It is registered
Ministry of Justice
Russian Federation
On December 28, 2015 No. 40320
of December 7, 2015 No. 3883-U
About procedure for carrying out quality evaluation of risk management systems by the Bank of Russia and the capital, capital adequacy of credit institution and banking group
This Instruction based on 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. 40, Art. 5318; No. 45, Art. 6154; No. 52, Art. 7543; 2015, No. 1, Art. 4, Art. 37; No. 27, Art. 3958, Art. 4001; No. 29, Art. 4348; No. 41, the Art. 5639) and 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. 4048; 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, of the Art. 4355, of the Art. 4385) establishes procedure for carrying out quality evaluation of risk management systems by the Bank of Russia and the capital, capital adequacy of credit institution and banking group.
1.1. The quality evaluation of risk management system and the capital of credit institution (banking group) is performed by the Bank of Russia by means of quality evaluation of internal procedures of assessment of capital adequacy (further - VPODK) credit institution (VPODK of group). The quality evaluation of VPODK is carried out for the purpose of assessment of conformity of VPODK to nature and scale of the transactions performed by credit institution (banking group), level and combination of the accepted risks and assessment of capital adequacy of credit institution (banking group) for covering of all risks, significant for credit institution (banking group).
1.2. The quality evaluation of VPODK of credit institution (VPODK of group) is performed by results of estimates of the VPODK organization, risk management system, procedures of capital management, and also results of accomplishment of VPODK by credit institution (banking group).
1.3. Assessment of the VPODK organization, risk management system, procedures of capital management, and also results of accomplishment of VPODK by credit institution (banking group) is performed according to Chapter 3 presents of the Instruction.
1.4. The quality evaluation of VPODK of credit institution (VPODK of group) is performed by the structural divisions of the Bank of Russia exercising supervision of activities of credit institution (banking group), as of the first, following after accounting year, by reference of credit institution (banking group) to one of estimative quality categories of VPODK.
1.5. The quality evaluation of VPODK of credit institution (VPODK of group) is performed on the basis of the reporting represented by credit institution (parent credit institution of banking group) to the structural division of the Bank of Russia exercising supervision of activities of credit institution (banking group) by results of inspection checks and also on the basis of information obtained by the curator of credit institution and (or) the authorized representative of the Bank of Russia, including during visit of credit institution, and also the provided credit institution (parent credit institution) on their request.
1.6. The quality evaluation of VPODK of credit institution (VPODK of group) is performed by the structural division of the Bank of Russia exercising supervision of activities of credit institution (banking group), in time no later than October 1 of the year following reporting.
1.7. Information on reference of credit institution (banking group) to one of estimative quality categories of VPODK goes the structural division of the Bank of Russia exercising supervision of activities of credit institution (banking group), to sole executive body of credit institution (parent credit institution of banking group) no later than November 1 of the year following reporting.
1.8. In case of identification by results of quality evaluation of VPODK of shortcomings and discrepancy of VPODK of credit institution (VPODK of group) to the requirements established by the Instruction of the Bank of Russia of April 15, 2015 No. 3624-U "About requirements to risk management system and the capital of credit institution and banking group" registered by the Ministry of Justice of the Russian Federation on May 26, 2015 No. 37388, ________ years No. _______ ("the Bulletin of the Bank of Russia" of June 15, 2015 No. 51, from __________ years No. ______) (further - the Instruction of the Bank of Russia No. 3624-U), to nature and scale of the transactions performed by credit institution (banking group), level and combination of the accepted risks:
The service of the current banking supervision of the Bank of Russia sends to credit institution (parent credit institution of banking group) the instruction with the requirement about reduction of risk management system and the capital in compliance with requirements of the Instruction of the Bank of Russia No. 3624-U, nature and scale of the transactions performed by credit institution (banking group), level and combination of the accepted risks with indication of the revealed shortcomings;
The department of supervision of systemically significant credit institutions of the Bank of Russia prepares the offer on presentation of credit institution (parent credit institution for banking group) requirements about reduction of risk management system and the capital in compliance with requirements of the Instruction of the Bank of Russia No. 3624-U, nature and scale of the transactions performed by credit institution (banking group), level and combination of the accepted risks with indication of the revealed shortcomings, represents it to management of the Bank of Russia and according to the made decision sends to credit institution (parent credit institution of banking group) the instruction with the specified requirements.
2.1. By results of quality evaluation of VPODK credit institutions (banking groups) belong in the following estimative quality categories of VPODK.
Credit institutions (banking groups) on which the VPODK organization, risk management system, procedures of capital management and results of accomplishment of VPODK according to Chapter 3 presents of the Instruction are estimated as "good" belong to the category 1.
To category 1 credit institutions (banking groups) in the presence of at least one of the bases for their reference cannot be referred to other category.
2.2. Credit institutions (banking groups) on which the VPODK organization and (or) risk management system, and (or) procedures of capital management, and (or) results of accomplishment of VPODK according to Chapter 3 presents of the Instruction are estimated as "satisfactory" belong to the category 2.
To category 2 credit institutions (banking groups) in the presence of at least one of the bases for their reference cannot be referred to categories 3 and 4.
2.3. Credit institutions (banking groups) on which the VPODK organization and (or) risk management system, and (or) procedures of capital management, and (or) results of accomplishment of VPODK according to Chapter 3 presents of the Instruction are estimated as "doubtful" belong to the category 3.
To category 3 credit institutions (banking groups) in the presence of at least one of the bases for their reference cannot be referred to category 4.
2.4. Credit institutions (banking groups) on which the VPODK organization and (or) risk management system, and (or) procedures of capital management, and (or) results of accomplishment of VPODK according to Chapter 3 presents of the Instruction are estimated as "unsatisfactory" belong to the category 4.
3.1. Assessment of the VPODK organization of credit institution (VPODK of group) is performed by results of assessment of indicator of the VPODK organization (PO) based on assessment of answers to the questions given in appendix 1 to this Instruction.
3.2. Assessment of risk management system of credit institution (banking group) is performed by results of assessment of indicator of the organization of risk management system (PUR) based on assessment of answers to the questions given in appendix 2 to this Instruction.
3.3. Assessment of procedures of capital management of credit institution (banking group) is performed by results of assessment of indicator of the organization of procedures of capital management (PPK) based on assessment of answers to the questions given in appendix 3 to this Instruction.
3.4. Assessment of results of accomplishment of VPODK by credit institution (banking group) is performed by results of assessment of indicator of results of accomplishment of VPODK (PR) based on assessment of answers to the questions given in appendix 4 to this Instruction.
3.5. Assessment of answers to the questions given in appendices 1 - 4 to this Instruction, is made by assignment of values by it on four-point scale:
equal 1 - "yes" ("constantly", "always", "in full");
equal 2 - "generally" ("as a rule", is "rather full");
equal 3 - "partially" ("partly yes", "in certain cases", is "insufficiently full");
equal 4 - "no" ("never", "in any cases").
3.6. Indicators of PO, PUR, PPK, PR represent the average weighed values of estimates of answers to the questions given in appendices 1 - 4 to this Instruction, and are calculated by the following formula:
where:
balli - assessment from 1 to 4 answers to the appropriate question given in appendices 1 - 4 to this Instruction (mark assessment);
vesi - assessment on scale of the relative importance from 1 to 3 answers to the appropriate question given in appendices 1 - 4 to this Instruction (weight assessment);
n - quantity of questions in appendices 1 - 4 to this Instruction.
Weight assessment of answers to questions for determination of PO, PUR, PPK, PR is given in appendices 1 - 4 to this Instruction.
3.7. PO values, PUR, PPK, PR are integers. If fractional part of indicator matters less 0,35, to it the value equal to its whole part is appropriated. In other cases the indicator is accepted equal to its whole part increased on 1.
3.8. The received result characterizes PO, PUR, PPK, PR as follows:
equal 1 - "good";
equal 2 - "satisfactory";
equal 3 - "doubtful";
equal 4 - "unsatisfactory".
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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