interconnected hierarchical system (documents of general (strategic) nature (strategy, policy), the documents describing the methodology applied in rating systems and the used procedures (techniques, regulations, procedures, procedures), and also reports on development of models, reports on validation of models, reports on quality management of data, reports on results of the inspections of application of TAC which are carried out by service of internal audit and other reports in case of their availability are selected).

1.8.6. In the document of bank submitted in appendix to the petition (the additional statement) there shall be particular purposes, scope of application, users of the document in bank (structural divisions of bank which activities are regulated by this document, and (or) the structural divisions of bank applying it in the activities).

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