It is registered
Ministry of Justice
Russian Federation
On September 5, 2018 No. 52084
of June 27, 2018 No. 4838-U
About modification of 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"
Based on article 57.1 of the Federal Law of July 10, 2002 No. 86-FZ "About the Central bank the Russian Federation (Bank of Russia)" (The Russian Federation Code, 2002, No. 28, Art. 2790; 2003, No. 2, Art. 157; No. 52, Art. 5032; 2004, No. 27, Art. 2711; No. 31, Art. 3233; 2005, No. 25, Art. 2426; No. 30, Art. 3101; 2006, No. 19, Art. 2061; No. 25, Art. 2648; 2007, No. 1, Art. 9, Art. 10; No. 10, Art. 1151; No. 18, Art. 2117; 2008, No. 42, Art. 4696, Art. 4699; No. 44, Art. 4982; No. 52, Art. 6229, Art. 6231; 2009, No. 1, Art. 25; No. 29, Art. 3629; No. 48, Art. 5731; 2010, No. 45, Art. 5756; 2011, No. 7, Art. 907; No. 27, Art. 3873; No. 43, Art. 5973; No. 48, Art. 6728; 2012, No. 50, Art. 6954; No. 53, Art. 7591, Art. 7607; 2013, No. 11, Art. 1076; No. 14, Art. 1649; No. 19, Art. 2329; No. 27, Art. 3438, Art. 3476, Art. 3477; No. 30, Art. 4084; No. 49, Art. 6336; No. 51, Art. 6695, Art. 6699; No. 52, Art. 6975; 2014, No. 19, Art. 2311, Art. 2317; No. 27, Art. 3634; No. 30, Art. 4219; No. 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, Art. 4456; No. 31, Art. 4830; No. 50, Art. 7562; 2018, No. 1, Art. 66; No. 9, Art. 1286; No. 11, Art. 1584, Art. 1588; No. 18, the Art. 2557) and article 11.1-2 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. 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, 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, Art. 4754, Art. 4761, Art. 4830; 2018, No. 1, Art. 66; No. 18, Art. 2576; No. 22, of the Art. 3043) to bring in 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, on December 28, 2015 No. 40325, on December 7, 2017 No. 49156, the following changes.
1.1. The fifth Item 1.2 to state the paragraph in the following edition:
"Risk management system and the capital of credit institution (banking group) shall cover factors credit, market and operational is risky, completely not considered within procedure for the determination of requirements to the capital established by the Provision of the Bank of Russia of November 3, 2009 No. 346-P "About procedure of payments of the extent of operational risk", the registered Ministry of Justice of the Russian Federation on December 17, 2009 No. 15697, on July 19, 2012 No. 24957, on December 8, 2015 No. 40019 (further - the Provision of the Bank of Russia No. 346-P), the Provision of the Bank of Russia of December 3, 2015 No. 511-P "About procedure of payments credit institutions of size of market risk", the registered Ministry of Justice of the Russian Federation on December 28, 2015 No. 40328 (further - the Provision of the Bank of Russia No. 511-P), the Instruction of the Bank of Russia of June 28, 2017 No. 180-I "About obligatory standard rates of banks", registered by the Ministry of Justice of the Russian Federation on July 12, 2017 No. 47383, on November 30, 2017 No. 49055, on January 10, 2018 No. 49586, on April 5, 2018 No. 50655) (further - the Instruction of the Bank of Russia No. 180-I), and also other significant risks, for example, interest risk and concentration risk.".
1.2. Add Chapter 1 with Item 1.7 of the following content:
"1.7. Banks with the universal license annually represent to the Bank of Russia (the structural division of the Bank of Russia performing collection and processing of the reporting) information on the VPODK organization and their results specified in appendix 2 to this Instruction as of January 1 of each next year no later than April 1 of the same year.".
1.3. In Item 3.3:
in paragraphs ten, the eleventh and thirteenth words "No. 139-I" shall be replaced with words "No. 180-I";
in the paragraph the twelfth "appendix" shall be replaced with words the word "appendix 1".
1.4. State Item 3.8 in the following edition:
"3.8. The head of service of risk management shall conform to the qualification requirements established by the Instruction of the Bank of Russia of December 25, 2017 No. 4662-U "About qualification requirements to the head of service of risk management, service of internal control and service of internal audit of credit institution, person responsible for the organization of risk management system, and the controller of non-state pension fund, the auditor of insurance company about the notification procedure of the Bank of Russia about position assignment (about dismissal) specified persons (except for the controller of non-state pension fund), the special officials responsible for implementation of rules of internal control for the purpose of counteraction of legalization (washing) of income gained in the criminal way and to financing of terrorism of credit institution, non-state pension fund, insurance company, managing company of investment funds, mutual investment funds and non-state pension funds, microfinance company, the employee of service of internal control of managing company of investment funds, mutual investment funds and non-state pension funds, and also about evaluation procedure the Bank of Russia of compliance of specified persons (except for the controller of non-state pension fund) to qualification requirements and requirements to goodwill", the registered Ministry of Justice of the Russian Federation on March 14, 2018 No. 50341 (further - the Instruction of the Bank of Russia No. 4662-U), and to requirements to goodwill, stipulated in Item the first parts one of article 16 of the Federal law "About Banks and Banking Activity.
1.5. In paragraph four of subitem 4.4.1 of item 4. 4, paragraphs the fifth and sixth subitem 4.9.2 of Item 4.9 of the word "No. 139-I" shall be replaced with words "No. 180-I".
1.6. In appendix:
in mark to appendix the word "Appendix" shall be replaced with words "Appendix 1";
in paragraph six of Item 2.1 of the word "No. 139-I" shall be replaced with words "No. 180-I";
in Item 2.2 of the word "No. 139-I" shall be replaced with words "No. 180-I", after words (No. 81) to add "the Bulletin of the Bank of Russia" of September 29, 2015 with words "(further - the Instruction of the Bank of Russia No. 3752-U)".
1.7. Add with appendix 2 in edition of appendix to this Instruction.
2. This Instruction becomes effective after 10 days after day of its official publication.
Chairman of the Central bank of the Russian Federation
E. S. Nabiullina
to the Instruction of the Bank of Russia of June 27, 2018 No. 4838-U "About modification of 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"
"Appendix 2
to 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"
Information on the organization of the internal procedures of assessment of capital adequacy (IPACA) and their results
Section 1. Information on the VPODK organization
Subsection 1.1. Data on the VPODK organization
|
Number of question |
Formulation of question |
The reply of bank with the universal license |
The explanation to the answer |
The reference to documents of bank with the universal license |
|
1 |
2 |
3 |
4 |
5 |
|
1 |
Whether strategy of risk management and the capital is developed in bank with the universal license? |
|
|
|
|
2 |
Whether the strategy of risk management and the capital by the board of directors (supervisory board) of bank with the universal license is approved? |
|
|
|
|
3 |
Whether considers the board of directors (supervisory board) of bank with the universal license on regular basis (at least once a year) question of need of modification of the established strategy of risk management and the capital? |
|
|
|
|
4 |
Whether the strategy of risk management and the capital contains tendency to risk of bank with the universal license? |
|
X |
|
|
5 |
Whether the strategy of risk management and the capital contains planned capital structure? |
|
X |
|
|
6 |
Whether the strategy of risk management and the capital contains planned levels of risks and target structure of risks? |
|
X |
|
|
7 |
Whether the strategy of risk management and the capital contains scenarios of stress testing? |
|
X |
|
|
8 |
Whether the strategy of risk management and the capital contains the description of structure of the reporting, procedure and frequency of its forming? |
|
X |
|
|
9 |
Whether the strategy of risk management and the capital contains the description of distribution of the functions connected with risk management and the capital between the board of directors (supervisory board), individual and joint executive bodies, divisions and employees of bank with the universal license? |
|
X |
|
|
10 |
Whether the strategy of risk management and the capital contains the description of structure of governing bodies of bank with the universal license and the divisions performing the functions connected with risk management and the capital? |
|
X |
|
|
11 |
Whether the strategy of risk management and the capital contains the description of control procedures from the board of directors (supervisory board) and executive bodies of bank with the universal license behind accomplishment by VPODK and their efficiency? |
|
X |
|
|
12 |
Whether the strategy of risk management and the capital contains the description of approaches to the organization of risk management system? |
|
X |
|
|
13 |
Whether the strategy of risk management and the capital contains the list of the functions on risk management transferred to other credit institution entering into banking group? |
|
X |
|
|
14 |
Whether the strategy of risk management and the capital contains terms for which planning of amounts of transactions and the capital is performed? |
|
X |
|
|
15 |
Whether considers the board of directors (supervisory board) of bank with the universal license reports: about results of accomplishment of VPODK; about significant risks (including about respect for the established tendency to risk); about stress testing of the capital? |
|
|
|
|
16 |
Whether considers the board of directors (supervisory board) of bank with the universal license reports: about significant risks; about accomplishment of obligatory standard rates; about the capital size; about capital adequacy assessment? |
|
|
|
|
17 |
Whether considers the board of directors (supervisory board) of bank with the universal license reports on achievement of alarm values and violation of limits? |
|
|
|
|
18 |
Whether considers the board of directors (supervisory board) of bank with the universal license the report on results of evaluating efficiency of VPODK? |
|
|
|
|
19 |
Whether considers the board of directors (supervisory board) of bank with the universal license results of VPODK in case of acceptance of management decisions? |
|
|
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|
20 |
Whether considers the board of directors (supervisory board) of bank with the universal license results of VPODK in case of decision making about procedure for determination of the amount of the payments determined by Item 2.1 of the Instruction of the Bank of Russia No. 154-I? |
|
|
|
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21 |
Whether accepts the board of directors (supervisory board) of bank with the universal license of measure for decrease in risks, on non-admission of violations of the law, regulations of the Bank of Russia, internal documents of bank with the universal license? |
|
|
|
|
22 |
Whether the procedure for management of the most significant risks and the capital is developed in bank with the universal license? |
|
|
|
|
23 |
Whether approves the board of directors (supervisory board) of bank with the universal license procedure for management of the most significant risks and the capital? |
|
|
|
|
24 |
Whether considers the board of directors (supervisory board) of bank with the universal license on regular basis (at least once a year) question of need of modification of established procedure of management of the most significant risks and the capital? |
|
|
|
|
25 |
Whether consider executive bodies of bank with the universal license reports: about results of accomplishment of VPODK; about respect for the established tendency to risk; about stress testing of the capital? |
|
|
|
|
26 |
Whether consider executive bodies of bank with the universal license reports: about significant risks; about accomplishment of obligatory standard rates; about the capital size; about capital adequacy assessment? |
|
|
|
|
27 |
Whether consider executive bodies of bank with the universal license reports on achievement of alarm values and violation of limits? |
|
|
|
|
28 |
Whether uses bank with the universal license results of accomplishment of VPODK in case of decision making on business development, provided by the development strategy? |
|
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29 |
Whether uses bank with the universal license results of accomplishment of VPODK as basis for assessment of the necessary size of the capital for covering of risks? |
|
|
|
|
30 |
Whether level necessary for bank with the universal license of the capital is considered in case of development of actions for business development? |
|
|
|
Subsection 1.2. Data on the organization of risk management
|
Number of question |
Formulation of question |
The reply of bank with the universal license |
The explanation to the answer |
The reference to documents of bank with the universal license |
|
1 |
2 |
3 |
4 |
5 |
|
31 |
Whether the methodology and procedures of determination of significant risks are developed in bank with the universal license? |
|
|
|
|
32 |
Whether the methodology and procedures of determination of significant risks by executive bodies of bank with the universal license are approved? |
|
|
|
|
33 |
Whether carries out bank with the universal license regular (at least once a year) efficiency evaluation of methodology of determination of significant risks? |
|
|
|
|
34 |
Whether results of efficiency evaluation of methodology of determination of significant risks are reported to executive bodies of bank with the universal license? |
|
|
|
|
35 |
Whether by results of the carried-out efficiency evaluation brings bank with the universal license (if necessary) of change in methodology and procedures of determination of significant risks? |
|
|
|
|
36 |
Whether consider executive bodies of bank with the universal license regularly (at least once a year) question of need of modification of methodology and procedures of determination of significant risks? |
|
|
|
|
37 |
Whether changes are made to procedures of risk management of bank with the universal license by results of determination of significant risks? |
|
|
|
|
38 |
Whether changes are made to the development strategy, the strategy of risk management and the capital by results of the next identification of significant risks? |
|
|
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|
39 |
Whether performs bank with the universal license determination of significant risks on regular basis (at least once a year)? |
|
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|
40 |
Whether results of identification of significant risks are brought to the attention of executive bodies of bank with the universal license on regular basis? |
|
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41 |
Whether the methodology and procedures of aggregation of quantitative estimates of significant risks are established in bank with the universal license? |
|
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42 |
Whether the methodology and procedures of aggregation of quantitative estimates of significant risks are approved by executive bodies of bank with the universal license? |
|
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|
43 |
Whether the methodology and procedures of aggregation of quantitative estimates of significant risks on permanent basis are applied? |
|
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|
44 |
Whether carries out bank with the universal license regular (at least once a year) efficiency evaluation of methodology and procedures of aggregation of quantitative estimates of significant risks? |
|
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|
45 |
Whether results of efficiency evaluation of methodology and procedures of aggregation of quantitative estimates of significant risks are provided to executive bodies of bank with the universal license? |
|
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|
46 |
Whether by results of the carried-out efficiency evaluation brings bank with the universal license (if necessary) of change in methodology and procedures of aggregation of significant risks? |
|
|
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|
47 |
Whether consider executive bodies of bank with the universal license regularly (at least once a year) question of need of modification of methodology and procedures of aggregation of quantitative estimates of significant risks? |
|
|
|
|
48 |
Whether for control of risk level determines bank with the universal license planned levels of risks and planned structure of risks? |
|
|
|
|
49 |
Whether performs bank with the universal license correlation of planned levels of risks and planned structure of risks with their actual values? |
|
|
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|
50 |
Whether in case of identification of violations of planned levels of risks by the bank with the universal license held the relevant activities directed to elimination of these violations? |
|
|
|
|
51 |
Whether the service of risk management is created in bank with the universal license? |
|
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52 |
If control of significant risk is exercised of the division which is not part of service of risk management whether it is dependent on the divisions performing the transactions connected with acceptance of risks? |
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53 |
Whether the head of service of risk management is appointed in bank with the universal license? |
|
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54 |
Whether activities of service of risk management conform to requirements of the legislation, regulations of the Bank of Russia, internal documents of bank with the universal license? |
|
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|
55 |
If the bank with the universal license transfers separate functions on risk management of other credit institution entering into banking group whether data transmission of functions by the board of directors (supervisory board) of bank with the universal license is approved? |
|
|
|
|
56 |
If the bank with the universal license transfers separate functions on risk management of other credit institution entering into banking group whether it exercises control of quality of accomplishment of the transferred functions? |
|
|
|
|
57 |
Whether the head and employees of service of risk management in staff of bank with the universal license consist? |
|
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|
58 |
Whether the head and employees of service of risk management participate in approval of the transactions bearing risk? |
|
|
|
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59 |
Whether the head of service of risk management conforms to the qualification requirements established in the Instruction of the Bank of Russia No. 4662-U and the requirements to goodwill established in the Federal Law "About Banks and Banking Activity"? |
|
|
|
Subsection 1.3. Data on the organization of capital management
|
Number of question |
Formulation of question |
The reply of bank with the universal license |
The explanation to the answer |
The reference to documents of bank with the universal license |
|
1 |
2 |
3 |
4 |
5 |
|
60 |
Whether tendency to risk by the board of directors (supervisory board) of bank with the universal license is approved? |
|
|
|
|
61 |
Whether considers bank with the universal license of the purpose and planned targets of business development (for example, amount of transactions) in case of determination of tendency to risk? |
|
|
|
|
62 |
Whether considers the board of directors (supervisory board) of bank with the universal license on regular basis (at least once a year) question of need of modification of the established tendency to risk? |
|
|
|
|
63 |
Whether values of risk which the bank with the universal license is ready to accept on the basis of results of stress testing are determined within tendency to extreme risk? |
|
|
|
|
64 |
Whether reports on observance of indicators of tendency to risk are created by bank with the universal license? |
|
X |
|
|
65 |
Whether tendency to risk of bank with the universal license quantitative indices is determined? |
|
|
|
|
66 |
Whether uses bank with the universal license qualitative indexes for determination of tendency to risk? |
|
|
|
|
67 |
Whether the planned level of the capital is determined by bank with the universal license? |
|
|
|
|
68 |
Whether the planned capital structure is determined by bank with the universal license? |
|
|
|
|
69 |
Whether the planned level of capital adequacy is determined by bank with the universal license? |
|
|
|
|
70 |
Whether performs bank with the universal license correlation of planned level of the capital and planned capital structure with their actual values? |
|
|
|
|
71 |
Whether can prove bank with the universal license sufficiency of sources of the capital which is available at its order for covering of risks concerning which indicators of tendency to risk are established? |
|
|
|
|
72 |
Whether performs bank with the universal license correlation of planned level of capital adequacy with its actual value? |
|
|
|
|
73 |
Whether considers bank with the universal license phase of business cycle when planning the capital (for example, in case of determination of amounts of business, dynamics of risk factors)? |
|
|
|
|
74 |
Whether determines bank with the universal license current demand in the capital for covering of significant risks when planning the capital? |
|
|
|
|
75 |
Whether aggregative assessment of total volume of the necessary capital covers all significant risks? |
|
|
|
|
76 |
Whether the methodology of aggregation of quantitative estimates of significant risks for the purpose of assessment of total volume of the necessary capital is developed by bank with the universal license? |
|
|
|
|
77 |
Whether the methodology of aggregation of requirements to the capital by executive bodies of bank with the universal license is approved? |
|
|
|
|
78 |
Whether the methodology of aggregation of requirements to the capital on permanent basis is applied? |
|
|
|
|
79 |
Whether carries out bank with the universal license regular (at least once a year) efficiency evaluation of methodology of aggregation of requirements to the capital? |
|
|
|
|
80 |
Whether results of efficiency evaluation of methodology of aggregation of requirements to the capital are reported to executive bodies of bank with the universal license? |
|
|
|
|
81 |
Whether by results of the carried-out efficiency evaluation brings bank with the universal license (if necessary) of change in methodology of aggregation of requirements to the capital? |
|
|
|
|
82 |
Whether consider executive bodies of bank with the universal license regularly (at least once a year) question of need of modification of methodology of aggregation of requirements to the capital? |
|
|
|
|
83 |
Whether are developed in bank with the universal license of the procedure of correlation of total volume necessary for bank with the universal license of the capital and amount of available bank with the universal license of the capital? |
|
|
|
|
84 |
Whether are approved by executive bodies of the procedure of correlation of total volume necessary for bank with the universal license of the capital and amount of available bank with the universal license of the capital? |
|
|
|
|
85 |
Whether procedures of correlation of total volume of the necessary capital and available bank with the universal license of the capital on permanent basis are applied? |
|
|
|
|
86 |
Whether the bank with the universal license exercises control of capital adequacy level? |
|
X |
|
|
87 |
Whether the technique of assessment of availability available bank with the universal license of capital sources is developed in bank with the universal license? |
|
|
|
|
88 |
Whether the technique of assessment of availability available bank with the universal license of capital sources is approved by executive bodies? |
|
|
|
|
89 |
Whether the procedure for establishment of limits of the capital is developed in bank with the universal license? |
|
|
|
|
90 |
Whether the procedure for establishment of limits of the capital covers all significant risks? |
|
|
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|
91 |
Whether covers procedure for establishment of limits of the capital of activity of bank with the universal license? |
|
|
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|
92 |
Whether covers procedure for establishment of limits of the capital of division, the performing functions connected with acceptance of risks? |
|
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|
93 |
Whether the procedure for establishment of alarm values of limits of the capital is developed in bank with the universal license? |
|
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|
94 |
Whether the procedure for establishment of limits of the capital and their alarm values by executive bodies of bank with the universal license is approved? |
|
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|
95 |
Whether carries out bank with the universal license regular (at least once a year) efficiency evaluation of procedure for establishment of limits of the capital and their alarm values? |
|
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|
96 |
Whether results of efficiency evaluation of procedure for establishment of limits of the capital and their alarm values are reported to executive bodies of bank with the universal license? |
|
|
|
|
97 |
Whether by results of the carried-out efficiency evaluation brings bank with the universal license (if necessary) of change in procedure for establishment of limits of the capital and their alarm values? |
|
|
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|
98 |
Whether consider executive bodies of bank with the universal license regularly (at least once a year) question of need of modification of procedure for establishment of limits of the capital and their alarm values? |
|
|
|
|
99 |
Whether the procedure for establishment of limits of the capital is applied in bank with the universal license? |
|
|
|
|
100 |
Whether the procedure for establishment of alarm values of limits of the capital is applied in bank with the universal license? |
|
|
|
|
101 |
Whether limits of the capital and their alarm values by executive bodies of bank with the universal license are approved? |
|
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|
102 |
Whether considers bank with the universal license results of stress testing in case of establishment of limits of the capital? |
|
|
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|
103 |
Whether consider executive bodies of bank with the universal license regularly (at least once a year) question of need of modification of the installed system of limits of the capital and their alarm values? |
|
|
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|
104 |
Whether are established in bank with the universal license of control procedure of use of limits of the capital structural divisions? |
|
|
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|
105 |
Whether makes bank with the universal license efficiency evaluation of control procedures for observance of limits of the capital? |
|
|
|
|
106 |
Whether results of efficiency evaluation of control procedures for observance of limits of the capital are provided to executive bodies of bank with the universal license? |
|
|
|
|
107 |
Whether by results of the carried-out efficiency evaluation brings bank with the universal license (if necessary) of change in control procedures for observance of limits of the capital? |
|
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|
|
108 |
Whether consider executive bodies of bank with the universal license regularly (at least once a year) question of need of modification of control procedures for observance of limits of the capital? |
|
|
|
|
109 |
Whether observes bank with the universal license the set limits of the capital? |
|
X |
|
|
110 |
Whether the list of the adjusting events held in case of approach of level of use of limits of the capital to alarm values is developed in bank with the universal license? |
|
|
|
|
111 |
Whether are developed in bank with the universal license of the procedure of informing governing bodies on achievement of alarm values of limits of the capital? |
|
|
|
|
112 |
Whether the list of the adjusting actions, and also procedures of informing governing bodies on violation of the set limits are approved by executive bodies of bank with the universal license of control procedure of use of limits? |
|
|
|
|
113 |
Whether carries out bank with the universal license regular (at least once a year) efficiency evaluation of the adjusting actions, and also observance of procedures of informing governing bodies on violation of the set limits? |
|
|
|
|
114 |
Whether by results of the carried-out efficiency evaluation brings bank with the universal license (if necessary) of change in control procedures of use of limits, the list of the adjusting actions, and also the procedure of informing governing bodies? |
|
|
|
|
115 |
Whether consider executive bodies of bank with the universal license regularly (at least once a year) question of need of modification of control procedures of use of limits, the list of the adjusting actions, and also procedures of informing governing bodies on violation of the set limits? |
|
|
|
|
116 |
Whether the reserve determined by bank with the universal license on the capital is sufficient for covering of the risks which are not estimated quantitatively, and also risks which distribution on structural divisions is impossible or it is difficult? |
|
|
|
|
117 |
Whether the reserve determined by bank with the universal license on the capital is sufficient for implementation of actions, established by the development strategy? |
|
|
|
Subsection 1.4. Data on the organization of stress testing of the capital
|
Number of question |
Formulation of question |
The reply of bank with the universal license |
The explanation to the answer |
The reference to documents of bank with the universal license |
|
1 |
2 |
3 |
4 |
5 |
|
118 |
Whether carries out bank with the universal license stress testing of the capital on the basis of the scenario analysis? |
|
|
|
|
119 |
Whether carries out bank with the universal license sensitivity analysis of the capital to change of factors of risks? |
|
|
|
|
120 |
Whether procedures of stress testing of the capital by executive bodies of bank with the universal license are approved? |
|
|
|
|
121 |
Whether cover procedures of stress testing of the capital of bank with the universal license all risks estimated by quantitative methods? |
|
|
|
|
122 |
Whether cover procedures of stress testing of the capital of bank with the universal license all significant activities? |
|
|
|
|
123 |
Whether carries out bank with the universal license regular (at least once a year) stress testing of the capital? |
|
|
|
|
124 |
Whether are developed by bank with the universal license of the procedure of stress testing of the capital? |
|
|
|
|
125 |
Whether determines bank with the universal license procedure for use of results of stress testing of the capital in the course of acceptance of management decisions? |
|
|
|
|
126 |
Whether uses bank with the universal license results of stress testing of the capital in case of determination of the necessary capital for covering of significant risks? |
|
|
|
|
127 |
Whether uses bank with the universal license results of stress testing of the capital in case of determination of planned (target) levels of risks and capital adequacy? |
|
|
|
|
128 |
Whether the procedure for report generation by results of carrying out stress testing of the capital is developed in bank with the universal license (to whom reports and with what frequency are provided)? |
|
|
|
|
129 |
Whether determines bank with the universal license the possible corrective actions directed to minimization of influence of stressful events on the capital? |
|
|
|
|
130 |
Whether applies bank with the universal license the corrective actions directed to minimization of influence of stressful events on the capital? |
|
|
|
|
131 |
Whether scenarios of stress testing of the capital by the board of directors (supervisory board) of bank with the universal license are approved? |
|
|
|
|
132 |
Whether consider scenarios of stress testing of the capital of event which can cause the maximum damage to bank with the universal license? |
|
|
|
|
133 |
Whether carries out bank with the universal license regular (at least once a year) efficiency evaluation of procedures of stress testing of the capital (including scenarios, assumptions, quality of the used data, use of results of stress testing)? |
|
|
|
|
134 |
Whether results of efficiency evaluation of procedures of stress testing of the capital are provided to executive bodies of bank with the universal license? |
|
|
|
|
135 |
Whether by results of the carried-out efficiency evaluation brings bank with the universal license (if necessary) of change in procedures of stress testing of the capital? |
|
|
|
|
136 |
Whether consider executive bodies of bank with the universal license regularly (at least once a year) question of need of modification of procedures of stress testing of the capital? |
|
|
|
Subsection 1.5. Data on the reporting of bank with the universal license created within VPODK
|
Number of question |
Formulation of question |
The reply of bank with the universal license |
The explanation to the answer |
The reference to documents of bank with the universal license |
|
1 |
2 |
3 |
4 |
5 |
|
137 |
Whether creates bank with the universal license the reporting of VPODK with frequency, the stipulated in Item 6.4 presents of the Instruction? |
|
X |
|
|
138 |
Whether the reporting of VPODK is created by the division performing the functions which are not connected with acceptance of risks? |
|
|
|
Subsection 1.6. Data on the organization of credit risk management
|
Number of question |
Formulation of question |
The reply of bank with the universal license |
The explanation to the answer |
The reference to documents of bank with the universal license |
|
1 |
2 |
3 |
4 |
5 |
|
139 |
Whether determination of credit risk is established in bank with the universal license? |
|
|
|
|
140 |
Whether transaction types in which the credit risk is inherent are determined in bank with the universal license? |
|
|
|
|
141 |
Whether indicators of tendency to risk concerning credit risk are established by bank with the universal license? |
|
|
|
|
142 |
Whether are developed in bank with the universal license of the procedure for credit risk management? |
|
|
|
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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