PROVISION OF CENTRAL BANK OF THE RUSSIAN FEDERATION

of September 18, 2023 No. 824-P

About procedure of payments banks of size of credit risk using bank control techniques risks and models of quantitative risks assessment according to transactions of which attraction of money by means of release of debt securities is result obligation fulfillment on each of which is provided fully or partially with cash receipts from the assets transferred to providing

This Provision based on Item 6 parts one of Article 62, parts one of article 72 of the Federal Law of July 10, 2002 No. 86-FZ "About the Central bank the Russian Federation (Bank of Russia)" 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 September 6, 2023 No. PSD-37) for the purpose of determination of capital adequacy ratios of bank establish procedure of payments banks of size of credit risk using bank control techniques risks and the models of quantitative risks assessment used for calculation of size of credit risk on the basis of internal ratings according to transactions of which attraction of money by means of release of debt securities is result, obligation fulfillment on each of which is provided fully or partially with cash receipts from the assets transferred to providing.

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