INSTRUCTION OF CENTRAL BANK OF THE RUSSIAN FEDERATION

of March 10, 2019 No. 5091-U

About modification of the Provision of the Bank of Russia of August 6, 2015 No. 483-P "About procedure of payments of size of credit risk on the basis of internal ratings"

1. Based on article 72.1 of the Federal Law of July 10, 2002 No. 86-FZ "About the Central bank the Russian Federation (Bank of Russia)" (The Russian Federation Code, 2002, No. 28, Art. 2790; 2003, No. 2, Art. 157; No. 52, Art. 5032; 2004, No. 27, Art. 2711; No. 31, Art. 3233; 2005, No. 25, Art. 2426; No. 30, Art. 3101; 2006, No. 19, Art. 2061; No. 25, Art. 2648; 2007, No. 1, Art. 9, Art. 10; No. 10, Art. 1151; No. 18, Art. 2117; 2008, No. 42, Art. 4696, Art. 4699; No. 44, Art. 4982; No. 52, Art. 6229, Art. 6231; 2009, No. 1, Art. 25; No. 29, Art. 3629; No. 48, Art. 5731; 2010, No. 45, Art. 5756; 2011, No. 7, Art. 907; No. 27, Art. 3873; No. 43, Art. 5973; No. 48, Art. 6728; 2012, No. 50, Art. 6954; No. 53, Art. 7591, Art. 7607; 2013, No. 11, Art. 1076; No. 14, Art. 1649; No. 19, Art. 2329; No. 27, Art. 3438, Art. 3476, Art. 3477; No. 30, Art. 4084; No. 49, Art. 6336; No. 51, Art. 6695, Art. 6699; No. 52, Art. 6975; 2014, No. 19, Art. 2311, Art. 2317; No. 27, Art. 3634; No. 30, Art. 4219; No. 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, Art. 2557; No. 24, Art. 3400; No. 27, Art. 3950; No. 31, Art. 4852; No. 32, Art. 5115; No. 49, Art. 7524; No. 53, the Art. 8411, the Art. 8440) 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 February 22, 2019 No. 4) to bring in the Provision of the Bank of Russia of August 6, 2015 No. 483-P "About procedure of payments of size of credit risk on the basis of internal ratings", registered by the Ministry of Justice of the Russian Federation on September 25, 2015 No. 38996, on December 22, 2015 No. 40193, the following changes.

1.1. In word preamble "The instruction of the Bank of Russia of December 3, 2012 No. 139-I "About obligatory standard rates of banks", registered by the Ministry of Justice of the Russian Federation on December 13, 2012 No. 26104, on November 29, 2013 No. 30498, on June 18, 2014 No. 32735, on October 20, 2014 No. 34362, on December 11, 2014 No. 35134, on December 24, 2014 No. 35372, on December 29, 2014 No. 35453, on February 20, 2015 No. 36180, on July 16, 2015 No. 38029 ("the Bulletin of the Bank of Russia" of December 21, 2012 No. 74, of November 30, 2013 No. 69, of July 9, 2014 No. 63, of October 23, 2014 No. 99, of December 22, 2014 No. 112, of December 31, 2014 No. 117 - 118, of March 4, 2015 No. 17, of July 22, 2015 No. 60) (further - the Instruction of the Bank of Russia No. 139-I) "shall be replaced with words" 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, on July 11, 2018 No. 51589, on August 22, 2018 No. 51974, on September 25, 2018 No. 52250, on December 28, 2018 No. 53224 (further - the Instruction of the Bank of Russia No. 180-I)".

1.2. In Item 1.1 of the word "Items 2.3 and 2.6 of the Instruction of the Bank of Russia No. 139-I" shall be replaced with words "Items 2. 1, 2.3 and 2.6 Instructions of the Bank of Russia No. 180-I".

1.3. In Item 1.2:

paragraphs two - to state the fourth in the following edition:

"the assets reducing the amount of own means (capital) of bank according to the Provision of the Bank of Russia of July 4, 2018 No. 646-P "About technique of determination of own means (capital) of credit institutions ("Basel III")", the registered Ministry of Justice of the Russian Federation on September 10, 2018 No. 52122, on December 19, 2018 No. 53064 (further - the Provision of the Bank of Russia No. 646-P);

equity and debt securities according to which the market risk is calculated according to 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;

the credit requirements provided by paragraphs the second - the seventh subitem 2.3.1 of Item 2.3 of the Instruction of the Bank of Russia No. 180-I, and remaining balance on the balance sheet accounts listed subitem 2.3.4 in paragraph three. 1, paragraph third subitem 2.3.4. 2, the paragraph third subitem 2.3.4.3 of Item 2.3 of the Instruction of the Bank of Russia No. 180-I, except for remaining balance on balance sheet account 52601;";

in paragraph five of the word "No. 139-I" shall be replaced with words "No. 180-I".

1.4. In Item 1.3:

in the paragraph the second to "Chapter 13" shall be replaced with words words to "Chapters 10 and 13";

word in paragraph three "Chapter 13" shall be replaced with words "Chapters 10, 11 and 13".

1.5. State Item 1.5 in the following edition:

"1.5. The bank independently determines the criteria applied within TAC according to this Provision in internal documents:

necessary number of credit requirements and (or) data, credit risk, sufficient for correct (reliable) quantitative assessment of components (Items 12.7 and 13.1 of this provision);

representativeness of selection of the data used for quantitative assessment of components of credit risk (Item 13.1 of this provision);

materialities of level of control over assets and the income (Item 2.12 of this provision);

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