09:13 20.05.2020

NBU approves rules for valuating fair value of govt-secured bonds

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NBU approves rules for valuating fair value of govt-secured bonds

The National Bank of Ukraine (NBU) has approved the rules for assessing the fair value of government-secured bonds, the regulator has reported.

This is enshrined in NBU Board resolution No. 327-rsh dated May 14, 2020 on approval of amendments to the fair value valuation procedure for residents' securities held by the NBU or accepted by the NBU as collateral for meeting obligations, which was published on the regulator's website and entered into force on May 14.

According to the report, the regulator will determine the value of such bonds taking into account the credit risk of a particular issue.

The correction factors for bonds will be calculated in accordance with Section Three of the rules for assessing the fair value of securities of residents.

As reported, the NBU from April 27 allowed to include government-secured bonds in a pool of collateral for refinancing loans or to use them for repos with the regulator.

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