INSTRUCTION OF CENTRAL BANK OF THE RUSSIAN FEDERATION

of December 6, 2017 No. 183-I

About obligatory standard rates of banks with the basic license

This Instruction based on Articles 62, 64, 64.1, 66, 67, 72, 74 Federal Laws 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, Art. 4357; No. 41, Art. 5639; No. 48, Art. 6699; 2016, No. 1, Art. 23, Art. 46, Art. 50; No. 26, Art. 3891; No. 27, Art. 4225, Art. 4273, Art. 4295; 2017, No. 1, Art. 46; No. 14, Art. 1997; No. 18, Art. 2661, Art. 2669; No. 27, Art. 3950; No. 30, the Art. 4456) (further - the Federal Law "About the Central Bank Russian Federation (Bank of Russia)"), article 24 of 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. 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, Art. 4355, Art. 4357, Art. 4385; No. 51, Art. 7243; 2016, No. 1, Art. 23; No. 15, Art. 2050; No. 26, Art. 3860; No. 27, Art. 4294, Art. 4295; 2017, No. 14, Art. 2000; No. 18, Art. 2661, Art. 2669; No. 25, Art. 3596; No. 30, Art. 4456; No. 31, the Art. 4754) 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 November 27, 2017 No. 30) establish obligatory standard rates for banks with the basic license, their numerical values and calculation procedure, and also implementation by the Bank of Russia of supervision of their observance.

Chapter 1. Obligatory standard rates

1.1. This Instruction establishes the following obligatory standard rates of banks with the basic license (further - obligatory standard rates):

sufficiency of own means (capital) (H1.0);

sufficiency of fixed capital (H1.2);

current liquidity (N 3);

the maximum extent of risk on one borrower or group of the connected borrowers (N 6);

the maximum extent of risk on the face (group of the faces tied with bank with the basic license) tied with bank with the basic license (N 25).

1.2. Calculation of obligatory standard rates is perfromed by banks with the basic license taking into account requirements of Items 1.3 - 1.10 Instructions 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).

Chapter 2. Numerical values and method of calculation of obligatory standard rates

2.1. The standard rate of sufficiency of own means (capital) (H1.0) and the standard rate of sufficiency of fixed capital (H1.2) are calculated according to subitem 2.1.1 of Item 2.1 of the Instruction of the Bank of Russia No. 199-I taking into account Items 2.3 - 2.6 Instructions of the Bank of Russia No. 199-I, appendices 1, 2, 4 and 7 to the Instruction of the Bank of Russia No. 199-I and appendix to this Instruction or according to subitems 3.1.1 and 3.1.3 of Item 3.1 of the Instruction of the Bank of Russia No. 199-I taking into account Items 3.3 and 3.4 of the Instruction of the Bank of Russia No. 199-I, appendices 1, 4, 7 and 11 to the Instruction of the Bank of Russia No. 199-I and appendix to this Instruction.

Minimum admissible numerical value of the standard rate H1.0 is established in the amount of 8 percent.

Minimum admissible numerical value of the standard rate H1.2 is established in the amount of 6 percent.

The credit requirements and requirements for receipt of the added (cumulative) percent on loans, on the loan and equated to it debt entering the portfolios of homogeneous loans provided to subjects of small and medium entrepreneurship join banks with the basic license in calculation of code 8740 of appendix 1 to the Instruction of the Bank of Russia No. 199-I if the number of certain borrowers, credit requirements and (or) contingent obligations of credit nature of which meet requirements of this code, constitutes at least 50 and in case of simultaneous observance of the conditions listed in the column of the first line of the specified code (except for the paragraph of the fifth of the column of the first line of code 8740 of appendix 1 to the Instruction of the Bank of Russia No. 199-I).

2.2. The standard rate of current liquidity (The N 3) is calculated according to Item 5.3 of the Instruction of the Bank of Russia No. 199-I taking into account Items 5.4 and 5.6 of the Instruction of the Bank of Russia No. 199-I.

Minimum admissible numerical value of the standard rate H3 is established in the amount of 50 percent.

2.3. The standard rate of the maximum extent of risk on one borrower or group of the connected borrowers (The N 6) is calculated according to Item 6.1 of the Instruction of the Bank of Russia No. 199-I taking into account Items 6.2 (except for the paragraph of the fourth), 6.3 - 6.6, paragraphs two of Item 6. 7, Items 6.8 - 6.11 Instructions of the Bank of Russia No. 199-I and appendix to this Instruction.

All credit requirements of bank with the basic license to the borrower or group of the connected borrowers, contingent obligations of credit nature, derivative financial instruments (further - PFI) (except for credit requirements, the named in paragraphs three - the fifth this Item) join in calculation of the standard rate of H6 with risk coefficient depending on the borrower (partner) according to subitems 2.3.1 - 2.3.4 Items 2.3 of the Instruction of the Bank of Russia No. 199-I and codes 8660, of 8735, of 8741, of 8752, of 8772, of 8807, of 8847, given in appendix 1 to the Instruction of the Bank of Russia No. 199-I, or Item 3.3 of the Instruction of the Bank of Russia No. 199-I. At the same time the risk coefficient established concerning the balance sheet assets placed with the corresponding borrower (partner) is applied.

Credit requirements of bank with the basic license to subjects of the Russian Federation, municipalities of the Russian Federation, the credit requirements provided with guarantees and (or) pledge of debt securities of specified persons join in calculation of the standard rate of H6 with coefficient of risk of 100 percent.

Credit requirements of bank with the basic license to the borrower or group of the connected borrowers, contingent obligations of credit nature, PFI carried to the V group of assets according to subitem 2.3.5 of Item 2.3 of the Instruction of the Bank of Russia No. 199-I, Item 10 of appendix 2 to the Instruction of the Bank of Russia No. 199-I and Item 7 of appendix to this Instruction join in calculation of the standard rate of H6 with coefficient of risk of 100 percent.

Credit requirements of bank with the basic license to the credit institutions performing functions of the central partner regarding collective clearing providing join in calculation of the standard rate of H6 with coefficient of risk of 100 percent.

For the purposes of calculation of the standard rate of H6 bank with the basic license has the right concerning credit requirements to the borrower or group of the connected borrowers according to which obligation fulfillment is provided with pledge debt and equity securities (including received according to the transactions made on returnable basis without initial recognition), and (or) security deposit (contribution), and (or) pledge of ingot gold, and (or) initial payment, other periodical payments, and (or) the demand in reconvention which arose from the agreement on exchange of the deposits nominated in one or different currencies to apply approach, stipulated in Item 2.6 Instructions of the Bank of Russia No. 199-I.

For calculation of the standard rate of H6 credit requirements to the partner according to the transaction according to which obligation fulfillment before bank with the basic license (except for requirements for syndicated loans, letters of credit, mortgage securities) depends on obligation fulfillment by the third party (third parties) are weighed on the maximum coefficient of risk from stipulated in Item 2.3 or Item 3.3 of the Instruction of the Bank of Russia No. 199-I concerning the partner or the third party (third parties).

During the period till December 31, 2022 the transactions reflected in balance and off-balance sheet accounts till December 31, 2017 join in calculation of the standard rate of H6 less the created reserve on possible losses according to the Provision of the Bank of Russia of June 28, 2017 No. 590-P "About procedure for forming by credit institutions of reserves on possible losses according to loans, the loan and equated to it debt", the registered Ministry of Justice of the Russian Federation on July 12, 2017 No. 47384 (further - the Provision of the Bank of Russia No. 590-P), and the Provision of the Bank of Russia of October 23, 2017 No. 611-P "About procedure for forming by credit institutions of reserves on possible losses", the registered Ministry of Justice of the Russian Federation on March 15, 2018 No. 50381, on December 19, 2018 No. 53054, on September 12, 2019 No. 55911 (further - the Provision of the Bank of Russia No. 611-P), with coefficient of 80 percent and with risk coefficient depending on the borrower (partner) according to subitems 2.3.1 - 2.3.4 Items 2.3 of the Instruction of the Bank of Russia No. 199-I and codes 8660, 8735, 8741, 8752, 8772, 8807, 8847, given in appendix 1 to the Instruction of the Bank of Russia No. 199-I, or Item 3.3 of the Instruction of the Bank of Russia No. 199-I, and also taking into account paragraphs two - the seventh this Item.

Paragraphs the ninth - the eighteenth voided

The most admissible numerical value of the standard rate H6 is established in the amount of 20 percent.

2.4. The standard rate of the maximum extent of risk on the face (group of the faces tied with bank with the basic license) tied with bank with the basic license (The N 25) is calculated according to Chapter 8 (except for the paragraph of the fourth Item 8. 1) Instructions of the Bank of Russia No. 199-I.

For calculation of the standard rate of H25 indicator Krl is calculated as the cumulative amount of requirements of bank with the basic license to the related person (group of the related persons) arising according to obligations of the face (group of the faces tied with bank with the basic license) tied with bank with the basic license to bank with the basic license and owing to availability of obligations of the face (group of the faces tied with bank with the basic license) tied with bank with the basic license to the third parties owing to which the bank with the basic license has requirements for the specified person (persons entering group of persons), less the created reserve on possible losses according to the specified requirements according to the Provision of the Bank of Russia No. 590-P and the Provision of the Bank of Russia No. 611-P. The indicator Krl is calculated taking into account the requirements for measure calculation Krz established by Chapter 6 (except for paragraphs of the first, second and sixth Item 6. 6, paragraphs of first, third - the ninth Item 6.7 and Item 6. 12) Instructions of the Bank of Russia No. 199-I, and taking into account paragraphs two - the seventh Item 2.3 of this Instruction.

The most admissible numerical value of the standard rate H25 is established in the amount of 20 percent.

2.5. Banks with the basic license perfrom calculation of the obligatory standard rates established by this Instruction, as a percentage with one sign after comma (rounding to one decimal sign after comma is performed by mathematical rules).

Chapter 3. Observance by banks with the basic license of obligatory standard rates

3.1. Banks with the basic license shall observe the obligatory standard rates established by this Instruction daily.

Violation by bank with the basic license of numerical value of the obligatory standard rate as of any operational day is non-compliance with the obligatory standard rate.

3.2. In case of determination of methods of control by banks with the basic license behind daily observance of obligatory standard rates, the list of forms of the reporting and procedure for their submission to the Bank of Russia (territorial office of the Bank of Russia, the authorized structural division of central office of the Bank of Russia exercising supervision of activities of banks with the basic license (further - the Bank of Russia (territorial office of the Bank of Russia, authorized structural division of central office of the Bank of Russia), banks with the basic license should be guided by Items 11.2 - 11.4 Instructions of the Bank of Russia No. 199-I.

Chapter 4. Implementation by the Bank of Russia of supervision of observance by banks with the basic license of the obligatory standard rates established by this Instruction

4.1. The Bank of Russia (territorial offices of the Bank of Russia, authorized structural divisions of central office of the Bank of Russia) exercise supervision of observance by banks with the basic license of obligatory standard rates on the basis:

the data obtained as a part of forms of the reporting 0409101 "The turnover sheet on accounts of financial accounting of credit institution", 0409123 "Calculation of own means (capital) ("Basel III")", 0409135 "Information on obligatory standard rates and on other indicators of activities of credit institution" and 0409118 "Data on concentration of credit risk", established by the Instruction of the Bank of Russia of April 10, 2023 No. 6406-U "About forms, terms, procedure for creation and submission of the reporting of credit institutions (banking groups) to the Central bank of the Russian Federation, and also of the list of information on activities of credit institutions (banking groups)" (it is registered by the Ministry of Justice of the Russian Federation on August 16, 2023, registration No. 74823);

results of the checks performed by the Bank of Russia (authorized representatives (employees) of the Bank of Russia) according to article 73 of the Federal law "About the Central Bank Russian Federation (Bank of Russia)";

this to the reporting provided by bank with the basic license upon the demand of the Bank of Russia (territorial office of the Bank of Russia, authorized structural division of central office of the Bank of Russia) for intra monthly date (intra monthly dates) in forms of the reporting 0409101 "The turnover sheet on accounts of financial accounting of credit institution", 0409123 "Calculation of own means (capital) ("Basel III")", 0409135 "Information on obligatory standard rates and on other indicators of activities of credit institution" and 0409118 "Data on concentration of credit risk";

information on the size of credit risk on contingent obligations of credit nature according to Item 13 of appendix 2 or appendix 11 to the Instruction of the Bank of Russia No. 199-I represented by bank with the basic license by bank inquiry of Russia (territorial office of the Bank of Russia, authorized structural division of central office of the Bank of Russia);

information on the size of credit risk on PFI on the table of Item 10 of appendix to this Instruction provided by bank with the basic license by bank inquiry of Russia (territorial office of the Bank of Russia, authorized structural division of central office of the Bank of Russia);

information on the size of risk of change in value of the credit requirement as a result of deterioration in credit quality of the partner for the table of Item 8 of appendix 7 to the Instruction of the Bank of Russia No. 199-I provided by bank with the basic license by bank inquiry of Russia (territorial office of the Bank of Russia, authorized structural division of central office of the Bank of Russia).

4.2. The reporting for intra monthly date (intra monthly dates) is submitted within the following terms:

the banks with the basic license which do not have branches - not later than in three working days after sight the Bank of Russia (the territorial office of the Bank of Russia authorized by structural division of central office of the Bank of Russia) of the requirement about submission of the reporting;

the banks with the basic license having branches - not later than in four working days after sight the Bank of Russia (the territorial office of the Bank of Russia authorized by structural division of central office of the Bank of Russia) of the requirement about submission of the reporting.

4.3. For the purpose of control of the risks accepted by banks with the basic license, the Bank of Russia (territorial office of the Bank of Russia, authorized structural division of central office of the Bank of Russia) performs actions, stipulated in Item 12.3 Instructions of the Bank of Russia No. 199-I.

4.4. The Bank of Russia (territorial office of the Bank of Russia, authorized structural division of central office of the Bank of Russia) has the right to apply to banks with the basic license of measure, the stipulated in Article 74 Federal Laws "About the Central Bank Russian Federation (Bank of Russia)", in case of non-compliance with the obligatory standard rate in total in six and more operational days during any 30 consecutive operational days.

Chapter 5. Final provisions

5.1. This Instruction becomes effective after 10 days after day of its official publication.

Appendix

to the Instruction of the Bank of Russia of December 6, 2017 No. 183-I "About obligatory standard rates of banks with the basic license"

Method of calculation of credit risk on PFI

1. According to this appendix assessment of credit risk is performed concerning the agreements signed in the curb market which are PFI.

2. For calculation of credit risk for PFI the following components are determined:

the current credit risk (replacement cost of the financial instrument) reflecting on reporting date the size of losses in case of non-execution by the partner of the obligations;

potential credit risk (risk of non-execution by the partner of the obligations during term from reporting date before value date in connection with adverse change in value of basic (basic) asset).

3. The current credit risk on PFI which meet requirements of Items 1 and 3 of article 4.1 of the Federal Law of October 23, 2002 No. 127-FZ "About insolvency (bankruptcy)" (The Russian Federation Code, 2002, No. 43, of Art. 4190; 2004, No. 35, Art. 3607; 2005, No. 1, Art. 18, Art. 46; No. 44, Art. 4471; 2006, No. 30, Art. 3292; No. 52, Art. 5497; 2007, No. 7, Art. 834; No. 18, Art. 2117; No. 30, Art. 3754; No. 41, Art. 4845; No. 49, Art. 6079; 2008, No. 30, Art. 3616; No. 49, Art. 5748; 2009, No. 1, Art. 4, Art. 14; No. 18, Art. 2153; No. 29, Art. 3632; No. 51, Art. 6160; No. 52, Art. 6450; 2010, No. 17, Art. 1988; No. 31, Art. 4188, Art. 4196; 2011, No. 1, Art. 41; No. 7, Art. 905; No. 19, Art. 2708; No. 27, Art. 3880; No. 29, Art. 4301; No. 30, Art. 4576; No. 48, Art. 6728; No. 49, Art. 7015, Art. 7024, Art. 7040, Art. 7061, Art. 7068; No. 50, Art. 7351, Art. 7357; 2012, No. 31, Art. 4333; No. 53, Art. 7607, Art. 7619; 2013, No. 23, Art. 2871; No. 26, Art. 3207; No. 27, Art. 3477, Art. 3481; No. 30, Art. 4084; No. 51, Art. 6699; No. 52, Art. 6975, Art. 6984; 2014, No. 11, Art. 1095, Art. 1098; No. 30, Art. 4217; No. 49, Art. 6914; No. 52, Art. 7543; 2015, No. 1, Art. 10, Art. 11, Art. 35; No. 27, Art. 3945, Art. 3958, Art. 3967, Art. 3977; No. 29, Art. 4350, Art. 4355, Art. 4362; 2016, No. 1, Art. 11, Art. 27, Art. 29; No. 23, Art. 3296; No. 26, Art. 3891; No. 27, Art. 4225, Art. 4237, Art. 4293, Art. 4305; 2017, No. 1, Art. 29; No. 18, Art. 2661; No. 25, Art. 3596; No. 31, Art. 4767, Art. 4815; No. 48, of the Art. 7052) (further - the agreement on netting on PFI), is equal to excess of the amount of fair values of all PFI representing asset over the amount of fair values of all PFI representing the obligation taking into account the listed returnable initial and (or) periodical payments (difference between remaining balance on balance sheet accounts No. 52601 and No. 52602).

The current credit risk on PFI which are not included in the agreement on netting on PFI is equal to the size of fair value of PFI representing asset (the balance sheet account No. 52601). On the sold options not included in the agreement on netting on PFI, the current credit risk (replacement cost) is not calculated.

4. The potential risk on PFI which are not included in the agreement on netting on PFI is calculated by multiplication of cost of PFI at which it is reflected for date of the conclusion of the agreement (transaction) which is (being) PFI in the corresponding off-balance accounts (further - nominal contractual value) by coefficients depending on the term which remained from reporting date before value date according to the following table.

 

№ of payment order	Term before value date	Currency transactions	Percentage transactions	Security transactions	Transactions with precious metals	Other transactions
1	2	3	4	5	6	7
2	Less than 1 year	0,01	0,005	0,06	0,07	0,1
3	From 1 year to 5 years	0,05	0,005	0,08	0,07	0,12
4	Over 5 years	0,075	0,015	0,1	0,08	0,15

 

That currency on which at bank with the basic license requirements are created is accepted to the nominal contractual value of dual currency transactions.

The nominal contractual value of PFI is determined by the agreement which is not providing delivery of basic (basic) asset by analogy with the agreement (transaction) providing (providing) delivery of basic (basic) asset.

For transactions with several exchanges of basic (basic) assets the amount of potential losses increases multiply to the number of the provided exchanges of basic (basic) assets.

The size of potential risk is not calculated for the sold options.

According to transactions which conditions are reviewed for in advance determined dates the period which remained before the following date of review is accepted to term before value date.

The size of potential risk on PFI included in the agreement on netting on PFI is calculated by formula:

 

where:

VPRK - the size of potential risk on PFI included in the agreement on netting on PFI;

VPRV - the size of potential risk on the same tools calculated without the agreement on netting on PFI (according to requirements of this Item);

to - the coefficient determined as the replacement cost relation by PFI included in the agreement on netting on PFI (TsZv), and replacement cost on PFI included in the agreement on netting on PFI calculated without this agreement (TsZ) on formula:

If size TsZv is less than zero, the coefficient "to" is recognized equal to zero.

5. The size subject to risk is determined as the amount of sizes of the current and potential risks (Items 3 and 4 of this appendix).

The size subject to risk on PFI included in the agreement on netting on PFI is determined by formula:

 

where:

With - fair value of the received providing from among Item 2.6 of the Instruction of the Bank of Russia No. 199-I meeting requirements of subitem 2.6.5 of Item 2.6 of the Instruction of the Bank of Russia No. 199-I specified in subitem 2.6.2;

Hc - the discount applied to providing, determined according to the procedure provided by subitem 2.6.1 of Item 2.6 of the Instruction of the Bank of Russia No. 199-I;

Hfx - the discount in the amount of 8 percent applied in case of discrepancy of settlement currency and currency of providing.

6. For the purpose of calculation of standard rates of H1.0 and H1.2 the received size subject to risk is weighed on risk coefficient depending on the partner according to Item 2.3 or Item 3.3 of the Instruction of the Bank of Russia No. 199-I. For the purpose of calculation of the standard rate of H6 the received size subject to risk is weighed on risk coefficient depending on the partner according to Item 2.3 or Item 3.3 of the Instruction of the Bank of Russia No. 199-I, taking into account paragraphs of third, fourth and eighth Item 2.3 of this Instruction. For the purpose of calculation of the standard rate of H25 the received size subject to risk is weighed on risk coefficient depending on the partner according to Item 2.3 or Item 3.3 of the Instruction of the Bank of Russia No. 199-I, taking into account paragraphs of third and fourth Item 2.3 of this Instruction. At the same time the weighing coefficients established concerning the balance sheet assets placed with the corresponding partner are applied.

In the presence of providing (from among listed in Item 2.3 or Item 3.3 of the Instruction of the Bank of Russia No. 199-I) on PFI which are not included in the agreement on netting on PFI, the received size subject to risk is weighed on the coefficient applied to weighing of balance sheet asset on which obligation fulfillment is provided with the corresponding pledge, the bank guarantee (guarantee), the reserve letter of credit of the corresponding guarantor (guarantor), issuer.

Paragraph third ceased to be valid

The received size of credit risk under the agreements which are PFI concluded with the partners who are not named in subitems 2.3.1 - 2.3.3 Items 2.3 of the Instruction of the Bank of Russia No. 199-I and the rating of long-term creditworthness according to obligations in foreign currency or rubles appropriated to at least one of foreign credit rating agencies at the level below "B" on the international rating scale "Es which had at the time of the conclusion of the agreement and (or) having at the time of calculation of standard rates of H1.0 and H1.2 - энд - Pi Global Reytingge" (S&P Global Ratings) or "the Fitch of Reytings" (Fitch Ratings) or "2" on the international rating scale "Mudis Investors Service" (Moody "s Investors Service), and also the credit score assigned on national rating scale for the Russian Federation by the Russian credit rating agency is multiplied by 1,5 coefficient.

The received size subject to risk, under the agreements which are PFI on which party is the credit institution performing functions of the central partner and corresponding to conditions of code 8846 of appendix 1 to the Instruction of the Bank of Russia No. 199-I is weighed on 0,05 coefficient.

7. In case of approach application, stipulated in Item 6 these appendices, on PFI included in the increased coefficient of 1,5 in the agreement on netting on PFI on which providing from among Item 2.6 of the Instruction of the Bank of Russia No. 199-I specified in subitem 2.6.2 is provided it is not applied.

Paragraph two of ceased to be valid

8. The final size of credit risk on PFI (KRS) joins in denominator of standard rates of H1.0, H2.2 and numerator of standard rates of H6, H25.

9. The size of credit risk on PFI is reflected banks with the basic license in the following table.

The size of credit risk on PFI as of ___ years

 

№ of payment order	Transaction type	Nominal value	Transaction replacement cost (current credit risk)	Size of potential credit risk	Final size of credit risk	The size of credit risk weighed taking into account the coefficients established by Items 7 and 8 of this appendix
1	2	3	4	5	6	7
1	PFI included in the agreement on netting on PFI
2	PFI which are not included in the agreement on netting on PFI
3	Total the size of credit risk on PFI (KRS)	X	X	X

 

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