of August 27, 2020 No. 648
About approval of the sizes of adjusting factors and limit of reduction of amount of the pledged assets (property)
According to Articles 7, 15, 17, 25, 42 and 56 Laws of Ukraine "About the National Bank of Ukraine", article 66 of the Law of Ukraine "About banks and banking activity", to Item 12 of the Regulations on application by the National Bank of Ukraine of standard instruments of the regulation of liquidity of bank system approved by the resolution of Board of the National Bank of Ukraine of September 17, 2015 No. 615, to Item 28 of the Procedure for carrying out transactions by the National Bank of Ukraine under agreements of stock holding of cash of the National Bank of Ukraine approved by board decision of the National Bank of Ukraine of April 7, 2017 No. 221-rsh for the purpose of enhancement of standard instruments of regulation of liquidity of bank system and the organization of the cash address in Ukraine
I ORDER:
1. Approve the following sizes of the adjusting factors on asset types (property) accepted by the National Bank of Ukraine as ensuring accomplishment of obligations on transactions of refinancing and transactions of direct repo, transactions under agreements on stock holding of cash:
1) adjusting factor for deposit certificates of the National Bank of Ukraine - 100%;
2) adjusting factor for foreign currency - 95%;
3) the adjusting factors for bonds of internal state loans and bonds of the internal local loans nominated in hryvnia calculated using standard approach:
|
Term advanced in years |
Coupon | |||
|
0% |
from % 0,01 to 8% |
from % 8,01 to 16% |
from % 16,01 | |
|
to 0,5 |
92% |
92% |
92% |
92% |
|
0,5-1 |
90% |
90% |
90% |
90% |
|
1-2 |
85% |
85% |
85% |
86% |
|
2-3 |
81% |
81% |
82% |
83% |
|
3-4 |
75% |
76% |
78% |
79% |
|
4-5 |
70% |
71% |
75% |
77% |
|
5-6 |
69% |
71% |
74% |
76% |
|
6-7 |
65% |
67% |
72% |
74% |
|
7-8 |
65% |
67% |
72% |
74% |
|
8-9 |
63% |
66% |
71% |
73% |
|
9-10 |
60% |
64% |
70% |
72% |
|
10-11 |
57% |
62% |
68% |
71% |
|
11-12 |
54% |
60% |
67% |
70% |
|
12-13 |
52% |
58% |
66% |
69% |
|
13-14 |
49% |
57% |
65% |
68% |
|
14-15 |
47% |
55% |
64% |
67% |
|
over 15 |
44% |
54% |
63% |
66% |
;
4) the adjusting factors for bonds of the internal state loans nominated in foreign currency calculated using standard approach:
|
Term advanced in years |
Coupon | ||||
|
0% |
from % 0,01 to 4% |
from % 4,01 to 8% |
from % 8,01 to 12% |
from % 12,01 | |
|
to 0,5 |
95% |
95% |
95% |
95% |
95% |
|
0,5-1 |
95% |
95% |
95% |
95% |
95% |
|
1-2 |
94% |
94% |
94% |
94% |
94% |
|
2-3 |
92% |
92% |
92% |
92% |
92% |
|
3-4 |
90% |
90% |
90% |
91% |
91% |
|
4-5 |
88% |
88% |
89% |
90% |
90% |
|
more than 5 |
86% |
87% |
88% |
88% |
89% |
;
5) the adjusting factors calculated using individual approach for other bonds of internal state loans of Ukraine.
2. Approve the extent of limit of reduction of amount of the pledged assets (property) for:
1) standard instruments of regulation of liquidity of bank system at the level of 5%;
2) transactions under agreements of stock holding of cash at the level of 0%.
3. Declare invalid the order of the National Bank of Ukraine of July 26, 2018 No. 674-but "About approval of the sizes of adjusting factors and limit of reduction of amount of the pledged assets (property)".
4. To management of financial and operational risks (Nadezhda Meshenko) to bring contents of this order to the attention of banks of Ukraine for use in work.
5. I reserve control of execution of this order.
6. The order becomes effective since September 7, 2020.
Chairman
K. Shevchenko
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