Post Parameter Regulation - Beipav

Original Language Title: Beitragsparameterverordnung – BeiPaV

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341. Regulation of the Financial Markets Authority (FMA) on parameters to be taken into account in the assessment of contributions to the resolution fund within the framework of the criteria pursuant to Section 126 (5) of the BaSAG (Contributions of the Advisory Council Regulation-BeiPaV)

Pursuant to Section 126 (6) of the Sanitization and Settlement Act-BaSAG, BGBl. I n ° 98/2014, as last amended by the Federal Act BGBl. I No 127/2015, shall be arranged:

Part 1

General provisions

Purpose and time scope

§ 1. This Regulation serves the purpose of determining parameters which, within the framework of the criteria in accordance with § 126 (5) of the Sanation and Settlement Act-BaSAG, in the assessment of contributions to the resolution fund based on the risk profile according to § 126 (2) BaSAG for the contribution period 2015 should be taken into account.

Definitions

§ 2. The following definitions shall apply to this Regulation:

1.

Core capital: the core capital according to Article 25 of Regulation (EU) No 575/2013;

2.

asset items: the assets referred to in Part I of Appendix 2 to Article I (43) of the BWG;

3.

Contingent liabilities: the contingent liabilities in accordance with § 51 para. 13 BWG;

4.

Credit risks: the credit risks according to Article 51 (14) of the Federal Elections Act;

5.

Liabilities from trust stores: liabilities from trust stores within the meaning of Z 15 4. Table 4. Line of Appendix 1a to the asset, success and risk identification regulation-VERA-V, BGBl. II No 471/2006, as amended by the BGBl Regulation. I No 425/2012;

6.

Sum of the own resources requirements for the credit risk: the sum of the own resources requirements for the credit risk in the sense of § § 22a to 22h BWG;

7.

Operational risk: the operational risk according to § 2 Z 57d of the BWG;

8.

Risk of exposure in debt instruments and substance values: the position risk in debt instruments and substance values according to § 2 Z 57e lit. a and b BWG;

9.

Foreign currency and commodity exposure risk: foreign currency and commodity exposure risk according to § 2 Z 57e lit. f and g BWG;

10.

the market values of the positions devoted to the trading book: the market values of the positions dedicated to the trading book in accordance with Article 4 (1) (86) of Regulation (EU) No 575/2013;

11.

Own resources: own resources according to Article 4 (1) (118) of Regulation (EU) No 575/2013;

12.

Derivatives of the bank book and trading book: the derivatives of the bank book and the trading book pursuant to Appendix 2 to § 22 BWG.

Part 2

Implementation of the criteria according to BaSAG

Parameters

§ 3. (1) Within the scope of the criterion of risk exposure according to § 126 (5) Z 1 BaSAG are

1.

in accordance with the provisions of Article 6 (2) of the Regulation (EU) No 2015/63 for this risk field on the basis of others:

a)

the Risk indicator of the debt ratio (Art. 6 (2) (b) of the Delegated Regulation (EU) 2015/63); for the debt ratio, the quotient of

aa)

Core capital and

bb)

the sum of the assets, the contingent liabilities, the credit risks and the liabilities from trustee transactions

, the rate of indebtedness shall be assigned a weight of 33.33 vH within the risk-exposure criterion (risk exposure field); the mathematical sign to be allocated in accordance with Annex I, step 4, of the delegates Regulation (EU) 2015/63 is negative;

b)

the Risk indicator of the hard core capital ratio (Art. 6 abs 2 (c) of the Delegated Regulation (EU) 2015/63); for the hard core capital ratio, the quotient is

aa)

Core capital and

bb)

the sum multiplied by a factor of 12.5 from the own resources requirements for the credit risk, for the operational risk, for the position risk in debt instruments and substance values, and for the risk of foreign currency and goods exposure

; the hard core capital ratio shall be assigned a weight of 33.33 vH within the risk exposure criterion (risk exposure field); the mathematical sign to be attributed in accordance with Annex I, step 4, of the Delegated Regulation (EU) 2015/63 is negative;

c)

the Risk indicator of total risk exposure, divided by assets (Art. 6 abs 2 (d) of the Delegated Regulation (EU) 2015/63); for total risk exposure, divided by the sum of assets, the quotient is

aa)

the sum multiplied by a factor of 12.5 from the own resources requirement for credit risk, operational risk, position risk in debt instruments and substance values, and the risk of foreign currency and goods exposure, and

bb)

the assets,

, the total risk exposure shall be assigned a weight of 33.33 vH within the risk exposure criterion (risk exposure field), and the mathematical sign to be assigned in accordance with Annex I, step 4, of the risk exposure Delegated Regulation (EU) 2015/63 is positive; and

2.

in accordance with Article 6 (5) of the delegated regulation (EU) 2015/63 for the risk field of the additional risk indicators to be determined by the resolution authority on the basis of others:

a)

the Risk indicator of commercial activities (Art. 6 (5) (a) of the Delegated Regulation (EU) 2015/63); the consideration of parameters shall be carried out within the framework of three sub-indicators in accordance with paragraph 4;

b)

the Risk indicator of off-balance-sheet risks (Art. 6 (5) (a) of the Delegated Regulation (EU) 2015/63); the consideration of parameters shall be carried out within the framework of three sub-indicators as set out in paragraph 5;

c)

the Risk indicator of derivatives (Art. 6 (5) (a) of the Delegated Regulation (EU) 2015/63); the consideration of parameters shall be carried out within the framework of three sub-indicators as set out in paragraph 6.

(2) Within the framework of the criterion relating to: Extent of the exceptional public financial support received by the institution concerned in the past pursuant to Section 126 (5) (c) 5 of the BaSAG, the risk field of the additional risk indicators to be determined by the resolution authority, in accordance with Article 6 (5) (c) of the Delegated Regulation (EU) 2015/63, shall be the determining risk indicators such as shall be parameterized: institutions responsible for contributing to the financial market after receiving extraordinary public support within the meaning of the Financial Stability Act (FinStaG), BGBl. I No 136/2008 (Art. II), the Interbank Market Strengthening Act-IBSG, BGBl. I No 136/2008 (Art. (i), or similar capital measures by the Confederation, are subject to reorganisation or restructuring and have received an individual decision of the European Commission, according to Annex I, step 3 of the Delegated Regulation (EU) 2015/63 within said bandwidth of the maximum value. The absence of such exceptional support from public funds as of 31 December 2013 will result in the Institute according to Annex I, step 3, of the Delegated Regulation (EU) 2015/63 within the range of minimum value mentioned above shall be assigned to a risk reduction of the institution responsible for contributing. In accordance with Article 7 (4) (c) of the Delegated Regulation (EU) 2015/63, the indicator is assigned a weight of 10 vH within the risk field. The mathematical sign to be assigned is positive.

(3) Within the scope of the criterion according to § 126 (5) Z 8 BaSAG, that the institute Part of an institute-related security system , according to Article 6 (5) (b) of the Delegated Regulation (EU) 2015/63 for the risk field of the additional risk indicators to be determined by the resolution authority, the risk indicators to be determined shall be parameterized as follows: Those institutions which are eligible for the application of an institution-related protection system subject to authorisation are those institutions which, on the effective date of a procedural arrangement approved by the Financial Market Supervisory Authority pursuant to § 103q Z 3 BWG, are eligible for consideration. (hereinafter: IPS) pursuant to Art. 113 (7) of Regulation (EU) No 575/2013 fell. The membership of institutions responsible for contributions with the expiry of the 31 December 2013 in an IPS or an IPS approved by means of a procedural arrangement pursuant to § 103q Z 3 BWG leads to a reduction in risk by the contributor Institute in accordance with Annex I, Step 3 of the Delegated Regulation (EU) 2015/63 within the said range, as a rule, the maximum value is allocated; an institution responsible for contributions, which is not a member of an IPS, at least one by means of Process order in accordance with § 103q Z 3 BWG approved IPS with expiry of the 31. In December 2013, the minimum value of the bandwidth specified in Annex I, step 3, of the Regulation (EU) 2015/63 has been added. In accordance with Article 7 (4) (b) of the Delegated Regulation (EU) 2015/63, the indicator is assigned a weight of 45 vH within the risk field. The mathematical sign to be allocated in accordance with Annex I, step 4, of the Delegated Regulation (EU) 2015/63 is negative.

(4) The risk indicator of the commercial activity referred to in paragraph 1 Z 2 lit. a is composed of equal weights from the following three sub-indicators according to Z 1 to 3 to be parameterized, with a positive sign being assigned to each of these two indicators:

1.

The ratio of the sum of the amounts of the individual market values of the items devoted to the trading book divided by the assets; provided that a contributor institution does not carry a trading book, the minimum value of the items listed in Annex I, step 3, shall be: Delegated Regulation (EU) 2015/63; this parameter shall be taken into account as a sub-indicator of a weight of 5 vH;

2.

Sum of the amounts of the individual market values of the items devoted to the trading book divided by own resources; provided that a contributor institution does not carry a trading book, the minimum value of the items listed in Annex I, step 3, shall be regulation (EU) 2015/63; this parameter should be taken into account as a sub-indicator with a weight of 5 vH;

3.

Sum of the amounts of the individual market values of the items devoted to the trading book divided by the sum multiplied by a factor of 12.5 from the own resources requirements for the credit risk, for the operational risk, for which: Risk of exposure in debt instruments and substance values and for the risk of foreign currency and goods exposure; provided that a contributing institution does not conduct a trading book, the minimum value of the Regulation (EU) in Annex I, step 3, of the Regulation 2015/63; this parameter is used as a sub-indicator with a Weight of 5 vH should be taken into account.

(5) The risk indicator of the off-balance-sheet risks referred to in paragraph 1 Z 2 lit. b sets the same weights from the following three sub-indicators according to Z 1 to 3 to parameterized sub-indicators, each assigning a positive sign to each of them:

1.

Total of contingent liabilities, credit risks and trusteeship liabilities divided by assets; provided that a contributory institution does not conduct off-balance-sheet transactions, the minimum value of the assets listed in Annex I shall be Step 3 of the Delegated Regulation (EU) 2015/63; this parameter must be taken into account as a sub-indicator with a weight of 5 vH;

2.

Total amount of contingent liabilities, credit risks and trustee's liabilities divided by own funds; provided that a contributory institution does not conduct off-balance sheet transactions, the minimum value of the assets listed in Annex I shall be Step 3 of the Delegated Regulation (EU) 2015/63; this parameter must be taken into account as a sub-indicator with a weight of 5 vH;

3.

Total of contingent liabilities, credit risks and trusteeship liabilities divided by the sum multiplied by a factor of 12.5 from the own resources requirements for the credit risk, for the operational risk, for the position risk in debt instruments and substance values and for the risk of foreign currency and goods exposure; provided that a contributory institution does not conduct off-balance-sheet transactions, the minimum value of the delegates in Annex I, step 3, shall be Regulation (EU) 2015/63; this parameter; shall be taken into account as a sub-indicator with a weight of 5 vH.

(6) The risk indicator of the derivatives referred to in paragraph 1 Z 2 lit. c is composed at equal weights from the following three sub-indicators to be parameterized according to Z 1 to 3, respectively, with a positive sign being assigned to each of these two indicators:

1.

Nominal volume of the derivatives of the bank book and the trading book divided by assets; the previously mentioned nominal volume is divided by half of the proportion of the amount of the amount of the amount of the amount of the assets under Article 6 (6) (b) (i) of the Delegated Regulation (EU) 2015/63 on a central counterparty derivative volumes are reduced; provided that a contributing institution does not lead derivatives, the minimum value of the bandwidth referred to in Annex I, step 3, of the Regulation (EU) 2015/63 shall be set; this Parameter is to be considered as a partial indicator with a weight of 5 vH.

2.

Nominal volume of the derivatives of the bank book and of the trading book divided by own resources; the nominal volume referred to above shall be half of the proportion of the share of the amount of the amount of the amount of the amount of the nominal volume referred to in Article 6 (6) (b) (i) of the Delegated Regulation (EU) 2015/63 a central counterparty reduces derivative volumes; provided that a contributing institution does not implement derivatives, the minimum value of the bandwidth referred to in Annex I, step 3, of the Regulation (EU) 2015/63 shall be applied; This parameter shall be considered as a partial indicator with a weight of 5 vH.

3.

Nominal volume of the derivatives of the bank book and of the trading book divided by the sum multiplied by a factor of 12.5 from the own resources requirement for the credit risk, for the operational risk, for the position risk in debt securities and Substantial values and for the risk of foreign currency and goods exposure; the previously mentioned nominal volume shall be half of the proportion of the central counterparty pursuant to Art. 6 (6) (b) (i) of the Delegated Regulation (EU) 2015/63 degraded derivative volumes, provided that a contributor to a contributor The minimum value of the bandwidth referred to in Annex I, step 3, of the Regulation (EU) 2015/63 shall be set; this parameter shall be taken into account as a sub-indicator with a weight of 5 vH.

Part 3

Final provisions

References

§ 4. (1) As far as the BWG is referred to in this Regulation, the Banking Act-BWG, BGBl. No. 532/1993, in the version of the Federal Law BGBl. I No 160/2013.

(2) Where reference is made in this Regulation to Regulation (EU) No 575/2013, Regulation (EU) No 575/2013 on prudential requirements for credit institutions and investment firms and amending Regulation (EU) No 648/2012, OJ L 327, 28.10.2013, p. No. 1., as amended by the corrigendum OJ L 176, 15.7.2013, p. No. OJ L 321 of 30.11.2013 p. 6.

(3) Where reference is made in this Regulation to the Delegated Regulation (EU) 2015/63, the Delegated Regulation (EU) 2015/63 is to supplement Directive 2014 /59/EU with regard to pre-raised contributions to Resolution financing mechanisms, OJ C 327, 28.4.2002 No. OJ L 11, 17.01.2015 p. 44.

entry into force

§ 5. This Regulation shall enter into force with the day following the presentation. It shall apply to the collection of contributions to be made in advance in accordance with § 126 BaSAG within the scope of Article 20 (1) of the delegated regulation (EU) 2015/63.

Ettl Kumpfmüller