145/2014 Sb.
DECREE
of 16 December 2002. July 2014,
amending Decree No 117/2009 Coll., on the more detailed editing activities
pension companies, the Pension Fund and the participation Fund
The Czech National Bank establishes, pursuant to § 170 para. 1 of law No 427/2007 Coll.
on the supplementary pension savings, as amended by Act No. 403/2009 Coll., and
Act No. 241/2013 Coll., to implement section 189 of the Act on supplementary pension
savings:
Article. (I)
In the Decree No 117/2009 Coll., on detailed activities of the pension adjustment
the company, the Pension Fund and the participation Fund, Appendix 3:
"Appendix No. 3 to Decree No. 117/2009 Sb.
1. The risk weights
Table No. 1
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Assets and derivatives risk weight
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Bonds issued by the Czech Republic, the Czech National Bank or a Member State of the organization 0
for economic cooperation and development, or the Central Bank of that State, or jejichžrating
rating of the issuer belongs to a better or the same category of the rating of a reputable or recognized rating
^ 1) as the Agency's rating of the Czech Republic
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Bonds or debt, for which the Czech Republic was taken over by the guarantee or a Member State of the organization 0
for economic cooperation and development, whose rating belongs to the better or the same category of the rating
the renowned rating agencies or recognized as the rating of the Czech Republic
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Bonds issued by the European Investment Bank, the European Bank for reconstruction and development, 0
International Bank for reconstruction and development and other international financial institutions, to which the
A member of the Czech Republic
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A reverse repurchase agreement shall fully hedged bonds with zero risk weight 0
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Bonds issued by a Member State of the Organisation for economic cooperation and development or 0.50
the Central Bank of the State, whose rating or rating of the issuer belongs to a category of worse
the rating of a reputable rating agencies or recognized than the rating of the Czech Republic, but is
investment-grade
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Bonds or debt, for which the Member State of the organisation has assumed a guarantee for the economic 0.50
cooperation and development, whose rating belongs to the category of a reputable rating or worse recognised
the rating agencies than the rating of the United States, but it is investment-grade
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Receivables from banks or branches of foreign banks established in the territory of the Czech Republic 0.50
or with a registered office in the territory of a Member State of the Organisation for economic cooperation and development, whose
the rating belongs to the better or the same category of the rating of a reputable rating agencies or recognized
as the rating of the Czech Republic
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Bonds issued by banks based in the Czech Republic or based on územíčlenského 0.50
the State of the Organisation for economic cooperation and development, whose rating belongs to the better or the same
category rating reputable rating agencies or recognized as the rating of the Czech Republic
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Bonds or debt, for which the Bank was taken over by the guarantee established in the Czech Republic or 0.50
established in the territory of a Member State of the Organisation for economic cooperation and development, whose rating
It belongs to the better or the same category of the rating of a reputable rating agencies or recognized as
the rating of the Czech Republic
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A reverse repurchase agreement shall fully hedged bonds with a risk weight of 0.50 0.50
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Other bonds 1.0
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Shares or similar securities representing the share of the legal entity admitted to trading 1.0
on a regulated European market, in the multilateral trading system operator based
in the Member State of the European Union or on the foreign market, based in the State, which is not
Member State of the European Union, if the foreign market listed in the list of foreign
markets similar to the regulated market established in a State which is not a member státemEvropské
the Union, maintained by the Czech National Bank
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Securities issued by the standard funds under the law governing investment funds and investment 1.0
company or foreign investment funds comparable to standard pools
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Immovable property 1.0
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Shares or similar securities representing the share of the legal person which is not 1.50
risk weight of 1.0
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Securities issued by investment funds under the law governing investment companies and 1.50
foreign investment funds or investment funds, which is not rizikováváha 1.0
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Other property 1.50
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The derivative will be assigned a risk weight that would have belonged to the claim for the person with whom is a derivative has been concluded.
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2. Conversion factors
Table No. 2
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Conversion factors
Zbytková splatnost --------------------------------------------------------------------------------------------
Interest rate derivatives Currency derivatives, commodity derivatives Akciovéderiváty
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Up to 1 year 0 0.010 0.060 0.100
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From 1 year to 5 years 0.005 0.050 0.080 0.120
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Over 5 years 0.015 0.075 0.100 0.150
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1) section 93 para. 6 (a). a) and b) of the Act No 427/2007 Coll. on supplementary
pension savings, as amended by Act No. 241/Sb. ".
Article. (II)
The effectiveness of the
This Decree shall enter into force on 1 January 2000. August 2014.
Governor:
in z. Prof. PhDr. Ing. Tomšík, Ph.d., v. r.
Lieutenant Governor
