DIS01: Key Prudential Metrics
Jun-23 | Mar-23 | Dec-22 | Sep-22 | Jun-22 | ||||
T | T-1 | T-2 | T-3 | T-4 | ||||
Available capital (amounts) | ||||||||
1 | Core capital | 526,374,984,425 | 530,954,447,787 | 528,478,703,121 | 535,436,660,155 | 522,344,860,561 | ||
2 | Supplementary capital | 11,818,726,783 | 13,167,943,299 | 17,436,505,479 | 19,482,942,826 | 19,379,085,946 | ||
3 | Total capital | 538,193,711,208 | 544,122,391,086 | 545,915,208,600 | 554,919,602,981 | 541,723,946,507 | ||
Risk-weighted assets (amounts) | ||||||||
4 | Total risk-weighted assets (RWA) | 1,831,571,317,497 | 1,956,335,537,847 | 2,062,543,909,332 | 2,180,626,722,899 | 2,189,150,441,041 | ||
Risk-based capital ratios as a percentage of RWA | ||||||||
5 | Core capital ratio (%) | 28.74% | 27.14% | 25.62% | 24.55% | 23.86% | ||
6 | Total capital ratio (%) | 29.38% | 27.81% | 26.47% | 25.45% | 24.75% | ||
Capital buffer requirements as a percentage of | ||||||||
RWA | ||||||||
7 | Capital conservation buffer requirement (2.5%) | 2.50% | 2.50% | 2.50% | 2.50% | 2.50% | ||
8 | Countercyclical buffer requirement (%) | 0% | 0% | 0% | 0% | 0% | ||
9 | Systemic buffer (for DSIBs) (%) | 0.5% | 0.5% | 0.5% | 0.5% | 0.5% | ||
10 | Total of capital buffer requirements (%) | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | ||
(row 7 + row 8 + row 9) | ||||||||
11 | Core capital available after meeting the bank's | 25.74% | 24.14% | 22.62% | 21.55% | 20.86% | ||
minimum capital requirements (%) | ||||||||
Basel III leverage ratio | ||||||||
13 | Total Basel III leverage ratio exposure measure | 3,635,001,697,302 | 3,517,865,019,959 | 3,611,829,901,111 | 3,649,798,850,336 | 3,723,400,566,772 | ||
14 | Basel III leverage ratio (%) (row 1 / row 13) | 14.48% | 15.09% | 14.63% | 14.67% | 14.03% | ||
Liquidity Coverage Ratio | ||||||||
15 | Total high-quality liquid assets (HQLA) | 829,703,852,586 | 671,028,457,119 | 682,221,857,846 | 544,266,758,707 | 796,350,273,031 | ||
16 | Total net cash outflow | 273,312,153,628 | 190,440,842,678 | 251,327,130,030 | 236,083,768,494 | 237,531,505,290 | ||
17 | LCR (%) | 303.57% | 352.36% | 271.45% | 230.54% | 335.26% | ||
Net Stable Funding Ratio | ||||||||
18 | Total available stable funding | 2,914,246,920,909 | 2,809,496,427,531 | 2,859,179,352,623 | 2,856,728,385,397 | 2,958,463,354,574 | ||
19 | Total required stable funding | 1,116,534,109,397 | 1,228,556,081,060 | 1,226,218,108,458 | 1,334,642,342,890 | 1,404,935,455,561 | ||
20 | NSFR | 261.01% | 228.68% | 233.17% | 214.04% | 210.58% | ||
DIS03: Overview of RWA
a | b | c | |||
Minimum capital | |||||
RWA | requirements | ||||
Jun-23 | Mar-23 | Jun-23 |
- Credit risk (excluding counterparty credit risk)
- Counterparty credit risk (CCR)
- Market risk
- Operational risk
- Total (1 + 2 + 3 + 4)
1,593,511,171,392
62,032,969,786
22,512,973,262
153,514,203,057
1,831,571,317,497
1,720,754,203,749
49,762,471,235
30,490,370,247
155,328,492,617
1,956,335,537,847
191,221,340,567
7,443,956,374
2,701,556,791
18,421,704,367
219,788,558,100
DIS04 - Composition of regulatory capital | ||||||||||
Jun-23 | Mar-23 | |||||||||
Common Equity Tier 1 capital: instruments | ||||||||||
and reserves | ||||||||||
1 | Permanent shareholders equity (issued and | 120,000,000,000 | 120,000,000,000 | |||||||
fully paid-up common shares) | ||||||||||
2 | Share premium | 85,197,342,505 | 85,197,342,505 | |||||||
3 | Retained earnings | 381,824,992,898 | 381,824,992,898 | |||||||
4 | Net after tax profits current year-to date | 15,410,500,376 | 14,039,151,151 | |||||||
(50% only) | ||||||||||
5 | General reserves (permanent, | - | - | |||||||
unencumbered and able to absorb losses) | ||||||||||
6 | Tier 1 capital before regulatory adjustments | 602,432,835,779 | 601,061,486,554 | |||||||
Tier 1 capital: regulatory adjustments | ||||||||||
8 | Goodwill and other intangible assets | 16,791,557,813 | 18,326,477,439 | |||||||
9 | Current year's losses | - | - | |||||||
10 | investments | in | unconsolidated financial | - | - | |||||
subsidiaries | ||||||||||
12 | deficiencies in provisions for losses | - | - | |||||||
14 | Other deductions determined by the | 57,073,766,848 | 51,780,561,328 | |||||||
Central bank | ||||||||||
26 | Other deductions determined by the | 2,192,526,693 | - | |||||||
Central bank | ||||||||||
28 | Total regulatory adjustments to Tier 1 capital | 76,057,851,354 | 70,107,038,767 | |||||||
29 | Tier 1 capital | 526,374,984,425 | 530,954,447,787 | |||||||
Tier 2 capital: Supplementary capital | ||||||||||
46 | Revaluation reserves on fixed assets | - | - | |||||||
47 | Unencumbered general provisions for losses | 11,818,726,783 | 13,167,943,299 | |||||||
(not to exceed 1.25% of RWA) | ||||||||||
48 | Hybrid capital instruments | |||||||||
49 | Subordinated debt (not to exceed 50% of | - | - | |||||||
core capital subject to a discount factor) | ||||||||||
58 | Tier 2 capital | 11,818,726,783 | 13,167,943,299 | |||||||
59 | Total regulatory capital (= Tier 1 + Tier2) | 538,193,711,208 | 544,122,391,086 | |||||||
60 | Total risk-weighted assets | 1,831,571,317,497 | 1,956,335,537,847 | |||||||
Capital adequacy ratios and buffers | ||||||||||
61 | Tier 1 capital (as a percentage of risk- | 28.74% | 27.14% | |||||||
weighted assets) | ||||||||||
63 | Total capital (as a percentage of risk- | 29.38% | 27.81% | |||||||
weighted assets) | ||||||||||
Total Institution-specific buffer requirement | ||||||||||
(capital | conservation | buffer | plus | |||||||
64 | countercyclical | buffer requirements plus | 2.50% | 2.50% | ||||||
systemic buffer, expressed as a percentage | ||||||||||
of risk-weighted assets) | ||||||||||
65 | Of | which: | capital conservation | buffer | 2.50% | 2.50% | ||||
requirement | ||||||||||
66 | Of | which: | countercyclical | buffer | 0 | 0 | ||||
requirement | ||||||||||
67 | Of which: bank specific systemic buffer | 0 | 0 | |||||||
requirement | ||||||||||
Tier 1 capital (as a percentage of risk- | ||||||||||
68 | weighted assets) available after meeting | 26.24% | 24.64% | |||||||
the bank's minimum capital requirements | ||||||||||
Minimum statutory ratio requirements | ||||||||||
70 | Tier 1 capital adequacy ratio | 10.50% | 10.50% | |||||||
71 | Total capital adequacy ratio | 14.50% | 14.50% | |||||||
DIS05: Asset Quality
Frequency: Semi-annual.
a | b | d | e | f | g | ||||
Provisions as per | Interest in suspense | Net | |||||||
Gross carrying values of | FIA2004/MDIA2003 | ||||||||
values (FIA/MDIA) | |||||||||
(a+b-d-e) | |||||||||
Defaulted exposures | Non-defaulted exposures | Specific | General | ||||||
1 | Loans and | 189,633,497,992 | 1,073,821,437,911.21 | 50,229,349,523 | 31,352,908,120 | 1,181,872,678,261 | |||
advances | |||||||||
2 | Debt | - | |||||||
Securities | |||||||||
Off-balance | |||||||||
3 | sheet | 325,128,170,650 | 325,128,170,650 | ||||||
exposures | |||||||||
4 Total
189,633,497,992
1,398,949,608,562
50,229,349,523
-
31,352,908,120
1,507,000,848,911
DIS06: Changes in stock of defaulted loans and debt securities | ||||||
Frequency: Semiannual. | ||||||
Jun-23 | Dec-22 | |||||
Defaulted loans & advances, debt securities and | ||||||
1 | off balance sheet exposures at end of the | 107,679,135,499 | 269,350,946,132 | |||
previous reporting period | ||||||
2 | Loans and debt securities that have defaulted | 133,784,310,519 | 45,502,584,851 | |||
since the last reporting period | ||||||
3 | Returned to non-defaulted status | (1,036,865,872) | (11,405,945,345) | |||
4 | Amounts written off | (50,793,082,153) | (195,768,450,140) | |||
5 | Other changes | |||||
Defaulted loans & advances, debt securities and | ||||||
6 | off balance sheet exposures at end of the | 189,633,497,992 | 107,679,135,499 | |||
reporting period | ||||||
(1+2-3-4+5) |
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dfcu Ltd. published this content on 04 August 2023 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 07 August 2023 09:10:30 UTC.