Eesti Panga President määrus algtekst-terviktekst avaldamine avaldatud 2021-06-02 9 RT V 2021-08-10+03:00 2021 8 510082021008 2021-06-12+03:00 2021-12-05+02:00 1 2021-06-03 maarus_1_10.02.2010.xsd 510082021008 12 2021-12-08 Mari Peetris 100847 Määruse raamskeem XML struktuuri koostamiseks Procedure for calculating the systemic risk buffer This decree is established on the basis of subsection 86⁴⁹ (2)2) of the Credit Institutions Act. 1 Scope of the Decree 1 The Decree sets out the procedure for calculating the systemic risk buffer. 2 The systemic risk buffer is the amount of own funds that a credit institution is obliged to hold under subsection 86⁴⁴ (1)4) of the Credit Institutions Act. 3 The systemic risk buffer rate is the required amount of own funds expressed as a percentage of risk exposures. 2 Application of the Decree The Decree applies to all the credit institutions licensed to operate in Estonia on an individual, sub-consolidated and consolidated basis. 3 The calculation of the systemic risk buffer rate 1 The systemic risk buffer rate is calculated using the formula: iVBORw0KGgoAAAANSUhEUgAAALkAAAA1CAMAAAAqAbrNAAAAGXRFWHRTb2Z0d2FyZQBBZG9iZSBJ bWFnZVJlYWR5ccllPAAAAyBpVFh0WE1MOmNvbS5hZG9iZS54bXAAAAAAADw/eHBhY2tldCBiZWdp bj0i77u/IiBpZD0iVzVNME1wQ2VoaUh6cmVTek5UY3prYzlkIj8+IDx4OnhtcG1ldGEgeG1sbnM6 eD0iYWRvYmU6bnM6bWV0YS8iIHg6eG1wdGs9IkFkb2JlIFhNUCBDb3JlIDUuMC1jMDYwIDYxLjEz NDc3NywgMjAxMC8wMi8xMi0xNzozMjowMCAgICAgICAgIj4gPHJkZjpSREYgeG1sbnM6cmRmPSJo dHRwOi8vd3d3LnczLm9yZy8xOTk5LzAyLzIyLXJkZi1zeW50YXgtbnMjIj4gPHJkZjpEZXNjcmlw dGlvbiByZGY6YWJvdXQ9IiIgeG1sbnM6eG1wPSJodHRwOi8vbnMuYWRvYmUuY29tL3hhcC8xLjAv IiB4bWxuczp4bXBNTT0iaHR0cDovL25zLmFkb2JlLmNvbS94YXAvMS4wL21tLyIgeG1sbnM6c3RS ZWY9Imh0dHA6Ly9ucy5hZG9iZS5jb20veGFwLzEuMC9zVHlwZS9SZXNvdXJjZVJlZiMiIHhtcDpD cmVhdG9yVG9vbD0iQWRvYmUgUGhvdG9zaG9wIENTNSBXaW5kb3dzIiB4bXBNTTpJbnN0YW5jZUlE PSJ4bXAuaWlkOkU4MzFEODE0QzQyRjExRUI5RTI5QTQwQkYyQzg0QzlFIiB4bXBNTTpEb2N1bWVu dElEPSJ4bXAuZGlkOkU4MzFEODE1QzQyRjExRUI5RTI5QTQwQkYyQzg0QzlFIj4gPHhtcE1NOkRl cml2ZWRGcm9tIHN0UmVmOmluc3RhbmNlSUQ9InhtcC5paWQ6RTgzMUQ4MTJDNDJGMTFFQjlFMjlB NDBCRjJDODRDOUUiIHN0UmVmOmRvY3VtZW50SUQ9InhtcC5kaWQ6RTgzMUQ4MTNDNDJGMTFFQjlF MjlBNDBCRjJDODRDOUUiLz4gPC9yZGY6RGVzY3JpcHRpb24+IDwvcmRmOlJERj4gPC94OnhtcG1l dGE+IDw/eHBhY2tldCBlbmQ9InIiPz7pPm9XAAAAnFBMVEW2/////9vbkDo6kNsAAGb//7b/25CQ OgAAZra2ZgCQ2//b////tmZmtv9mAAAAOpAAADo6AGY6AAA6ADpmADq2Zjq22/8AOmY6OpDb29u2 kDqQ29u2trbbtpBmOmZmAGZmkNuQZjrbkGY6OjoAZpCQZmYAOjo6ZpA6ZmY6kLY6OgA6OmaQttuQ ZgCQtv9mOgBmOjpmttsAAAD///91kHCGAAACiUlEQVR42uxYa3PbIBDkYUmWjOzEcZzEbdo077RJ 24j//9/KWZZt4EBSlKnNDDeTD/HCshzLASIy1CBReVQelUflUXlUPiBYZcc4COU0q04K7Yc8EOUy mVYjov8QiHIpTHvkoSgHq3Pt/2CUW1YPpypaVg+nnou+lfB4TiLT6uEoH2J1sls4FY+/P8cDEJ0k 9bG6wbvtlisG+jb6jDUAKikQqvSUDLG6zku0c0AMKVP6kZJeTroo72N1nZdslw36s445p+cVpz8c 2aqpsMCU2xcYF7fB21ClZ4Wkt2elayM1UXc+L9j9w5JxrU0za6DCMo4rB6vP9hsb3E5esn/rvFj2 87JElTPnjRVVrqw+9nA7eZs2uZo3zWaTzuXMbU6gYmXbsiHSWrgNXqLZXDnu9u7nybtM56r83LiH TedlU6bMTb2zo4WjOWcmwZoblHKXzdcI2W+tlklsJqZA8JWztkKeGKdZmXwj2MDgUwvHlKdzjnEj VtvyajmHokJXKqOiNowaUiaLwusIeTVJvhN5ZeYQBr6GWVs4ohx5T6y5FWBMYMu7QWo0ncK6/npV Hf48Lesx6MrteprV4wm7SU21ORkNHFFu7fQd99jFWyPELtVrUDV6ad+ubY8BA7eVs6p09uV+BLEU +F8dVx2eKOCpIThi8j0ZpR8xlKvNCcPBn2+DNiZdFINwXxlOFl++ehFD+eru+e8NLOKIWFsEO1q9 B0AbLnPPNSnJLgovcsj7uajKML/OmQVR9LtiH065ZXIWinLr1M8735oOq1yYN6/reRjKk2mo33Lz YL9CD4+ofIhxeMz5/y4yH/w6dfici3GoPmc8VOV5GarPnS+Io1fufEHEqnh08U+AAQB5k0Hyxjg3 fgAAAABJRU5ErkJggg== where B_SR  is the systemic risk buffer expressed in euros; r_T  is the systemic risk buffer rate applied to the total risk exposure of the credit institution; E_T  is the total risk exposure of the credit institution, which is calculated in accordance with Article 92(3) of Regulation (EU) No 575/2013; i is an index denoting a subset of exposures as defined in subsection 86⁴⁹ (4) of the Credit Institutions Act; r_i  is the systemic risk buffer rate applied to the risk exposures of risk exposure subset i; E_i  is the sum of the risk exposures in risk exposure subset i of the credit institution, which is calculated in accordance with Article 92(3) of Regulation (EU) No 575/2013. 2 In calculating the systemic risk buffer, the credit institution shall apply to its relevant risk exposures either the systemic risk buffer rate set by Eesti Pank or that set by the European Central Bank under Section 2 of Article 5 of Council Regulation (EU) No 1024/2013, whichever is higher. 3 When the systemic risk buffer is calculated under subsection (1) of this section, the systemic risk buffer rate or rates shall be used that apply as at the date or dates that the systemic risk buffer requirement or requirements entered into force for the exposures concerned. Governor Madis Müller