Document from CIS Legislation database © 2003-2022 SojuzPravoInform LLC

RESOLUTION OF BOARD OF NATIONAL BANK OF THE REPUBLIC OF BELARUS

of May 18, 2017 No. 180

About approval of the Instruction about procedure for determination of systemically significant banks, non-bank credit and financial organizations

(as amended of the Resolution of Board of National Bank of the Republic of Belarus of 08.11.2021 No. 326)

Based on paragraphs of the twenty sixth, twenty seventh, thirty sixth of Article 26, of paragraphs two, the third and seventh part four, paragraphs of the seventh and eighth of part five of Article 34, 39, of parts of first or third Article 111, Articles 113, of the paragraph of the thirteenth of part one, the paragraph of the sixth of part two, parts three and the sixth Article 134, of the paragraph of the fourth parts three of article 134-1 of the Bank code of the Republic of Belarus the Board of National Bank of the Republic of Belarus DECIDES: Article parts one

1. Approve the Instruction about procedure for determination of systemically significant banks, the non-bank credit and financial organizations it (is applied).

2. Make changes and additions to the following resolutions of Board of National Bank of the Republic of Belarus:

2.1. in the Instruction about standard rates of safe functioning for banks, "Development Bank of the Republic of Belarus" open joint stock company and the non-bank credit and financial organizations approved by the resolution of Board of National Bank of the Republic of Belarus of September 28, 2006 No. 137 (The national register of legal acts of the Republic of Belarus, 2006, No. 186, 8/15213; 2007, No. 158, 8/16713; 2009, No. 55, 8/20511; 2011, No. 49, 8/23585; 2012, No. 72, 8/26064; National legal Internet portal of the Republic of Belarus, 01.12. 2012, 8/26568; 20:05. 2014, 8/28673; 26.04. 2015, 8/29830; 31.12. 2015, 8/30517; 19:04. 2016, 8/30848; 26.07. 2016, 8/31115):

2.1.1. in Item 2:

state subitem 2.39 in the following edition:

"2.39. the concepts "the interconnected debtors", "insider" have the values determined by article 115 of the Bank code of the Republic of Belarus;";

state subitem 2.48 in the following edition:

"2.48. the conservation buffer - the allowance to value of standard rates of sufficiency of fixed capital of the I level and sufficiency of the normative capital of bank, JSC Development Bank, non-bank credit and financial organization established for covering of losses in stressful for bank, JSC Development Bank, the non-bank credit and financial organization conditions;";

add Item with subitems 2.55-2.57 of the following content:

"2.55. the counter-cyclical buffer - the allowance to value of the standard rate of sufficiency of fixed capital of the I level of bank, JSC Development Bank established for restriction (decrease) of the risks accepted during excessive growth of crediting of economy, and maintenance of level of crediting and covering of risks after the end of such period;

2.56. the buffer of the system importance - the allowance to value of the standard rate of sufficiency of fixed capital of the I level of bank, non-bank credit and financial organization established for restriction (decrease) of the negative impact on banking system stability caused by deterioration in financial condition of the bank, non-bank credit and financial organization carried to number systemically significant;

2.57. uncharged assets - the assets which are not relating to encumbered.";

2.1.2. state Items 59 and 591 in the following edition:

"59. For bank the following standard rates of sufficiency of the normative capital in the sizes determined according to Item 591 of this Instruction are established:

standard rate of sufficiency of fixed capital of the I level;

the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer;

the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer and the counter-cyclical buffer;

the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer, the counter-cyclical buffer and the buffer of the system importance for the bank carried to number systemically significant and included in the list of such banks posted on the official site of National Bank on the global computer Internet;

capital adequacy ratio of the I level;

standard rate of sufficiency of the normative capital;

the standard rate of sufficiency of the normative capital taking into account the conservation buffer.

For the non-bank credit and financial organization the following standard rates of sufficiency of the normative capital in the sizes determined according to Item 591 of this Instruction are established:

standard rate of sufficiency of fixed capital of the I level;

the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer;

the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer and the buffer of the system importance for the non-bank credit and financial organization carried to number systemically significant and included in the list of such organizations posted on the official site of National Bank on the global computer Internet;

capital adequacy ratio of the I level;

standard rate of sufficiency of the normative capital;

the standard rate of sufficiency of the normative capital taking into account the conservation buffer.

For JSC Development Bank the following standard rates of sufficiency of the normative capital in the sizes determined according to Item 591 of this Instruction are established:

standard rate of sufficiency of fixed capital of the I level;

the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer;

the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer and the counter-cyclical buffer;

capital adequacy ratio of the I level;

standard rate of sufficiency of the normative capital;

the standard rate of sufficiency of the normative capital taking into account the conservation buffer.

591. For the purpose of supervision of sufficiency of the normative capital and assessment of its quality standard rates of sufficiency of the normative capital are established in the following sizes:

the standard rate of sufficiency of fixed capital of the I level - in the amount of percent 4,5;

the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer - in the amount of the standard rate of sufficiency of fixed capital of the I level increased by value of the conservation buffer;

the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer and the counter-cyclical buffer - in the amount of the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer increased by value of the counter-cyclical buffer;

the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer, the counter-cyclical buffer and the buffer of the system importance - in the amount of the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer and the counter-cyclical buffer increased by value of the buffer of the system importance;

the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer and the buffer of the system importance - in the amount of the standard rate of sufficiency of fixed capital of the I level taking into account the conservation buffer increased by value of the buffer of the system importance;

capital adequacy ratio of the I level - in the amount of 6 percent;

the standard rate of sufficiency of the normative capital - in the amount of 10 percent;

the standard rate of sufficiency of the normative capital taking into account the conservation buffer - in the amount of the standard rate of sufficiency of the normative capital increased by value of the conservation buffer.

Value of the conservation buffer of the capital makes 1,875 of percent point (since January 1, 2019 - 2,5 of percent point).

Value of the counter-cyclical buffer of the capital is established by the resolution of Board of National Bank in the range from 0 to 2,5 of percent point.

Value of the buffer of the system importance makes:

0,75 of percent point (since January 1, 2019 - 1,5 of percent point) - for banks, the non-bank credit and financial organizations carried to number of systemically significant banks, non-bank credit and financial organizations of group of the importance of I;

0,5 of percent point (since January 1, 2019 - 1 percent point) - for banks, the non-bank credit and financial organizations carried to number of systemically significant banks, non-bank credit and financial organizations of group of the importance II.

The bank, JSC Development Bank, the non-bank credit and financial organization of the level of the risks inherent in his (her) activities having the right based on own assessment or potentially possible (as taken into consideration of sufficiency of the normative capital according to this Instruction, and others, estimated according to established by them rather), independently to determine for themselves higher requirements to sufficiency of the normative capital in comparison with established by this Instruction.";

2.1.3. state Items 60-75 in the following edition:

"60. Liquidity is determined by capability of bank, JSC Development Bank, non-bank credit and financial organization to provide timely and complete execution of the short-term obligations at the expense of sufficient inventory of highly liquid uncharged assets, and also compliance of available amount of stable funding to structure of assets and liabilities of bank, JSC Development Bank, non-bank credit and financial organization.

61. In case of assessment of repayment periods of assets and return of liabilities it is necessary to be guided by economic essence of transactions, conditions of contracts for implementation of these transactions and (or) the legislation, and also expected terms of realization (return) of assets, obligation fulfillments.

If it is impossible to determine repayment periods of assets and (or) return of liabilities when calculating liquidity authentically and precisely, assets are reflected on the greatest possible repayment period, liabilities - on the smallest possible term of return.

Assets with repayment period (return) no later than certain date are reflected in calculation of liquidity according to the term which remained before the date determined by the agreement.

Liabilities with repayment period (return) no later than certain date are reflected in liquidity calculation as follows:

in the presence in agreements and (or) in the legislation terms of return on the first demand of (in day of the address) - with for up to claiming;

if conditions of agreements and (or) the legislation provide term on the obligation fulfillment or other essential conditions determining this term - proceeding from this term.

Assets and liabilities by which completion date of obligations is determined by approach (not approach) determined in the signed agreement of circumstance (event) should be reflected in calculation of liquidity with for up to claiming or according to the minimum completion date of obligations if the relevant agreement provides such term. If calendar date of approach (not approach) determined in the signed agreement of circumstance (event) can be accurately determined, the specified assets and liabilities are reflected in calculation of liquidity according to the term which remained before the corresponding circumstance (event).

Assets and liabilities with repayment period (return) not earlier than certain date should be reflected in calculation of liquidity according to the term which remained before determined by the agreement and (or) the legislation of date, after approach of the specified date - with for up to claiming.

In case of assessment of the repayment periods of the securities transferred by bank, JSC Development Bank, the non-bank credit and financial organization as a deposit or sold according to repo transactions when calculating liquidity it is necessary to proceed from expected terms of the termination of pledge or the return redemption.

Procedure for determination of expected terms of realization (return) for assets, obligation fulfillments and their applications when calculating liquidity, including the list of the bases of their application, methodology of determination of expected terms (including procedure for application of motivated judgment) and procedure of control of its justification and correctness of application (including the subsequent control and the adjusting measures), the procedure for decision making, distribution of powers and responsibility shall be established by bank, JSC Development Bank, the non-bank credit and financial organization independently.

In case of application by bank, JSC Development Bank, non-bank credit and financial organization when calculating liquidity of expected terms of realization (return) of assets, obligation fulfillments the principle of conservatism shall be considered.

The derivative financial instruments and hedging instruments carried on balance sheet accounts at fair value do not turn on in calculation of other assets and liabilities.

62. For the purpose of supervision of liquidity situation of bank, the non-bank credit and financial organization for he (she) the following standard rates of liquidity are established:

standard rate of covering of liquidity;

standard rate of net stable funding.

63. For the purpose of supervision of liquidity situation of JSC Development Bank for it the standard rate of net stable funding is established.

64. The standard rate of covering of liquidity is intended for assessment of capability of bank, the non-bank credit and financial organization to provide inventory of highly liquid uncharged assets at the level sufficient for timely and full implementation of obligations of bank, the non-bank credit and financial organization in the stressful conditions which are followed by considerable shortage of liquidity in the next 30 days.

The size of covering of liquidity is calculated as ratio of the amount of highly liquid assets and the net expected cash outflow in the next 30 few days.

65. Highly liquid assets consist of assets of the 1st level and assets of the 2nd level which, in turn, consist of assets of levels 2A and 2B.

Highly liquid assets securities which issuers are banks, the non-bank credit and financial organizations are not included.

Assets of the 1st level are included highly liquid assets in the amount of 100 percent from the actual size.

For calculation of size of covering of liquidity treat assets of the 1st level:

cash, precious metals and gemstones;

means on correspondent account in National Bank, means in deposits and deposits in National Bank with repayment period poste restante, including funds with repayment period for the working day following behind day of placement, means on the account of fund of required reserves in National Bank deposited over the amount of the fixed part of reserve requirements of settlement date of liquidity;

securities of the governments, Central (national) Banks of the countries of group "A", international financial institutions and development banks (except the securities pledged or sold according to repo transactions);

the securities guaranteed by the governments, the Central (national) Banks of the countries of group "A", international financial institutions and development banks (except the securities pledged or sold according to repo transactions);

securities of the Government of the Republic of Belarus (further - the Government), National Bank, nominated in Belarusian rubles (except personalized privatization checks "Property", securities without the address right in the secondary market according to the legislation, the securities pledged or sold according to repo transactions).

Assets of the 2nd level are included highly liquid assets in the amount which is not exceeding 40 percent from the amount of highly liquid assets.

Assets of level 2A are included highly liquid assets in the amount of 85 percent from the actual size.

For calculation of size of covering of liquidity treat level 2A assets:

the securities of the Government, National Bank nominated in foreign currency (except securities without the address right in the secondary market according to the legislation, the securities pledged or sold according to repo transactions);

securities of the governments, Central (national) Banks of the countries of group "B" (except the securities pledged or sold according to repo transactions);

the securities guaranteed by the governments, the Central (national) Banks of the countries of group "B" (except the securities pledged or sold according to repo transactions);

securities of local authorities of management and self-government of the countries of group "A" (except the securities pledged or sold according to repo transactions);

the securities guaranteed by local authorities of management and self-government of the countries of group "A" (except the securities pledged or sold according to repo transactions);

debt instruments of the legal entities having the long-term rating of "Moody" s Investors Service" - from Aaa to Aa 3, "Fitch", s "Standard & Poor"" - from AAA to AA - (except the securities pledged or sold according to repo transactions).

Assets of level 2B are included highly liquid assets in the amount of 50 percent from the actual size in the amount which is not exceeding 15 percent from the amount of highly liquid assets.

Debt instruments of the legal entities having the long-term rating of "Moody" s Investors Service" - from A1 to Baa 3, "Fitch", "Standard & Poor " s" - from A+ to BBB - belong to level 2B assets for calculation of size of covering of liquidity (except the securities pledged or sold according to repo transactions).

66. The net expected cash outflow in the next 30 few days represents difference between the expected outflow and the expected cash inflow in the next 30 few days.

The amount of outflow (inflow) joins the added interest and other expenses (income) expected to payment (obtaining) in the next 30 few days.

The amount of cash inflow is taken into consideration of net cash outflow in the amount of, not exceeding 75 percent from the amount of cash outflow.

67. The cash outflow is determined concerning the obligations of bank, non-bank credit and financial organization considered on balance and off-balance sheet accounts (further by the text of this Chapter - obligations), with the expected term of return up to 30 days, including poste restante and with overdue terms.

68. The following obligations for which the corresponding coefficients of outflow are established participate in calculation of the amount of cash outflow:

68.1. the raised funds of physical persons and individual entrepreneurs:

stable bank deposits (deposits) under agreements of irrevocable and revocable bank deposit (deposit), loans and other raised funds of physical persons and individual entrepreneurs - 5 percent from the actual size. The raised funds of physical persons and individual entrepreneurs in Belarusian rubles and foreign currency placed on accounts into which salary transfer and the income equated to it, pension or other income which is measures of social support, or on other accounts is performed belong to stable if the client has steady relations with bank, the non-bank credit and financial organization (availability of permanent remaining balance of the funds raised for the term of more than one year during which there was no decrease in their size essential (more than 20 percent), and (or) availability of the credit (overdraft);

unstable bank deposits (deposits) under agreements of irrevocable and revocable bank deposit (deposit), loans and other raised funds of physical persons and individual entrepreneurs - 10 percent from the actual size. The raised funds on accounts of insiders - physical persons and insiders - individual entrepreneurs and physical persons and individual entrepreneurs, the means on accounts of physical persons and individual entrepreneurs in total exceeding the amount, equivalent 50 (fifty) thousand euros interconnected with them belong to unstable; other raised funds of physical persons and individual entrepreneurs which cannot be carried by bank, the non-bank credit and financial organization to stable.

The means of physical persons and individual entrepreneurs attracted for the term of over 30 days except for of the funds raised under the agreement of irrevocable bank deposit (deposit) are taken into consideration if in case of early agreement cancelation or partial money withdrawal for settlement date interest rate reduction and (or) measures of responsibility are not provided or involve reduction of interest income on contribution (deposit) less than for 50 percent. In this case all amount is considered as the funds raised on conditions poste restante regardless of the term provided by the agreement;

the debt instruments emitted (issued) by bank, the non-bank credit and financial organization for physical persons - 10 percent from the actual size;

68.2. the raised funds of legal entities and other obligations which are not provided with pledge of securities:

remaining balance on the current (settlement) accounts of legal entities (except not reduced remaining balance and the reserved means according to the legislation and (or) the signed agreements) - 40 percent from the actual size;

bank deposits (deposits), loans and other raised funds of legal entities (including not reduced remaining balance and the reserved means on the current (settlement) accounts according to the legislation and (or) the signed agreements) - 40 percent from the actual size;

credit resources and deposits of National Bank, the credits obtained from the Government, international financial institutions and development banks, the governments, the Central (national) Banks of foreign states, local authorities of management and self-government of foreign states, local executive and administrative organs of the Republic of Belarus - 40 percent from the actual size;

other means on budget and other public accounts - 40 percent from the actual size;

means on correspondent accounts of other banks, non-bank credit and financial organizations, JSC Development Bank (except not reduced remaining balance and the reserved means according to the legislation and (or) the signed agreements) - 100 percent from the actual size;

deposits of other banks, non-bank credit and financial organizations, JSC Development Bank, the non-bank financial organizations, the credit resources received from other banks, the non-bank credit and financial organizations, JSC Development Bank (including not reduced remaining balance and the reserved means on correspondent accounts of other banks, non-bank credit and financial organizations, JSC Development Bank according to the legislation and (or) the signed agreements), - 100 percent from the actual size;

passive balance on correspondent account of bank, non-bank credit and financial organization in other banks, the non-bank credit and financial organizations, JSC Development Bank - 100 percent from the actual size;

the debt instruments emitted (issued) by bank, the non-bank credit and financial organization (except the debt instruments emitted (issued) by bank, the non-bank credit and financial organization for physical persons) - 100 percent from the actual size;

overdue debt of bank, non-bank credit and financial organization, including the amounts of not paid in time because of bank, non-bank credit and financial organization of settlement documents for transfer of deposits (deposits), loans and other raised funds of legal entities and physical persons, individual entrepreneurs, the cash amounts which are not returned on demand investors - physical persons in time or before return term in case of failure to carry out by bank, non-bank credit and financial organization of terms of the contract of bank deposit (deposit), other obligations which are not fulfilled in time - 100 percent from the actual size;

other obligations (obligations, except for listed) concerning which outflow in the next 30 days is expected, - 100 percent from the actual size;

68.3. the raised funds provided with pledge of securities or different ways of ensuring obligation fulfillment with use of securities:

the raised funds provided with assets of the 1st level, the means received from National Bank regardless of providing type - 0 percent from the actual size;

the raised funds provided with level 2A assets - 15 percent from the actual size;

the means received from the Government, development banks, provided with pledge of the assets which are not part of assets of the 1st level or level 2A - 25 percent from the actual size;

the raised funds provided with level 2B assets - 50 percent from the actual size;

the raised funds provided with pledge of securities or different ways of ensuring obligation fulfillment with use of the securities except for listed - 100 percent from the actual size;

68.4. other obligations of bank, non-bank credit and financial organization:

irrevocable and conditional and revocable obligations to physical persons and individual entrepreneurs on provision of money by opening of the line of crediting or the line of liquidity - 5 percent from the actual size;

irrevocable and conditional and revocable obligations to the governments, the Central (national) Banks of foreign states, international financial institutions and development banks, local authorities of management and self-government of foreign states, the Government, National Bank, local executive and administrative organs of the Republic of Belarus, legal entities on provision of money by opening of the line of crediting - 10 percent from the actual size, the line of liquidity - 30 percent from the actual size;

irrevocable and conditional and revocable obligations to other banks, the non-bank credit and financial organizations, JSC Development Bank on provision of money by opening of the line of crediting or the line of liquidity - 40 percent from the actual size;

irrevocable and conditional and revocable obligations to the non-bank financial organizations for provision of money by opening of the line of crediting - 40 percent from the actual size, the line of liquidity - 100 percent from the actual size;

irrevocable and conditional and revocable obligations to other clients (except for listed) on provision of money by opening of the line of crediting or the line of liquidity - 100 percent from the actual size;

unconditional and revocable obligations on provision of money by opening of the line of crediting - 0 percent from the actual size;

the credit equivalent of contingent obligations (except obligations on provision of money) determined by weighing of the amount of contingent obligation (the warranty obligation, the obligation according to the letter of credit) without the created special reserves on covering of possible losses on the corresponding coefficient of equivalent of credit risk, stipulated in Item the 25th this Instruction;

obligations according to transactions (with securities, foreign currency, precious metals and gemstones and other assets, and also with derivative financial instruments which underlying asset are securities, foreign currency, precious metals and gemstones and other assets) - in the amount of excess of obligations of bank, non-bank credit and financial organization to the partner for transactions over obligations of the partner to bank, non-bank credit and financial organization for the corresponding transactions;

obligations on maintenance of the required amount of the average part of reserve requirements on correspondent account in National Bank - 100 percent from required size.

69. The cash inflow is determined concerning the requirements of bank, non-bank credit and financial organization considered on balance and off-balance sheet accounts (further by the text of this Chapter - requirements) according to which receipt in the next 30 days, including poste restante is expected.

The amount of inflow does not join overdue credit and other debt of clients (partners).

70. The following requirements (except for the highly liquid assets participating in calculation of the amount) participate in calculation of the amount of cash inflow for which the corresponding coefficients of inflow are established:

70.1. the placed means provided with pledge of securities or different ways of ensuring obligation fulfillment with use of securities:

the placed means provided with assets of the 1st level - 0 percent from the actual size;

the placed means provided with level 2A assets - 15 percent from the actual size;

the placed means provided with level 2B assets - 50 percent from the actual size;

the placed means provided with pledge of other securities or different ways of ensuring obligation fulfillment with use of the securities except for listed - 100 percent from the actual size;

70.2. the placed means not provided with pledge of securities or different ways of ensuring obligation fulfillment with use of securities:

means in National Bank, the Central (national) Banks of foreign states, banks of foreign states, banks, the non-bank credit and financial organizations of the Republic of Belarus, JSC Development Bank - 100 percent from the actual size;

credit debt, debt on the granted loans, other requirements to the non-bank financial organizations - 100 percent from the actual size;

means in international financial institutions, development banks - 50 percent from the actual size;

credit debt, debt on the granted loans, other requirements to republican state bodies, local executive and administrative organs of the Republic of Belarus - 50 percent from the actual size;

credit debt, debt on the granted loans, other requirements to physical persons, individual entrepreneurs, legal entities - 50 percent from the actual size;

securities (including the securities pledged or sold according to repo transactions) National Bank, the Central (national) Banks of foreign states, banks of foreign states, banks, the non-bank credit and financial organizations, the non-bank financial organizations of the Republic of Belarus, JSC Development Bank, the Government, personalized privatization checks "Property", securities of the governments of foreign states, local authorities of management and self-government of foreign states, local executive and administrative organs of the Republic of Belarus, legal entities of the Republic of Belarus - 100 percent from the actual size;

other assets (except for listed) concerning which inflow in the next 30 days is expected, - 100 percent from the actual size;

70.3. other requirements of bank, non-bank credit and financial organization:

the irrevocable, conditional and revocable and unconditional and revocable obligations received by bank, the non-bank credit and financial organization for provision of money by opening of the line of crediting which are source issued by bank, the non-bank credit and financial organization of obligations for provision of money, - 0 percent from the actual size;

the irrevocable, conditional and revocable obligations and unconditional and revocable obligations on provision of money by opening of the line of crediting which are not source received by bank, the non-bank credit and financial organization issued by bank, the non-bank credit and financial organization of obligations for provision of money, - 0 percent from the actual size;

the warranty obligations received by bank, the non-bank credit and financial organization which are source (providing) issued by bank, the non-bank credit and financial organization of warranty obligations, - 0 percent from the actual size;

received by bank, the non-bank credit and financial organization of the obligation for letters of credit, being source issued by bank, the non-bank credit and financial organization of obligations for letters of credit, - 0 percent from the actual size;

obligations according to transactions (with securities, foreign currency, precious metals and gemstones and other assets, and also with derivative financial instruments which underlying asset are securities, foreign currency, precious metals and gemstones and other assets) - in the amount of excess of obligations of the partner to bank, non-bank credit and financial organization for transactions over obligations of bank, non-bank credit and financial organization to the partner on the corresponding transactions.

71. Minimum admissible value of the standard rate of covering of liquidity is established in the amount of 100 percent.

72. The standard rate of net stable funding is intended for assessment of capability of bank, JSC Development Bank, the non-bank credit and financial organization to provide compliance of size of stable funding to structure of liquidity of assets and transactions of bank, JSC Development Bank, non-bank credit and financial organization for restriction of risk of shortage of funding in the medium and long term (till 1 year and more).

The size of net stable funding is calculated as ratio of available and required amount of stable funding.

73. Available amount of stable funding for calculation of size of net stable funding are included:

73.1. the normative capital calculated according to Items 11 and 12 of this Instruction:

fixed capital of the I level before reduction by the amounts, stipulated in Item the 11th this Instruction, less the amount of losses of last years - 100 percent from the actual size;

the supplementary capital of the I level before reduction by the amounts, stipulated in Item the 11th this Instruction, - 100 percent from the actual size;

the capital of the II level before reduction by the amounts, stipulated in Item the 12th this Instruction, less the amount of losses of the current year and the attracted long-term subordinated loan (loan) with return term less than 1 year - 100 percent from the actual size;

73.2. the attracted long-term subordinated loan (loan) included in calculation of the capital of the II level in the amount exceeding 50 percent of the size of fixed capital of the I level with return term 1 year and more - 100 percent from the actual size;

73.3. the bank deposits (deposits), loans and other raised funds of physical persons and individual entrepreneurs provided and which are not provided with pledge of securities:

stable bank deposits (deposits), loans and other raised funds of physical persons and individual entrepreneurs with return term 1 year and more - 100 percent from the actual size, with return term less than 1 year - 95 percent from the actual size;

unstable bank deposits (deposits), loans and other raised funds of physical persons and individual entrepreneurs with return term 1 year and more - 100 percent from the actual size, with return term less than 1 year - 90 percent from the actual size;

73.4. the bank deposits (deposits), loans and other raised funds of legal entities provided and which are not provided with pledge of securities:

bank deposits (deposits), loans and other raised funds of legal entities (including not reduced remaining balance and the reserved means on the current (settlement) bank accounts according to the legislation and (or) the signed agreements) with return term 1 year and more - 100 percent from the actual size, with return term less than 1 year - 50 percent from the actual size;

remaining balance on the current (settlement) business bank accounts (except not reduced remaining balance and the reserved means according to the legislation and (or) the signed agreements) - 50 percent from the actual size;

73.5. the credits obtained from the Government, the governments of foreign states, local authorities of management and self-government of foreign states, local executive and administrative organs of the Republic of Belarus, provided and not provided with pledge of securities, international financial institutions and development banks, the credits and deposits of JSC Development Bank (including not reduced remaining balance and the reserved means on correspondent accounts of JSC Development Bank according to the legislation and (or) the signed agreements) with return term 1 year and more - 100 percent from the actual size, with return term less than 1 year - 50 percent from the actual size;

73.6. other means on budget and other public accounts with return term 1 year and more - 100 percent from the actual size, with return term less than 1 year - 50 percent from the actual size;

73.7. the credit resources and deposits of National Bank, credit resources received from the Central (national) Banks of foreign states, other banks, the non-bank credit and financial organizations, the deposits of other banks, non-bank credit and financial organizations, non-bank financial organizations (including not reduced remaining balance and the reserved means on correspondent accounts of other banks, non-bank credit and financial organizations according to the legislation and (or) the signed agreements) provided and which are not provided with pledge of securities with return term 1 year and more - 100 percent from the actual size, with return term from 6 months to 1 year - 50 percent from the actual size, with return term less than 6 months - 0 percent from the actual size;

73.8. means on correspondent accounts of other banks, non-bank credit and financial organizations, JSC Development Bank (except not reduced remaining balance and the reserved means according to the legislation and (or) the signed agreements) - 0 percent from the actual size;

73.9. passive balance on correspondent account of bank, JSC Development Bank, non-bank credit and financial organization in other banks, the non-bank credit and financial organizations, JSC Development Bank - 0 percent from the actual size;

73.10. the debt instruments emitted (issued) by bank, JSC Development Bank, the non-bank credit and financial organization, with repayment period 1 year and more - 100 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size with repayment period less than 6 months - 0 percent from the actual size;

73.11. deferred tax liabilities with repayment period 1 year and more - 100 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period less than 6 months - 0 percent from the actual size;

73.12. other obligations (except for listed) provided and not provided with pledge of securities with return term 1 year and more - 100 percent from the actual size, with return term from 6 months to 1 year - 50 percent from the actual size, with return term less than 6 months - 0 percent from the actual size;

73.13. other obligations to bank, JSC Development Bank, non-bank credit and financial organization:

the received obligations on provision of money by opening of the line of crediting or the line of liquidity, warranty obligations, obligations according to letters of credit regardless of completion date - 0 percent from the actual size;

excess of obligations of bank, JSC Development Bank, non-bank credit and financial organization to the partner for transactions without delivery of underlying asset over obligations of the partner to bank, JSC Development Bank, non-bank credit and financial organization for the corresponding transactions - 0 percent from the actual size;

obligations of bank, JSC Development Bank, the non-bank credit and financial organization to the partner for transactions with delivery of underlying asset - 0 percent from the actual size.

74. Required amount of stable funding for calculation of size of net stable funding are included:

74.1. cash - 0 percent from the actual size;

74.2. precious metals (including gold), gemstones - 85 percent from the actual size;

74.3. the means on the account of fund of required reserves in National Bank including deposited over the amount of the fixed part of reserve requirements of settlement date of liquidity - 0 percent from the actual size;

74.4. means in National Bank with repayment period less than 6 months - 0 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.5. means in the Central (national) Banks of foreign states with repayment period less than 6 months - 0 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.6. means in international financial institutions and development banks with repayment period less than 6 months provided with assets of the 1st level - 10 percent from the actual size, with repayment period less than 6 months which are not provided with assets of the 1st level - 15 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.7. means in banks of foreign states, banks, the non-bank credit and financial organizations of the Republic of Belarus, JSC Development Bank with repayment period less than 6 months provided with assets of the 1st level - 10 percent from the actual size, with repayment period less than 6 months which are not provided with assets of the 1st level - 15 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.8. credit debt, debt on the granted loans, other requirements to the non-bank financial organizations with repayment period less than 6 months provided with assets of the 1st level,-10 percent from the actual size with repayment period less than 6 months which are not provided with assets of the 1st level - 15 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.9. credit debt, debt on the granted loans of legal entities with repayment period less than 1 year - 50 percent from the actual size, with repayment period 1 year and more - 85 percent from the actual size;

74.10. credit debt, debt on the granted loans of individual entrepreneurs with repayment period less than 1 year - 50 percent from the actual size, with repayment period 1 year and more - 85 percent from the actual size;

74.11. the credit debt formed as a result of provision to physical persons of the credits for construction (acquisition) of the premises which are completely provided with pledge of the premises belonging on the property right to these physical persons, guarantee of property rights of these physical persons on (acquired) premises under construction with repayment period less than 1 year - 50 percent from the actual size, with repayment period 1 year and more - 65 percent from the actual size;

74.12. credit debt of physical persons (except the credit debt specified in subitem 74.11 of this Item), debt on the granted loans of physical persons with repayment period less than 1 year - 50 percent from the actual size, with repayment period 1 year and more - 85 percent from the actual size;

74.13. securities of the governments, Central (national) Banks of the countries of group "A", international financial institutions and development banks (except the securities pledged or sold according to repo transactions) - 5 percent from the actual size;

74.14. the securities guaranteed by the governments, the Central (national) Banks of the countries of group "A", international financial institutions and development banks (except the securities pledged or sold according to repo transactions), - 5 percent from the actual size;

74.15. the securities of the Government, National Bank nominated in Belarusian rubles (except personalized privatization checks "Property", securities without the address right in the secondary market according to the legislation, the securities pledged or sold according to repo transactions), - 5 percent from the actual size;

74.16. the securities of the Government, National Bank nominated in foreign currency (except securities without the address right in the secondary market according to the legislation, the securities pledged or sold according to repo transactions), - 15 percent from the actual size;

74.17. securities of the governments, Central (national) Banks of the countries of group "B" (except the securities pledged or sold according to repo transactions) - 15 percent from the actual size;

74.18. the securities guaranteed by the governments, the Central (national) Banks of the countries of group "B" (except the securities pledged or sold according to repo transactions), - 15 percent from the actual size;

74.19. securities of local authorities of management and self-government of the countries of group "A" (except the securities pledged or sold according to repo transactions) - 15 percent from the actual size;

74.20. the securities guaranteed by local authorities of management and self-government of the countries of group "A" (except the securities pledged or sold according to repo transactions), - 15 percent from the actual size;

74.21. debt instruments of the legal entities having long-term rating are not lower than AA - (except the securities pledged or sold according to repo transactions), - 15 percent from the actual size;

74.22. debt instruments of the legal entities having long-term rating from A+ to VVV - (except the securities pledged or sold according to repo transactions), - 50 percent from the actual size;

74.23. the common (ordinary) shares of legal entities admitted to trading on organized trading floors (exchanges), which are not part of highly liquid assets - 50 percent from the actual size;

74.24. other securities which are not part of highly liquid assets (except securities without the address right in the secondary market according to the legislation, the securities pledged or sold according to repo transactions), with repayment period less than 1 year - 50 percent from the actual size, with repayment period 1 year and more - 85 percent from the actual size;

74.25. the securities of the governments, Central (national) Banks of the countries of group "A", international financial institutions and development banks pledged or sold according to repo transactions with repayment period less than 6 months - 5 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.26. the securities guaranteed by the governments, the Central (national) Banks of the countries of group "A", international financial institutions and development banks, pledged or sold according to repo transactions with repayment period less than 6 months - 5 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.27. the securities of the Government, National Bank nominated in Belarusian rubles without the address right in the secondary market according to the legislation, the securities pledged or sold according to repo transactions personalized privatization checks "Property" with repayment period less than 6 months - 5 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.28. the securities of the Government, National Bank nominated in foreign currency without the address right in the secondary market according to the legislation, the securities pledged or sold according to repo transactions with repayment period less than 6 months - 15 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.29. the securities of the governments, Central (national) Banks of the countries of group "B" pledged or sold according to repo transactions with repayment period less than 6 months - 15 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.30. the securities guaranteed by the governments, the Central (national) Banks of the countries of group "B", pledged or sold according to repo transactions with repayment period less than 6 months - 15 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.31. the securities of local authorities of management and self-government of the countries of group "A" pledged or sold according to repo transactions with repayment period less than 6 months - 15 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.32. the securities guaranteed by local authorities of management and self-government of the countries of group "A", pledged or sold according to repo transactions with repayment period less than 6 months - 15 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.33. debt instruments of the legal entities having long-term rating are not lower the AA-pledged or sold according to repo transactions with repayment period less than 6 months - 15 percent from the actual size, with repayment period from 6 months to 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.34. the debt instruments of the legal entities having long-term rating from A+ to BBB-, pledged or sold according to repo transactions with repayment period less than 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.35. other securities which are not part of highly liquid assets without the address right in the secondary market according to the legislation, the securities pledged or sold according to repo transactions with repayment period less than 1 year - 50 percent from the actual size, with repayment period 1 year and more - 100 percent from the actual size;

74.36. goods - 85 percent from the actual size;

74.37. other assets (except for listed), including buildings, constructions, other fixed assets, the shares which are not admitted to trading at the exchange, overdue credit and other debt of clients (partners), defaulted securities, assets by which amount the normative capital according to Items 11 and 12 of this Instruction is reduced (except the amount of losses of last years and the current year) - 100 percent from the actual size;

74.38. other requirements to bank, JSC Development Bank, non-bank credit and financial organization:

irrevocable and conditional and revocable obligations to physical persons, individual entrepreneurs, legal entities, the governments, the Central (national) Banks of foreign states, international financial institutions and development banks, local authorities of management and self-government of foreign states, the Government, National Bank, local executive and administrative organs of the Republic of Belarus, banks, the non-bank credit and financial organizations, JSC Development Bank, the non-bank financial organizations for provision of money by opening of the line of crediting or the line of liquidity regardless of the term of their execution - 5 percent from the actual size;

unconditional and revocable obligations on provision of money by opening of the line of crediting regardless of the term of their execution - 0 percent from the actual size;

the credit equivalent of contingent obligations (except obligations on provision of money) determined by weighing of the amount of contingent obligation (except the obligation on provision of money) without the created special reserves on covering of possible losses on the corresponding coefficient of equivalent of credit risk, stipulated in Item the 25th this Instruction;

excess of obligations of the partner to bank, JSC Development Bank, non-bank credit and financial organization for transactions without delivery of underlying asset over obligations of bank, JSC Development Bank, non-bank credit and financial organization to the partner for the corresponding transactions - 0 percent from the actual size;

obligations of the partner to bank, JSC Development Bank, non-bank credit and financial organization for transactions with delivery of underlying asset - 0 percent from the actual size.

75. Minimum admissible value of the standard rate of net stable funding is established in the amount of 100 percent.";

2.1.4. exclude Items 76 and 77;

2.2. in 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 representation by banks, "Development Bank of the Republic of Belarus" open joint stock company and non-bank credit and financial organizations of the prudential reporting in National Bank of the Republic of Belarus" (The national register of legal acts of the Republic of Belarus, 2006, No. 201, 8/15355; 2007, No. 158, 8/16713; 2009, No. 55, 8/20511; No. 300, 8/21688; 2011, No. 49, 8/23585; No. 123, 8/24309; National legal Internet portal of the Republic of Belarus, 19.01. 2013, 8/26778; 20:12. 2013, 8/28154; 26.04. 2015, 8/29830; 05:09. 2015, 8/30209; 31.12. 2015, 8/30517; 18:03. 2016, 8/30769; 19:04. 2016, 8/30848; 26.07. 2016, 8/31115):

2.2.1. to state appendix 2 to this resolution in the following edition:

"Appendix 2

to the resolution of Board of National Bank of the Republic of Belarus 31.10.2006 No. 172

(in edition of the resolution of Board of National Bank of the Republic of Belarus 18.05.2017 No. 180)

Form 2809
(monthly)

Liquidity calculation

____________________________________________________________________________________

(bank name (non-bank credit and financial organization) or JSC Development Bank)

as of __________________

Section I. Calculation of size of covering of liquidity and net stable funding

(thousands of Belarusian rubles)


payment order

Balance sheet items (indicators)

Standard rate of covering of liquidity

Standard rate of net stable funding

code

the amount on balance

coefficient

settlement amount

code

the amount on balance

coefficient

settlement amount

1

2

3

4

5

6

7

8

9

10

 

HIGHLY LIQUID ASSETS

 

 

 

 

 

 

 

 

 

Assets of the 1st level

 

 

 

 

 

 

 

 

1

Cash

8805

 

 

100

 

 

8910

 

 

0

 

 

2

Precious metals and gemstones

8806

 

 

100

 

 

8911

 

 

85

 

 

3

Means in National Bank:

8807

 

 

 

 

 

8912

 

 

 

 

 

3.1

means on correspondent account,

8808

 

 

100

 

 

8913

 

 

 

 

 

 

including:

 

 

 

 

 

 

 

 

 

less than 6 months

 

 

 

 

8914

 

 

0

 

 

 

from 6 months to 1 year

 

 

 

 

8915

 

 

50

 

 

 

1 year and more

 

 

 

 

8916

 

 

100

 

 

3.2

means in deposits and deposits,

8809

 

 

100

 

 

8917

 

 

 

 

 

 

including:

 

 

 

 

 

 

 

 

 

less than 6 months

 

 

 

 

8918

 

 

0

 

 

 

from 6 months to 1 year

 

 

 

 

8919

 

 

50

 

 

 

1 year and more

 

 

 

 

8920

 

 

100

 

 

3.3

the means on the account of fund of required reserves in National Bank deposited over the amount of the fixed part of reserve requirements of settlement date of liquidity

8810

 

 

100

 

 

8921

 

 

0

 

 

4

Securities of the governments, Central (national) Banks of the countries of group "A", international financial institutions and development banks (except the securities pledged or sold according to repo transactions)

8811

 

 

100

 

 

8922

 

 

5

 

 

5

The securities guaranteed by the governments, the Central (national) Banks of the countries of group "A", international financial institutions and development banks (except the securities pledged or sold according to repo transactions)

8812

 

 

100

 

 

8923

 

 

5

 

 

6

The securities of the Government, National Bank nominated in Belarusian rubles (except personalized privatization checks "Property", securities without the address right in the secondary market according to the legislation, the securities pledged or sold according to repo transactions)

8813

 

 

100

 

 

8924

 

 

5

 

 

 

Assets of the 2nd level

 

 

 

 

 

 

 

 

 

Level 2A assets

 

 

 

 

 

 

 

 

7

The securities of the Government, National Bank nominated in foreign currency (except securities without the address right in the secondary market according to the legislation, the securities pledged or sold according to repo transactions)

8814

 

 

85

 

 

8925

 

 

15

 

 

8

Securities of the governments, Central (national) Banks of the countries of group "B" (except the securities pledged or sold according to repo transactions)

8815

 

 

85

 

 

8926

 

 

15

 

 

9

The securities guaranteed by the governments, the Central (national) Banks of the countries of group "B" (except the securities pledged or sold according to repo transactions)

8816

 

 

85

 

 

8927

 

 

15

 

 

10

Securities of local authorities of management and self-government of the countries of group "A" (except the securities pledged or sold according to repo transactions)

8817

 

 

85

 

 

8928

 

 

15

 

 

11

The securities guaranteed by local authorities of management and self-government of the countries of group "A" (except the securities pledged or sold according to repo transactions)

8818

 

 

85

 

 

8929

 

 

15

 

 

12

Debt instruments of the legal entities having long-term rating are not lower than Aa3 (AA-) (except the securities pledged or sold according to repo transactions)

8819

 

 

85

 

 

8930

 

 

15

 

 

 

Level 2B assets

 

 

 

 

 

 

 

 

13

Debt instruments of the legal entities having long-term rating from A1 to Baa3 (from A+ to BBB–) (except the securities pledged or sold according to repo transactions)

8820

 

 

50

 

 

8931

 

Warning!!!

This is not a full text of document! Document shown in Demo mode!

If you have active License, please Login, or get License for Full Access.

With Full access you can get: full text of document, original text of document in Russian, attachments (if exist) and see History and Statistics of your work.

Get License for Full Access Now

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

Effectively work with search system

Database include more 50000 documents. You can find needed documents using search system. For effective work you can mix any on documents parameters: country, documents type, date range, teams or tags.
More about search system

Get help

If you cannot find the required document, or you do not know where to begin, go to Help section.

In this section, we’ve tried to describe in detail the features and capabilities of the system, as well as the most effective techniques for working with the database.

You also may open the section Frequently asked questions. This section provides answers to questions set by users.

Search engine created by SojuzPravoInform LLC. UI/UX design by Intelliants.