in the Instruction about normative values and the technique of calculations of prudential standard rates for banks of the second level approved by the specified resolution:

add with Chapter 4-1 of the following content:

"4-1. Coverage ratios of liquidity and net stable funding

45-2. The coverage ratio of liquidity is calculated as the relation of high-quality quick assets to net cash outflow on transactions of bank during the next 30 (thirty) calendar days.

For the purpose of calculation of coverage ratio of liquidity high-quality quick assets the assets meeting the following conditions are recognized:

are not providing according to obligations of bank (except for transactions of repo, swap and other transactions made on returnable basis);

are not intended for providing the minimum remaining balance of storage of cash in cash desk or implementation of expenses on ensuring activities of bank;

there are in property of bank, including securities received within the transactions made on returnable basis (transaction of repo, swap and other transactions), or the obligation fulfillments received as providing on the placed means and transactions with derivative financial instruments, in case of lack of restrictions of the rights of bank for their sale, transfer within transactions of repo, swap, in providing on the raised funds before completion date of obligations on their return;

being at the disposal of bank and providing possibility of immediate receipt of money by means of carrying out transactions with assets (sale, transfer on transactions of repo, swap and in providing on the raised funds).

In case of transfer of securities by bank to other partner in providing on the placed means, transactions of the return repo or transactions with derivative financial instruments, securities join in calculation of high-quality quick assets in case of impossibility of their return by the initial owner within 30 (thirty) calendar days, subsequent from settlement date of coverage ratio of liquidity.

45-3. High-quality quick assets are calculated as the amount of the high-quality quick assets of the first level increased by the coefficients established in the Table of high-quality quick assets of bank according to appendix 14 to the Instruction and the high-quality quick assets of the second level increased by the coefficients established in the Table of high-quality quick assets of bank according to appendix 14 to the Instruction. High-quality quick assets of the first and second levels are taken into consideration of high-quality quick assets for fair (market value).

45-4. High-quality quick assets of the first level the assets meeting the conditions established in Item 45-2 of the Instruction and being are recognized:

1) cash;

2) the deposits in National Bank exceeding the minimum reserve requirements established by Rules about the minimum reserve requirements, including structure of obligations of banks assumed for calculation, conditions of accomplishment of the minimum reserve requirements, procedure for reservation, approved by the resolution of Board of National Bank of the Republic of Kazakhstan of March 20, 2015 No. 38, registered in the Register of state registration of regulatory legal acts at No. 10776;

3) requirements to the Government of the Republic of Kazakhstan, National Bank, including the securities guaranteed by the Government of the Republic of Kazakhstan, National Bank;

4) requirements to the central governments of foreign states and Central Banks of foreign states, to international financial institutions, including the securities guaranteed by the governments of foreign states and Central Banks of foreign states, international financial institutions which are in free circulation on the international stock exchanges specified in the List of organizers of the biddings recognized by the international stock exchanges according to appendix 4 to the Instruction and satisfying each of the following conditions:

treat the first group of the assets weighed on degree of credit risk 0 (zero) percent according to the Table of the assets of bank weighed on degree of credit risk of investments according to appendix 1 to the Instruction;

are not obligations of the financial organizations or organizations, affiliirovanny with them;

5) requirements to the central governments of foreign states and Central Banks of foreign states in the form of the securities nominated in country issuer currency if requirements to the central governments of foreign states and Central Banks of foreign states are weighed on degree of credit risk higher than 0 (zero) percent according to the Table of the assets of bank weighed on degree of credit risk of investments according to appendix 1 to the Instruction.

45-5. High-quality quick assets of the second level the assets meeting the conditions established in Item 45-2 of the Instruction and being are recognized:

1) requirements to regional authorities of the Republic of Kazakhstan, including securities issued by regional authorities of the Republic of Kazakhstan if requirements to regional authorities of the Republic of Kazakhstan are weighed on degree of credit risk of 20 (twenty) percent according to the Table of the assets of bank weighed on degree of credit risk of investments according to appendix 1 to the Instruction;

2) requirements to the central governments of foreign states, Central Banks of foreign states, regional authorities of foreign states, international financial institutions, including the securities guaranteed by the central governments of foreign states, Central Banks of foreign states, regional authorities of foreign states, international financial institutions which are in free circulation on the international stock exchanges specified in the List of organizers of the biddings recognized by the international stock exchanges according to appendix 4 to the Instruction, to satisfying each of the following conditions:

treat the second group of the assets weighed on degree of credit risk of 20 (twenty) percent according to the Table of the assets of bank weighed on degree of credit risk of investments according to appendix 1 to the Instruction;

for the last 10 (ten) years completely there are no impairment facts expressed in decrease in market value during any 30 (thirty) calendar for about 10 (ten) days and more percent;

are not obligations of the financial organizations or organizations, affiliirovanny with them;

3) requirements in the form of securities which issuers are not the financial organizations or the organizations, affiliirovanny with them;

4) the requirements in the form of mortgage securities, except for derivative financial instruments and subordinated debt which are not the obligation of bank or the organizations, affiliirovanny with it.

The requirements specified in subitems 3) and 4) of this Item of the Instruction satisfy to each of the following conditions:

have long-term credit ratings not below "AA-" of Standard&Poor rating agency "s or rating of similar level of one of other rating agencies, or corresponding short-term rating of the Standard&Poor agency" s or the rating of similar level of one of other rating agencies;

are in free circulation on the international stock exchanges specified in the List of organizers of the biddings recognized by the international stock exchanges according to appendix 4 to the Instruction;

for the last 10 (ten) years completely there are no impairment facts expressed in decrease in market value during any 30 (thirty) calendar for about 10 (ten) days and more percent.

The share of high-quality quick assets of the second level does not exceed 40 (forty) percent of high-quality quick assets. If the share of high-quality quick assets of the second level exceeds 40 (forty) percent of high-quality quick assets, then high-quality quick assets of the second level are included high-quality quick assets in the amount of, not exceeding 40 (forty) percent from high-quality quick assets.

If the assets included in calculation of high-quality quick assets cease to meet the conditions established in Items 45-4 and (or) 45-5 of the Instruction, the specified assets continue to join in calculation of high-quality quick assets during the term which is not exceeding 30 (thirty) calendar days from the date of emergence of discrepancy to the specified conditions.

45-6. Net the cash outflow is calculated by the following formula:

NODS=DO-0,75*DO, if DP>0,75*ДО;

NODS=DO-DP, if DP <0,75*ДО,

where:

NODS – net cash outflow;

TO – cash outflow;

DP – cash inflow.

Cash outflow is calculated according to Item 45-7 of the Instruction, cash inflow is calculated according to Item 45-8 of the Instruction.

45-7. Cash outflow is calculated as the amount of cash outflows during the next 30 (thirty) calendar days, using the coefficients of outflow established in the Table of cash outflows and inflows of bank according to appendix 15 to the Instruction on the following obligations of bank:

cash outflows on deposits of physical persons;

cash outflows according to the obligations to legal entities, small business entities which are not provided with assets of bank;

cash outflows according to the obligations to legal entities provided with assets of bank;

additional cash outflows according to contingent and possible obligations.

For the purpose of calculation of cash outflow, deposits of physical persons are classified as stable and less stable. In calculation of cash outflow deposits of physical persons and legal entities are considered with any repayment period.

Stable deposits include the guaranteed deposits, in the amount of, covered by warranty compensation, the stipulated in Clause 18 Laws of the Republic of Kazakhstan of July 7, 2006 "About obligatory guaranteeing the deposits placed in banks of the second level of the Republic of Kazakhstan".

Less stable deposits include the deposits which are not guaranteed, or being guaranteed, in the amount of excess over warranty compensation the stipulated in Clause 18 Laws of the Republic of Kazakhstan of July 7, 2006 "About obligatory guaranteeing the deposits placed in banks of the second level of the Republic of Kazakhstan".

Cash outflow according to the obligations to legal entities, small business entities which are not provided with assets of bank includes unsecured obligations of bank to legal entities, small business entities which conditions provide possibility of money withdrawal at the initiative of legal entities, small business entities, within 30 (thirty) calendar days, subsequent from settlement date of coverage ratio of liquidity, and the deposits connected with clearing, custodial activities, with activities for liquidity management of the client.

The deposits connected with clearing, custodial activities with activities for liquidity management of the client join in calculation of cash outflow if the contract of contribution connected with clearing, custodial activities with activities for liquidity management of the client provides condition of the prior notice of agreement cancelation at least in 30 (thirty) calendar days, or in case of lack of this condition agreement cancelation attracts payment of penalty in the amount of exceeding 2 (two) percent from the contribution size.

Deposit liabilities, connected with clearing, custodial activities, with activities for liquidity management of the client are determined in the amount of, equal to the minimum remaining balance of money on the account, sufficient for requirements satisfaction of the client. The technique of determination of the minimum remaining balance of money on the account, the client, sufficient for requirements satisfaction, is applied by bank independently.

Cash outflow according to the obligations to legal entities provided with assets of bank and also according to loan agreements of securities, includes the obligations of bank provided with high-quality quick assets of the first and second levels, obligations to regional authorities of the Republic of Kazakhstan and international financial institutions, weighed on degree of credit risk no more than 20 (twenty) percent according to the Table of the assets of bank weighed on degree of credit risk of investments according to appendix 1 to the Instruction and other obligations according to which providing is not high-quality quick asset of the first or second levels.

Additional cash outflow according to contingent and possible obligations includes the amount of outflows on contingent obligations, transactions with derivative financial instruments and other transactions provided in the Table of cash outflows and inflows of bank according to appendix 15 to the Instruction. Additional cash outflow on contingent obligations, transactions with derivative financial instruments and other transactions, includes:

additional requirement for liquidity on contingent obligations, transactions with derivative financial instruments and other transactions in complete size if by terms of the contract it is provided additional liquidity, in the form of collateral security, money payment, early accomplishment of agreement obligations, when lowering long-term or short-term credit bank rating to 3 (three) steps inclusive;

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