Financial and capital market Commission, the provisions of regulations No 215 in 2016 on December 20 (financial and capital market Commission Council meeting Protocol No. 44 6 p.)
The amendments to the "report on the preparation of the deposits and cover the payments the deposit guarantee fund weightings applicable in the determination of the normative provisions" Issued in accordance with the law on deposit guarantees the third paragraph of article 8 and article 11 to make financial and capital market Commission 1 July 2015 in the normative regulation No 103 "Report on the preparation of the deposits and cover the payments the deposit guarantee fund weightings applicable discovery rules, regulations" (hereinafter-the rules) the following amendments : 1. Express provisions in the grounds of the issue as follows: "Issued in accordance with the law on deposit guarantees the third paragraph of article 8 and article 11".
2. Make the following point 12: ' 12. Commission sets and up to 1 March of each year, inform the bank about 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 individual capital adequacy and liquidity ratios (P1, P2), which is calculated as the arithmetic mean of the quarter for the preceding calendar year. " 3. Replace paragraph 15.1.2 number "220" with the number "226". 4. To express 17 as follows: ' 17. If the deposit takers, given its inherent risk profile and business model, the individual requirements are defined for the following indicators: 17.1. to maintain higher capital 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 will use the additional capital requirements; 17.2. to maintain higher liquidity indicators than the specified liquidity requirements, rules 3.3, according to the law of credit institutions, the Commission uses certain individual liquidity index adjustment. " 5. Add to paragraph 18, after the words "the Commission shall determine the" with the words "and by March 1 of each year, inform the credit unions. 6. Express provisions in the new annex (annex). Financial and capital market Commission Vice-President g. Razān of the annex to the financial and capital market Commission 20.12.2016. regulatory arrangements no. 215 "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 weightings applicable legislative provisions for determining the correction 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% 10.99% 11.00% to 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 individual capital adequacy and liquidity indicator correction: 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. "