Answers to frequently asked questions according to the Letter of the Bank of Russia of 29.12.2012 No. 192-T "About methodical recommendations about realization of approach to calculation of credit risk on the basis of internal bank ratings"
Question 1. In case of the choice of the quantitative principle for step-by-step implementation of approach to calculation of credit risk on the basis of internal bank ratings (further - TAC) whether 3 Items 1 of appendix 1 (further - Methodical recommendations) to the Letter of the Bank of Russia of 29.12.2012 follow as estimated amount according to the paragraph to No. 192-T "About methodical recommendations about realization of approach to calculation of credit risk on the basis of internal bank ratings" (further - the Letter of the Bank of Russia No. 192-T) to use the amount of balance sheet assets and credit equivalents of contingent obligations of credit nature without weighing on risk coefficients?
Answer. In case of the choice of the quantitative principle for step-by-step implementation of TAC by bank the estimated amount joins balance sheet assets and credit equivalents of contingent obligations of credit nature without their weighing on risk level. The size of reserves on possible losses according to loans is not subtracted from estimated amount.
Question 2. Whether application of TAC to classes of credit requirements with exception of insignificant subclasses is possible? Whether such subclass, including, on regional sign can be allocated? What shall be criteria of materiality?
Answer. If the bank within the plan of consecutive application begins to use TAC for any class of credit requirements (or separate subclass of credit requirements in case of retail requirements) at the level of separately taken structural division, it shall apply TAC to all credit requirements within this class (or subclass) credit requirements in this division. In coordination with Bank of Russia bank has the right not to apply TAC to separate classes or subclasses of credit requirements in case of their insignificance. The bank develops criteria of materiality independently.
Disclaimer! This text was translated by AI translator and is not a valid juridical document. No warranty. No claim. More info
Database include more 50000 documents. You can find needed documents using search system. For effective work you can mix any on documents parameters: country, documents type, date range, teams or tags.
More about search system
If you cannot find the required document, or you do not know where to begin, go to Help section.
In this section, we’ve tried to describe in detail the features and capabilities of the system, as well as the most effective techniques for working with the database.
You also may open the section Frequently asked questions. This section provides answers to questions set by users.