Financial and capital market Commission, the provisions of regulations No 265 Riga, 6 December 2013 (financial and capital market Commission Council meeting Protocol No 6, p. 47)
"The amendment of the interest rate risk management, the economic value of the calculation of the reduction and interest rate risk the maturity composition of review legislative provisions" Issued in accordance with article 50 of the law of credit institutions, article 50.9 eighth and fifth paragraph of article 101.3, and financial instruments market law article 121 the ninth part, article sixth 123.3 and 123.4 article eighth draw financial and capital market Commission of 7 March 2008 legislative regulations No. 34 "interest rate risk management , the economic value of the calculation of the reduction of the interest rate risk and maturity composition for the preparation of the review of the legislative provisions "(hereinafter-the rules) the following amendments: 1. Replace the provision in paragraph 3.2.4., 10, 11, 13 and paragraph 26, the word" bank "with the words" credit institution '. 2. Express provisions paragraph 1 by the following: "1." interest rate risk management, the economic value of the calculation of the reduction of the interest rate risk and maturity composition for the preparation of the review of the legislative provisions "(hereinafter-the rules) are binding on the Republic of Latvia registered credit institutions and investment firms, which are institutions 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 (hereinafter the EU Regulation No. 575/2013) (hereinafter referred to as the authority). " 3. Turn off the rule in point 3.2.3 the following words: "(for example, assets, liabilities-RIGIBOR Latvian Bank refinancing interest rate)". 4. Replace the provision in point 3.6, the words "Commission Regulation No 60 02.05.2007." calculation of minimum capital requirements rules ' "with the words" EU Regulation No 575/2013. 5. the provisions of paragraph 19 off. 6. Replace the provision in paragraph 22.1.1. the word "ls" with the word "Euro".
7. Replace the provision in subparagraph the words "22.1.2. in local currency at the Bank of Latvia exchange rate concerned" with the words "the euro in accordance with the accounting used in the foreign exchange rate." 8. the provisions of paragraph 25 Expressed the following: "25. Own capital is determined in accordance with EU Regulation No. 575/2013 second part." 9. Replace the provision in paragraph 30, the words "16.07.2004. Regulation No 156" electronically submit statistical reports preparation and dispatch rules "the" with the words "for immediate release. Regulations Regulation No 146 ' prepared statements electronically submit the legislative provisions". 10. Replace the words "annex 3 thousand. lats "by" Euro ". 11. Express 1 and 2 of the new annex (annex). 12. Regulations shall enter into force on the date of the adoption of the euro. Financial and capital market Commission President k. Zakuli States annex 1 financial and capital market Commission 07.03.2008. regulatory arrangements no 34 "interest rate risk management, the economic value of the calculation of the reduction of the interest rate risk and maturity composition for the preparation of the review of the legislative provisions", the name of the authority the authority code must be submitted to the financial and capital market Commission and the review period following the 15th of the month the maturity composition of interest rates risk report. (the last date of the reporting period) (currency code) 1 (integer) position title position number against changes in interest rates sensitive assets/liabilities and off-balance-sheet positions assets/liabilities and off-balance-sheet positions that are not sensitive to changes in interest rates, together with a residual maturity up to 1 month. 1-3 months. 3-6 months. 6-12 months. 1 to 5 years over 5 years (A) (B) 1 2 3 4 5 6 7 8 trading portfolio (long position) 0100 Not trading portfolio, t.sk. 0200 cash in deposits with the Bank of Latvia and 0210 claims against credit institutions and national and foreign central banks credits 0230 0220 debt securities and other fixed income securities 0240 shares and other securities with fixed income 0250 other assets off-balance-sheet positions 0260 long, which are sensitive to interest rate changes 0300 X total assets and off-balance-sheet positions of the long ("0100" + "" + "" 0200 0300) 1000 trading portfolio (short p handicap amount) Not trade portfolio, 0400 t.sk. 0500 obligations to credit institutions and central banks deposits 0510 0520 0530 debt securities issued other liabilities subordinated liabilities 0550 0540 short off-balance-sheet positions, which are sensitive to interest rate changes 0600 X total liabilities and off-balance-sheet positions of short ("" + "" + 0500 0400 "0600") 2000 the net interest rate risk position (gap) ("1000", "2000") 3000 X interest rate risk of the common position (SUM ("3000" (2, n2)) X 3100 X effects on net annual interest ienākumu3 (("3000" (12-0.5 * (ti + tn))/12) * 0.01) 4 4000 X X X 1Pārskato on individual currencies currency code display according to international standard ISO 4217, "codes for currencies and resources", and the report shall be submitted to the financial and capital market Commission on request. The report, drawn up for the total of all currencies, currency code in place of the presentation – "amount". 2 n = variable column. total heading 3 4000 = 4,000 (2) + (3) + 4,000 4,000 4,000 (4) + (5). 4 ti and tn is the period in question, the beginning and end of the interval, expressed in months.
        Driver/authority (signature) (name) performer (first name, last name, phone number, email address) Annex 2 financial and capital market Commission 07.03.2008. regulatory arrangements no 34 "interest rate risk management, the economic value of the calculation of the reduction of the interest rate risk and maturity composition for the preparation of the review of the legislative provisions", the name of the authority the authority code must be submitted to the financial and capital market Commission twice a year-to year 15 July and the following year in January 15, the economic value of the undercutting calculation. (the last date of the reporting period) summary currency code * code positions of the interest rate risk positions in value weighted euro (3. table 1 of the annex 5.20 rows, the currency field) (+,-), (euro) 1 (A) (B) EUR USD ... ...     Other currencies (in total) Non trading book interest rate risk-weighted value (total) 50 60 Non-equity trading book interest rate risk positions absolute values relative to the weighted capital (50:60)% 70 currency codes the display according to international standard ISO 4217, "codes for currencies and resources".  
Driver/authority (signature) (name) performer (first name, last name, phone number, e-mail address)