INSTRUCTION OF CENTRAL BANK OF THE RUSSIAN FEDERATION

of August 6, 2015 No. 3752-U

About procedure for receipt of permissions to application of bank control techniques credit risks and models of quantitative assessment of credit risks for the purpose of calculation of capital adequacy ratios of bank, and also evaluation procedure of their quality

This Instruction based on article 72.1 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, No. 50, 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. 45, Art. 6154; No. 52, Art. 7543; 2015, No. 1, Art. 4, Art. 37; No. 27, Art. 3958, Art. 4001; No. 29, the Art. 4348) (further - the Federal Law "About the Central Bank Russian Federation (Bank of Russia)"), 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; 1998, No. 31, Art. 3829; 1999, No. 28, Art. 3459, Art. 3469; 2001, No. 26, Art. 2586; No. 33, Art. 3424; 2002, No. 12, Art. 1093; 2003, No. 27, Art. 2700; No. 50, Art. 4855; No. 52, Art. 5033, Art. 5037; 2004, No. 27, Art. 2711; No. 31, Art. 3233; 2005, No. 1, Art. 18, Art. 45; No. 30, Art. 3117; 2006, No. 6, Art. 636; No. 19, Art. 2061; No. 31, Art. 3439; No. 52, Art. 5497; 2007, No. 1, Art. 9; No. 22, Art. 2563; No. 31, Art. 4011; No. 41, Art. 4845; No. 45, Art. 5425; No. 50, Art. 6238; 2008, No. 10, Art. 895; 2009, No. 1, Art. 23; No. 9, Art. 1043; No. 18, Art. 2153; No. 23, Art. 2776; No. 30, Art. 3739; No. 48, Art. 5731; No. 52, Art. 6428; 2010, No. 8, Art. 775; No. 27, Art. 3432; No. 30, Art. 4012; No. 31, Art. 4193; No. 47, Art. 6028; 2011, No. 7, Art. 905; No. 27, Art. 3873, Art. 3880; No. 29, Art. 4291; No. 48, Art. 6728, Art. 6730; No. 49, Art. 7069; No. 50, Art. 7351; 2012, No. 27, Art. 3588; No. 31, Art. 4333; No. 50, Art. 6954; No. 53, Art. 7605, Art. 7607; 2013, No. 11, Art. 1076; No. 19, Art. 2317, Art. 2329; No. 26, Art. 3207; No. 27, Art. 3438, Art. 3477; No. 30, Art. 4084; No. 40, Art. 5036; No. 49, Art. 6336; No. 51, Art. 6683, Art. 6699; 2014, No. 6, Art. 563; No. 19, Art. 2311; No. 26, Art. 3379, Art. 3395; No. 30, Art. 4219; No. 40, Art. 5317, Art. 5320; No. 45, Art. 6144, Art. 6154; No. 49, Art. 6912; No. 52, Art. 7543; 2015, No. 1, Art. 37; No. 17, Art. 2473; No. 27, Art. 3947, Art. 3950; No. 29, the Art. 4355), on July 13, 2015) (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 July 31, 2015 No. 23) establish procedure for receipt of permissions to application of bank control techniques credit risks and models of quantitative assessment of the credit risks used for determination of size of credit risk on the basis of internal ratings (further - TAC) for the purpose of calculation of the capital adequacy ratios of bank (further - permission to application of TAC for the purpose of calculation of capital adequacy ratios) 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 (further - the Instruction of the Bank of Russia No. 199-I), and also evaluation procedure of quality of bank control techniques risks and the models of quantitative risks assessment used for determination of size of credit risk on the basis of TAC.

1. The bank can address with the petition for receipt of permission to application of bank control techniques risks and models of quantitative risks assessment for determination of size of credit risk on the basis of internal ratings for the purpose of calculation of capital adequacy ratios of bank (further - the petition) provided that the size of assets of bank for date of the direction of the petition constitutes at least 500 billion rubles according to measure value "All assets" in line 12 of the form 0409806 "Balance sheet (the published form)" established by appendix 1 to the Instruction of the Bank of Russia of November 12, 2009 No. 2332-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. registered by the Ministry of Justice of the Russian Federation on December 16, 2009 15615, on June 18, 2010 No. 17590, on December 22, 2010 No. 19313, on June 20, 2011 No. 21060, on December 16, 2011 No. 22650, on July 10, 2012 No. 24863, on September 20, 2012 No. 25499, on December 20, 2012 No. 26203, on March 29, 2013 No. 27926, on June 14, 2013 No. 28809, on December 11, 2013 No. 30579, on March 28, 2014 No. 31760, on June 18, 2014 No. 32765, on December 22, 2014 No. 35313, on February 20, 2015 No. 36169, on June 8, 2015 No. 37564, on July 16, 2015 No. 38037 ("the Bulletin of the Bank of Russia" of December 25, 2009 No. 75 - 76, of June 25, 2010 No. 35, of December 28, 2010 No. 72, of June 28, 2011 No. 34, of December 23, 2011 No. 73, of July 19, 2012 No. 41, of September 26, 2012 No. 58, of December 27, 2012 No. 76, of March 30, 2013 No. 20, of June 25, 2013 No. 34, of December 28, 2013 No. 79-80, of March 31, 2014 No. 34, of June 27, 2014 No. 61, of December 30, 2014 No. 115-116, of March 10, 2015 No. 20, of June 25, 2015 No. 55, of July 24, 2015 No. 61).

The petition of bank which has for date of submission of the petition size of assets less than the amount of assets specified in paragraph one of this Item is not considered and returns within 10 working days.

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