The Oversight, Banking Regulation And Payments Supervision Committee of the National Bank has identified PJSC “Privatbank”, PJSC “Oshchadbank” and OJSC “Ukreximbank” systematically important, as it is said in the decision of the Committee №78 dd. February 16, 2016.
As it is noted, the special index is calculated for sorting out this bank with systematically important.
The bank is systematically important, if this index is higher than the arithmetic average of the systematic importance of relevant banks.
The following indices are used for identification of systematically important banks:
1. Total assets (weighing coefficient - 35%);
2. Funds of individuals, business entities and non-banking financial institutions (coefficient - 35%);
3. Funds, deposited in other banks (coefficient - 7.5%);
4. Funds, attracted from other banks (coefficient -7.5%);
5. Loans, disbursed to business entities for industry, agriculture and building (coefficient - 15%);
In addition, the systemically important bank is obliged to follow special values of economic norms, including:
-Quick liquidity ratio (H4) – not less than 30%;
-Maximum amount of credit risk for one contractor (H7) – not less than 20%.
Since January 1, 2020, the systemically important bank should also form the buffer of systemic importance, which is calculated from the total amount of risk (according to the Instruction on procedures of regulation of bank activities in Ukraine).
