Financial and capital market Commission, the provisions of regulations No 103 in Riga on 1 July 2015 (financial and capital market Commission Council meeting Protocol No 24 p. 2) Review on the preparation of the deposits and cover the payments the deposit guarantee fund weightings applicable discovery rules, regulations Issued under the law on deposit guarantees of article 11 i. General questions 1. "Report on the preparation of the deposits and cover the payments the deposit guarantee fund weightings applicable discovery rules, regulations" (hereinafter-the rules) determines the order in which the deposit takers shall prepare and submit to the financial and capital market Commission (hereinafter the Commission) on the cover of the quarterly deposits and payments the deposit guarantee fund , and the order in which the Commission shall determine the deposit takers duty deposit guarantee fund the applicable adjustment factor. 2. The rules are binding on deposit-takers to apply the law on deposit guarantees. 3. the terms used in the regulations comply with the law on deposit guarantees the use of the term. 4. Deposit-takers under the deposit guarantee law rules make quarterly payments on the deposit guarantee fund amounting to 0.05 percent of the average balance of deposits covered by deposit takers in the previous quarter and where appropriate to the Commission in accordance with the rules prescribed by the correction factor. 5. the Commission, in determining the correction factor is calculated, the result is expressed as a percentage to two decimal places (if the third decimal is 5 or greater, the second decimal places are rounded up). 6. If the deposit takers started activities in the calendar year concerned and not the pointer on its activities in the preceding calendar year, the Commission shall fix the applicable adjustment factor. 7. Deposit-takers to the next quarter's first 20 months date payments to deposit guarantee fund, which rounded up to the nearest whole cent, including Commission account no. LV40LACB0000000022365, Bank code LACBLV2X.
II. Overview of the deposits and payments to cover the deposit guarantee fund deposit takers 8 preparation prepares a quarterly report "review of the deposits and payments to cover the deposit guarantee fund" (hereinafter – the quarterly report) with the form contained in annex 1 of the regulations, and shall submit it to the Commission before the next quarter 20 the first month. 9. Quarterly report reflects information about the deposit takers of deposits the existing cover. Deposits laid down in the law on deposit guarantees in article 3 and 4, reflects the amount that does not exceed 100 000 euro. In determining the amount of deposits covered, no account shall be taken of the constraints for the deposits. 10. If the depositor in one deposit-takers are several cover deposits when they fill out the quarterly report, all one depositor's deposits totaled segto and considered one of the deposit. 11. the quarterly average cover the deposits is calculated as the monthly cover deposits balance on the last date of the month average size.
III. determination of the correction factor in Latvia registered banks and foreign bank branches in Latvia 12. the Commission shall determine the specific Latvia registered banks and foreign bank branches in the Latvian deposit guarantee fund for the payment of the applicable adjustment factor in accordance with the provisions of annex 2 contains the formula using the capital adequacy ratios (K1, K2), liquidity indicators (L1, L2, L3, L4), large exposures (R1, R2), portfolio quality indicators (Q1, Q2 Q3) and the bank, which is oriented to clients – non-residents (P1, P2), which is calculated as the arithmetic mean of the quarter for the preceding calendar year. 13. Capital adequacy rate: 13.1. capital ratios (K1) is defined according to the European Commission's implementing Regulation (EU) No 680/2014 (2014-16 April), establishing implementing technical standards relating to the supervisory authorities in accordance with the report of the European Parliament and of the Council Regulation (EU) no 575/2013 (hereinafter referred to as the EU Regulation No. 680/2014) review of annex 1 C-03.00 and EQUITY capital levels (CA3) "line" 050 ". If the Commission carries out the equity or capital requirement calculated adjustment use the adjusted capital adequacy ratio; 13.2. a first level of capital relative to risk-weighted assets (K2) is determined using: 13.2.1. first level capital amount, as determined in accordance with EU Regulation No. 680/2014 review of annex 1 "(C) 3.43-equity (CA1) (hereinafter report CA1) line" 015 "; 13.2.2. the risk-weighted assets, determined in accordance with EU Regulation No. 680/2014 review of annex 1 C – 02.00 equity requirements (CA2) "line" 010 ". 14. Liquidity indicators: 14.1 high proportion of liquid assets total assets (L1) is determined using: 14.1.1. highly liquid assets that are not encumbered assets as follows: 14.1.1.1. cash according to the provisions of Commission regulations No 28.12.2009.195. "liquidity requirements, their execution and liquidity risk management regulations" (hereinafter – the liquidity requirements, rules) "annex 1. Assets and liabilities the maturity composition" (hereinafter – apt report) 1010. position 1. aisle 14.1.1.2., claims against the Bank of Latvia, whose residual maturity not exceeding seven days, according to the report, AROUND 1030.2 and 3 of the heading box, claims against the solvent 14.1.1.3. credit institutions with a residual maturity not exceeding seven days, according to the report, AROUND 1040. positions 2 and 3 box in the Republic of Latvia 14.1.1.4. government debt securities according to the apt reference 1061. position 1 to the amount shown in box, minus the amount of AROUND the report headings 10.1061 aisle 14.1.1.5., central government debt securities, according to the report. and AROUND 1062 1063. position 1 to the amount shown in box, minus the amount of the reference and AROUND 1062 1063. heading 10. box. If necessary, adjust the results, taking into account liquidity requirements, rules 3.3 requirements; 14.1.2. total assets according to the terms of the Bank of Latvia 16.05.2014. No. 132 "monetary financial institutions ' balance-sheet of the month" preparatory "annex 1" monthly balance report "(hereinafter: the monthly balance report). position 200000 7. aisle, less the amounts according to the 370100 this review. the position and heading 7 370500. box; 14.2. to include highly liquid assets provision in the calculation referred to in paragraph 14.1.1.5 securities, these securities are rated liquidity, i.e., the ability to sell in a short time without significant loss or use as collateral to receive loans; 14.3. the banks loan rate total assets (L2) determined using: 14.3.1. the banks issued loans net book value, according to the report, AROUND 1050. position 1. aisle; 14.3.2. total assets according to the balance sheet of the month heading 7.200000 column to the amount indicated, less the amounts according to the 370100 this review. the position and heading 7 370500. box; 14.4. the basic ratio of other assets that are not highly liquid (L3), determined using: 14.4.1. basic obligations: 14.4.1.1. deposits with a remaining term of 361 days, according to the report, AROUND 2020. the position box 8, 35 percent of 14.4.1.2. deposits with residual maturity of up to 360 days, according to the report, AROUND 2020. position 2-7.14.4.1.3. aisle, obligations to credit institutions with a remaining term of 361 days, according to the report, AROUND 2010. positions in aisle 8. 14.4.1.4. subordinated liabilities, with the remainder of the term of 361 days, according to the report, AROUND 2090. the position box 8, 14.4.1.5. capital and reserves according to the monthly balance sheet headings 390000 7. aisle, excluding revaluation reserves, i.e., 396100., 396200 this report. 396300. and 396400., the positions specified in box 7 a positive amount; 14.4.2. other assets, which are not highly liquid, that is: non banks credit 14.4.2.1. the remainder of the term of 361 days and overdue loans, according to the report, AROUND 1050. position 8.-9. a box in 14.4.2.2. the rest of the securities the issuer according to EAP report 1064. position 1. aisle, 14.4.2.3. shares, according to the report, AROUND 1065. position 1. aisle, 14.4.2.4. other securities, according to the report, AROUND 1066. position 1. aisle, 14.4.2.5. participation in the share capital of other companies, according to the report, AROUND 1070. position 1. aisle 14.4.2.6. derivative contracts, according to the report, AROUND 1080. position 1. aisle, 14.4.2.7. fixed assets and intangible assets, according to the report, AROUND 1090. position 1. aisle, 14.4.2.8. own shares, according to the report, AROUND 1100. position 1. aisle, 14.4.2.9. other assets, according to the report, AROUND 1110 and 1130 1120... "position 1. aisle, 14.4.2.10.50 percent of off-balance-sheet liabilities, according to the report, AROUND 2100. position 1. aisle; 14.5. basic common share of liabilities (L4), using a basic 14.5.1.: pointer to the corresponding provisions in paragraph 14.4.1; 14.5.2. total commitment according to the report in 2000 AROUND position 1. aisle. 15. large exposure indicators: 15.1. large exposures in the appropriate ratio of total capital (R1) is determined using: 15.1.1. large exposures total according to EU Regulation No 680/2014 report of Annex 8 "C 28.00 – exposures do not trade and trading book (LE 2)" 330. aisle; 15.1.2. the relevant capital in accordance with EU Regulation No. 680/2014 review of annex 1 C – 04.00 cognitive items (CA4) "row" 220 "; 15.2. economic sector concentrations present in the portfolio (R2) is determined using: 15.2.1 the largest economic sector the amount of loans, obtained by using the statement, prepared in accordance with the provisions of Commission regulations on 05.02.2010. No. 24 "information about the structure of the bank's portfolio preparation and submission to the legislative provisions" (hereinafter Regulation No 24) paragraph 18 in the classifier; 15.2.2. of its loan portfolio, which is determined according to the monthly balance sheet headings 240000 7. aisle. 16. Portfolio quality indicators: 16.1. delayed credit (more than 90 days) total equity ratio (Q1) is determined using: 16.1.1. credit with payment delays of more than 90 days in total, which is determined using the report prepared in accordance with Regulation No 24 21 specified in paragraphs absence period classifier, including loans to the absence period "of up to 180 days 91" and "over 180 days". Credits displays the corresponding residual value, that is, except the group created this credit provisions; 16.1.2. equity capital according to the EU Regulation No. 680/2014 report annex 1. CA1 line "010". If the Commission carries out an equity adjustment, you use the corrected equity; 16.2. the delayed credit (more than 30 days) of the ratio of the total amount of its loan portfolio (Q2) determined using: 16.2.1. credit with payment delays of more than 30 days in total, which is determined using the report prepared in accordance with Regulation No 24 21 specified in paragraphs absence period classifier; 16.2.2. of its loan portfolio, which is determined according to the monthly balance sheet headings 240000 7. aisle; 16.3. delayed credit (more than 90 days) with cover (Q3) is determined by using the total amount of stocks: 16.3.1. credits with payment delays of over 90 days, determined by using the report prepared in accordance with the Regulation No. 24; 16.3.2. credit with payment delays of more than 90 days in total, which is determined using the report prepared in accordance with Regulation No 24 21 specified in paragraphs absence period classifier, including loans to the absence period "of up to 180 days 91" and "over 180 days". Credits displays according to the balance sheet value. 17. If the Commission will apply corrective measures banks in focus on clients, non-residents, and provides for an obligation to maintain: 17.1. higher equity levels than specified in the European Parliament and Council Regulation (EU) no 575/2013 (26 June 2013) for the prudenciālaj requirements for credit institutions and investment firms, and amending Regulation (EC) No 648/2012, increased by the total capital reserve requirements of credit institutions in accordance with legal the Commission used the individual minimum capital adequacy ratio adjustment; 17.2. liquidity indicators higher than the specified liquidity requirements, rules 3.3, according to the law of credit institutions, the Commission used the liquidity horizon individual adjustment. IV. determination of correction factors credit unions 18. the Commission shall determine the specific credit unions deposits guarantee fund for the payment of the applicable adjustment factor in accordance with the provisions in annex 3 of the formula using the capital adequacy indicator (K), (L) with liquidity indicators, indicators of large exposures (R) and portfolio quality indicators (Q), which is calculated as the arithmetic mean of the quarter for the preceding calendar year. 19. Capital adequacy ratio (K) shall be determined using: 19.1. equity according to the balance sheet of the month 390000. position 7. aisle. If the Commission carries out an equity correction, uses the adjusted capital adequacy ratio; 19.2. the assets and off-balance-sheet items according to the total amount of the monthly balance report of 200,000, 510000, 520000. and 530000 of heading 7. columns total. 20. the high proportion of liquid assets to total assets (L) determined using: 20.1. highly liquid assets that are not encumbered assets as follows: 20.1.1. cash in the Commission's regulatory rules 23.11.2001 No 20/8 "activities of credit unions representative for the calculation of" annex 1 "the maturity composition of assets and liabilities report" (hereinafter – the credit unions AROUND the report) 110. position 1. aisle; 20.1.2. claims against a Latvian credit institutions whose solvent residual maturity not exceeding seven days, according to the credit union community around the report 120.2 and 3 of the heading box; 20.1.3. debt securities according to the credit union community around the report 140. position 1 to the amount shown in box, minus the amount of credit unions AROUND the report 140. positions 10. aisle; 20.1.4. total assets according to the balance sheet of the month heading 7.200000 aisle; 20.2. to include highly liquid assets provision in the calculation referred to in paragraph 19.1.3 securities, these securities are rated liquidity, i.e., the ability to sell in a short time without significant loss or use as collateral to receive loans. 21. Large exposures (R) is determined using: 21.1 total large exposures pursuant to Commission regulations rules 23.11.2001 No 20/8 "activities of credit unions representative for the calculation rules" annex 2 "large exposures review" column heading "8. Large exposures total"; 21.2. the equity according to the balance sheet of the month 390000. position 7. aisle. If the Commission carries out an equity correction, uses adjusted capital adequacy ratio. 22. Portfolio quality indicators (Q) determined using: credit with 22.1 late payment more than 30 days in total, according to the Commission's regulatory rules 21.12.2001 No 24/9 "assets and off-balance sheet liabilities, provisions for the assessment of" annex 1 "off-balance-sheet assets and liabilities evaluation report" 020. positions 4, 5 and 6 total in box; 22.2. its loan portfolio according to the monthly balance sheet headings 240000 7. aisle.
V. closing question 23. Be declared unenforceable by the Commission rules and regulations No 22.10.2009.135 "Report on the preparation of the deposits and guaranteed payments the deposit guarantee fund weightings applicable in the determination of the legislative provisions". Financial and capital market Commission President k. Zakuli deposit takers by name annex 1 financial and capital market Commission 01.07.2015. the normative regulation No. 103 "Report on the preparation of the deposits and cover the payments the deposit guarantee fund weightings applicable in the determination of the legislative provisions ' deposit takers _ and the code | | | and |
Must be submitted to the financial and capital market Commission until the next quarterly 20 the first month date overview of the deposits and payments to cover the deposit guarantee fund of ______. the year ____ ____ quarter of amount of remuneration guaranteed EUR _____ _____ _____ (eur) position title position number number of depositors at the end of the reporting period Cover the balance of the amount deposit quarterly quarterly average deposit balance of cover (2 + 3 + 4)/correction factor β (3%) Payment of the deposit guarantee fund ((5) x (6) x 0.05%) in the last month 1 date 2 months last 3 months of the date of the last date of total total total 1 2 3 4 5 6 7 (A) (B) Cover the deposits (11 + 12) 10 residents cover the deposits the deposits by non-residents cover 11 12 (signature) (name) performer (name; phone number; e-mail address) Annex 2 financial and capital market Commission 01.07.2015. regulatory arrangements no 103 "Report on the preparation of the deposits and cover the payments the deposit guarantee fund in the applicable correction the coefficient of determination of the legislative provisions "adjustment factor influencing indicators indicator Score interval, meaning the degree of Risk adjustment factor,% (5 of 6) 1 2 3 4 5 6 7 capital adequacy ratios: 1. Capital adequacy ratio (K1) – 8.00% 200% 9.0% (β1) 8%-8.75% 8.74% 180% – 9.49% 160% 9.50% to 10.25% to 10.24% 140% 120% 11.00% to 10.99% 19.99% 100% 20.00%-... 75% 2. The first tier capital to risk-weighted assets (K2) ...-5.99% 200% 9.0% (β2) 6.00%-6.49% 180% 6.99% 160% for area aid schemes% 7.00%-140% 7.50% to 7.49% 7.99% 120% 8.00%-15.00% 14.99% 100% – ... 75% liquidity indicators: 3. Highly liquid assets total assets (L1) ... – 200% 4.5% 0.0799 (β3) – 180% 0.1000 0.0999 0.0800-0.160-1200 0.1199 0.1399 140% 120% 0-1400 0.1499 0.1500 – 100% – 0.2499 0.2500 ... 75% 4. Not the banks issued loans total assets (L2) 0.7000-... 200% 4.5% (β4) 0.6750 – 0.6999 180% 0.6500 – 0.6749 160% 0.6250 – 0.6499 140% 0.6000 – 0.6249 120% 0.5000 – 0.5999 100% ... – 0.4999 75% 5. The base commitment other assets that are not highly liquid (L3) – 200% 4.5% 0.4999 (β5) 0.5000-180% 0.6250-0.7499 0.6249 160% 140% 0.8750 0.7500-0.8749-120% 1.0000-0.9999 100% 1.2000 1.1999-... 75% 6. Base total liabilities liabilities (L4) ... – 200% 4.5% 0.1999 (β6) – 180% 0.2400 0.2000 0.2399 – 160% 140 0.3199 0.2799 0.2800-%-120% 0.3999 0.3200 0.4000 – 100% – 0.7000 0.6999 ... 75% Large exposure indicators: 7. Large exposures total amount of capital (R1)-600.00 ... 200% 6.5% (β7) 550.00% – 599.99% 180% 500.00% – 549.99% 160% 450.00% – 499.99% 140% 400.00% – 449.99% 120% 50% – 399.99% 100% ... – 49.99% 75% 8. Most economic sectors of its loan portfolio by its loan portfolio (R2) 0.00% – ... 200% 6.5% (β8) 42.50%-% 35.00% 180-49.99% 42.49% 160% 140% 27.50%-34.99%%-27.49% 120% 5.00%-19.99% 100% ...-4.99% 75% loan quality score: 9. credit with payment delays of more than 90 days in the equity (Q1) 100.00%-... 200% 4.33% (β9) 80.00% – 99.99% 180% 60.00% – 79.99% 160% 40.00% – 59.99% 140% 20.00% – 39.99% 120% 0.01% – 19.99% 100% =0 75% 10. Credit to the late payment of its loan portfolio of more than 30 days (Q2) 30.00%-... 200% 4.33% (β10) 25.00% – 29.99% 180% 20.00% – 24.99% 160% 15.00% – 19.99% 140% 10.00% – 14.99% 120% 0.01% – 9.99% 100% =0 75% 11. Savings credit with payment delays of more than 90 days of Credit with payment delays of more than 90 days (Q3) ...-9.99% 200% 10.00% 4.33% (β11)-14.99% 180% 15.00% to 19.99% 160% 20.00%-140% 0.00% to 24.99% 29.99% 30.00%-120% 100% 90.00%-89.99%. 75% of the Bank, whose activities are oriented to clients – non-residents rate: 12. The individual minimum capital adequacy ratio adjustment (P1) 7.50%-... 200% 19.0% (β12) 6.00% – 7.49% 180% 4.50% – 5.99% 160% 3.00% – 4.49% 140% 1.50% – 2.99% 120% 0.01% – 1.49% 100% =0 75% 13. Individual adjustment of the liquidity index (P2) 30.00%-... 200% 11.8% (β13) 24.00%-29.99% 180% 18.00%-160% 12.00% to 23.99%, 17.99% 140% 6.00% to 11.99% 120% 0.01% 5.99% 100% – 75% deposit-takers = 0 the payment the applicable adjustment factor β1 β2 β3 β = + + + ... + β13 annex 3 financial and capital market Commission 01.07.2015. regulatory arrangements no 103 "Report on the preparation of the deposits and cover the payments the deposit guarantee fund weightings applicable in the determination of the legislative provisions" adjustment factor influencing indicators indicator Score interval, meaning the degree of Risk adjustment factor ,% (5 of 6) 1 2 3 4 5 6 7 capital adequacy indicator 1. Equity assets and off-balance-sheet items amount (K) ...-7.99% 200% 25% (β1) 8.00%-8.99% 180% 9.00% to 9.99% 160% 10.00% to 10.99% 140% 11.00% to 14.99% 120% 15.00% to 19.99% 100%-20%. 75% liquidity indicator 2. Highly liquid assets total assets (L) – 200% 25% 0.0499 (β2) – 180% 0.0700 0.0500 0.0699 – 160% 140 0.0999 0.0899 0.0900-%-120% 0.1500 0.1499 0.1000-100%-0.2499 0.2500 ... 75% Large exposure indicator 3. Large exposures total equity (R)-600.00 ... 200% 25% (β3) 500.00%-%-% 180% 599.99 499.99% 160% 450.00 400.00%-140% for 449.99%%% 120% 399.99 200.00 50.00%-% 100% 199.99 ...-49.99% 75% loan quality score 4. Credit to the late payment of its loan portfolio of more than 30 days (Q) 12.00%-... 200% 25% (β4) 60.00% 0.00%-79.99% 180%-160% 30.00% – 59.99% 39.99%-29.99% 140% 120% 20.00% 0.01%-19.99% 100% 75% deposit-takers = 0 the payment the applicable adjustment factor β1 β2 β3 β = + + + β4