Post Parameter Regulation - Beipav

Original Language Title: Beitragsparameterverordnung – BeiPaV

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341. Regulation of the financial market authority (FMA) on parameters that are taken into account BaSAG when determining the contributions to the settlement fund in relation to the criteria referred to in article 126 par. 5 (post parameters regulation - BeiPaV)

On the basis of article 126 par. 6 of the rehabilitation and settlement Act - BaSAG, Federal Law Gazette I no. 98/2014, as last amended by Federal Law Gazette I no. 127/2015, is prescribed:

1 part

General terms and conditions

Purpose and temporal scope

§ 1. This regulation serves the determination of parameters that are BaSAG BaSAG for the contribution period 2015 to take account of the criteria referred to in article 126 par. 5 of the rehabilitation and settlement Act - for the calculation of contributions to the settlement Fund on the basis of the risk profile in accordance with article 126 par. 2.

Definitions

§ 2. Following definitions shall apply to this Regulation: 1 core capital: core capital pursuant to article 25 of Regulation (EU) No. 575/2013;

2. assets: the assets in accordance with part I of Appendix 2 to article I section 43 Austrian Banking Act;

3. contingent liabilities: contingent liabilities in accordance with § 51 paragraph 13 BWG;

4. credit risks: credit risks pursuant to § 51 para 14 BWG;

5. liabilities from trust transactions: liabilities from trust transactions within the meaning of Z 15 4 table 4 row of annex 1a to the wealth, success and risk identification regulation - VERA-V, Federal Law Gazette II No. 471/2006, as amended by regulation BGBl. I no. 425/2012;

6 sum of the own funds requirements for credit risk: the sum of the own funds requirements for credit risk within the meaning of §§ 22a to 22 h BWG;

7 operational risk: operational risk in accordance with § 2 Z 57 BWG;

8 position risk in debt and asset values: the position risk in debt and asset values according to § 2 No. 57e lit. a and b BWG;

9 foreign-currency and commodities risk: Foreign exchange and commodities risk in accordance with § 2 No. 57e lit. f and g Banking Act;

10 market values of dedicated to the trading book positions: the market values of positions devoted to the trading book referred to in article 4 paragraph 1 paragraph 86 of Regulation (EU) No. 575/2013;

11 capital: the own resources referred to in article 4 paragraph 1 number 118 of Regulation (EU) No. 575/2013;

12 derivatives in the banking book and trading book: the derivatives of the banking book and trading book in accordance with Annex 2 to section 22 BWG.

2 part

Specification of the criteria after BaSAG

Parameter

(§ 3 (1) in the framework of the criterion of risk exposure in accordance with article 126 par. 5 Z are 1 BaSAG 1 pursuant to article 6 para 2 of the delegated Regulation (EU) No. 2015/63 for this field of risk among others behind to lay: a) the indicator of the risk of the debt (article 6 para 2 of the delegated Regulation (EU) 2015/63); (for the debt/equity ratio is the quotient of aa) core capital and bb) the sum of the assets, the contingent liabilities, to take into account the risks and the liabilities from trust transactions; a weight is assigned within the criterion of risk exposure (risk field of the risk exposure) % of shipping debt ratio by 33.33; to assign mathematical sign in accordance with Annex I step 4 of the delegated Regulation (EU) 2015/63 is negative;

(b) the indicator of the risk of hard core capital ratio (art. 6 ABS 2 (c) of the delegated Regulation (EU) 2015/63); (for the hard core capital ratio is the quotient of aa) core capital and bb) the sum of the capital requirements for credit risk, operational risk, to consider them for position risk in debt and asset values, and for the foreign exchange and commodities risk multiplied by a factor of 12,5 a weight is assigned within the criterion of risk exposure (risk field of the risk exposure) % of hard core capital ratio by 33.33; to assign mathematical sign in accordance with Annex I step 4 of the delegated Regulation (EU) 2015/63 is negative;

(c) the indicator of the risk of the total risk exposure divided by assets (art. 6 ABS 2 of the delegated Regulation (EU) 2015/63); (for the total risk exposure divided by the total of assets, is the ratio of aa) the sum of the own funds requirement for the credit risk, operational risk, for position risk in debt and asset values, and for the foreign exchange and commodities risk and bb, multiplied by a factor of 12,5) the assets taken into account; a weight is assigned within the criterion of risk exposure (risk field of the risk exposure) % of the total risk exposure by 33.33; to assign mathematical sign in accordance with Annex I step 4 of the delegated Regulation (EU) 2015/63 is positive; and 2. pursuant to article 6 paragraph 5 of the delegates regulation (EU) 2015/63 for the risk field of to be determined by the resolution authority additional risk indicators among others to create: a) the indicator of the risk of commercial activities (art. 6 para 5 of delegated Regulation (EU) 2015/63); Consideration of parameters is carried out within the scope of part three, indicators in accordance with paragraph 4;

(b) the indicator of the risk of off-balance sheet risks (article 6 paragraph 5 of the delegated Regulation (EU) 2015/63); Consideration of parameters is carried out within the framework of three partial indicators in accordance with paragraph 5;

(c) the indicator of the risk of derivatives (article 6 paragraph 5 of the delegated Regulation (EU) 2015/63); Consideration of parameters is carried out within the framework of three partial indicators in accordance with paragraph 6.

(2) within the framework of the criterion regarding the extent of the extraordinary public financial support received from the concerned Institute in the past in accordance with article 126 par. 5, Z are 5 BaSAG pursuant to article 6 paragraph 5 (c) of the delegated Regulation (EU) 2015/63 for the risk field of additional risk indicators to be determined by the resolution authority the decisive risk indicators as follows to parameterize : Those insurance institutions, which after receiving an extraordinary public support in the sense of financial market stability Act - FinStaG, Federal Law Gazette I no. 136 / 2008 (article II), the inter bank market strengthening law - IBSG, Federal Law Gazette I no. 136 / 2008 (article I), or similar capital measures of the Federal Government of a reorganisation or restructuring are subject to, as well as an individual decision of the European Commission have received, the maximum value is assigned in accordance with Annex I step 3 of the delegates regulation (EU) 2015/63 within the above range. The lack of such extraordinary support from the public purse with date 31 December 2013 leads by step 3 of the delegated Regulation (EU) 2015/63 within the above range the minimum value is assigned to the Institute referred to in annex I, to a risk reduction of the Insurance Institute. The indicator 7 para 4 is in accordance with article 7(1)(c) of the delegated Regulation (EU) 2015/63 a weight of 10 per cent allocated within the field of risk. To assign mathematical sign is positive.

(3) within the framework of the criterion referred to in article 126 par. 5, Z are 8 BaSAG that the Institute is part of an institutional system, in accordance with article 6 paragraph 5 of the delegated Regulation (EU) 2015/63 for the risk field of additional risk indicators to be determined by the resolution authority the decisive risk indicators as follows to parameterize: Berücksichtigungsfähig are those institutions which at the date of a procedural order approved by the financial supervisory authority in accordance with article 103q Z 3 Banking Act in relation to the application of approved institutional Backup system (hereinafter: IPS) in accordance with article 113 paragraph 7 of the Regulation (EU) No. 575/2013 under fell. Membership of commences Institute at the end of 31 December 2013 in an IPS or a through procedural order according to § 103q Z IPS approved 3 BWG leads to a reduction in risk, by step 3 of the delegated Regulation (EU) 2015/63 within the bandwidth normally the maximum value is assigned to the insurance institution in accordance with Annex I; an insurance Institute, which was not a member of an IPS, at least one by means of procedural order according to § 103q Z 3 BWG of approved IPS with expiry of the 31 Dezember2013, the minimum value is in annex I step 3 of the delegates attached Regulation (EU) 2015/63 called bandwidth. The indicator 7 para 4 is in accordance with article 8(1)(b) of delegated Regulation (EU) 2015/63 a weight of 45 per cent allocated within the field of risk. To assign mathematical sign in accordance with Annex I step 4 of the delegated Regulation (EU) 2015/63 is negative.

(4) the indicator of the risk of trading activity in accordance with paragraph 1 subpara 2 lit. a consists of three according to Z 1-3 to parameterize partial indicators to same weights the following, where each a positive sign is assigned to this: 1 ratio of the sum of the amounts of the individual market values of dedicated to the trading book positions divided by the assets; If a dues Institute leads a trade book, minimum set at step 3 of the delegated Regulation (EU) 2015/63 called bandwidth which in annex I; This parameter is as with a weight of 5% to take into account partial indicator;

2.

Sum of the amounts of the individual market values of dedicated to the trading book positions divided by the own funds; If a dues Institute leads a trade book, minimum set at step 3 of the delegated Regulation (EU) 2015/63 called bandwidth which in annex I; This parameter is as with a weight of 5% to take into account partial indicator;

3. sum of the amounts of the individual market values of dedicated to the trading book positions divided by the sum of the own funds requirements for credit risk, operational risk, for position risk in debt and asset values, and for the foreign exchange and commodities risk multiplied by a factor of 12,5; If a dues Institute leads a trade book, minimum set at step 3 of the delegated Regulation (EU) 2015/63 called bandwidth which in annex I; This parameter is as with a weight of 5% to take account of indicator of part of.

(5) the indicator of the risk of off-balance sheet risks in accordance with para 1 subpara 2 lit. b consists of three according to Z 1-3 to parameterize partial indicators to same weights the following, where each a positive sign is assigned to this: 1 total contingent liabilities, credit risks as well as liabilities from trust transactions divided by assets; If a dues Institute carries no off-balance sheet transactions, minimum set at step 3 of the delegated Regulation (EU) 2015/63 called bandwidth which in annex I; This parameter is as with a weight of 5% to take into account partial indicator;

2. sum of the contingent liabilities, credit risks, as well as liabilities from trust transactions divided by the own funds; If a dues Institute carries no off-balance sheet transactions, minimum set at step 3 of the delegated Regulation (EU) 2015/63 called bandwidth which in annex I; This parameter is as with a weight of 5% to take into account partial indicator;

3. sum of the contingent liabilities, credit risks, as well as liabilities from trust transactions divided by the sum of the own funds requirements for credit risk, operational risk, for position risk in debt and asset values, and for the foreign exchange and commodities risk multiplied by a factor of 12,5; If a dues Institute carries no off-balance sheet transactions, minimum set at step 3 of the delegated Regulation (EU) 2015/63 called bandwidth which in annex I; This parameter is as with a weight of 5% to take account of indicator of part of.

(6) the indicator of the risk of the derivatives referred to in para 1 subpara 2 lit. c consists of three according to Z 1-3 to parameterize partial indicators to same weights the following, where each a positive sign is assigned to this: 1. notional amounts of derivatives of the banking book and the trading book divided by assets; the aforementioned nominal volume is by half of the proportion in accordance with article 6 paragraph 6 letter b point (i) of the delegated Regulation (EU) 2015/63 derivative volumes through a central counterparty decreases; If a dues Institute carries no derivatives, minimum set at step 3 of the delegated Regulation (EU) 2015/63 called bandwidth which in annex I; This parameter is as with a weight of 5% to take account of indicator of part of.

2. notional amounts of derivatives of the banking book and the trading book divided by the own funds; the aforementioned nominal volume is by half of the proportion in accordance with article 6 paragraph 6 letter b point (i) of the delegated Regulation (EU) 2015/63 derivative volumes transacted via a central counterparty decreases; If a dues Institute carries no derivatives, minimum set at step 3 of the delegated Regulation (EU) 2015/63 called bandwidth which in annex I; This parameter is as with a weight of 5% to take account of indicator of part of.

3. notional amounts of derivatives of the banking book and the trading book divided by the sum multiplied by the factor of 12.5 of the own funds requirement for the credit risk, operational risk, for position risk in debt and asset values, and for the foreign exchange and commodities risk; the aforementioned nominal volume is by half of the proportion in accordance with article 6 paragraph 6 letter b point (i) of the delegated Regulation (EU) 2015/63 derivative volumes through a central counterparty decreases; If a dues Institute carries no derivatives, minimum set at step 3 of the delegated Regulation (EU) 2015/63 called bandwidth which in annex I; This parameter is as with a weight of 5% to take account of indicator of part of.

3 part

Final provisions

References

§ 4 (1) as far as the Banking Act is referenced in this regulation, is the Bankwesengesetz - BWG, BGBl. No. 532/1993, as amended by Federal Law Gazette I no. 160/2013 to use.

(2) as far as this Regulation No. 575/2013 is referenced in the Regulation (EU), the Regulation (EU) No. 648/2012, OJ is no. 575/2013 on supervision requirements for credit institutions and investment firms and for amending the Regulation (EU) No. L 176 of the 27.06.2013 p. 1, as amended by the amending OJ No. L 321 of the 30.11.2013 to be applied to S. 6.

(3) If this regulation referenced Regulation (EU) 2015/63 on the delegates, the delegates is 2014/59/EC Regulation (EU) 2015/63 to supplement the directive in terms of upfront taxes contributions to settlement financing mechanisms, OJ No. L 11 of the 17.01.2015 to be applied to S. 44.



Entry into force

§ 5. This Regulation shall enter into force the day following the announcement. She is BaSAG para 1 on the levying of contributions to be paid in advance pursuant to § 126 in the scope of application of article 20 2015/63 delegates to apply Regulation (EU).

Ettl Kumpf Müller