[xls]basel ii & qprs form web viewdc_sheet22_d117 dc_sheet22_d118 dc_sheet22_d119 dc_sheet22_d12...
TRANSCRIPT
![Page 1: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/1.jpg)
000. Cover Sheet
BASEL II AND GENERAL PRUDENTIAL RETURNS DECLARATION SHEET
Template Release Version 1.6
A. FILING INFORMATION
Institution NameLicence NumberStatusQuarter End #VALUE!Fiscal Year EndTypeName of Person Authorising ReturnsPosition
B. CREDIT RISK DECLARATION
Methodology selected for Counterparty Credit Risk
C. OPERATIONAL RISK DECLARATION
Methodology selected for Operational Risk
D. MARKET RISK DECLARATION
Trading BookMethodology selected for Interest Rate RiskMethodology selected for CommoditiesMethodology selected for Options
D.1 Interest Rate Risk - Selection of Currencies
Currency 1
D.2 Equity Position Risk - Selection of Markets
Market 1
D.3 Commodity Risk - Selection of Commodities
Commodity 1
D.4 Foreign Exchange Risk - Selection of Currencies
Gold (oz.) XAU #N/A
Currency 1
Methodology selected for Credit Risk Mitigation in the Banking Book
![Page 2: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/2.jpg)
000. Cover Sheet
![Page 3: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/3.jpg)
000. Cover Sheet
![Page 4: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/4.jpg)
000. Cover Sheet
![Page 5: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/5.jpg)
002. Capital Constituents
CAPITAL CONSTITUENTSAmounts in US dollars to the nearest thousand, omitting $000sA. Tier 1 Capital
Paid up capitalDisclosed reserves
Share premiumRetained earningsCurrent year's earnings (audited)General reservesForeign currency translation adjustment
Paid-up perpetual non-cumulative preference sharesEligible innovative instrumentsMinority interest Other Tier 1 Capital
Total Tier 1 Capital A
B. Deductions from Tier 1 CapitalGoodwillIntangible assetsIncrease in equity capital resulting from a securitisation exposure 50/50 pro rata basis deductionUnrealised Losses on AFS Equity SecuritiesOther Tier 1 Deductions
Total Deductions from Tier 1 Capital BNet Tier 1 Capital C= A-B
C. Tier 2 CapitalPerpetual cumulative preference sharesPerpetual cumulative subordinated debtExcess on innovative instrumentsGeneral provisions
Unrealised gains on long term holdings of equity securitiesInvestments in significant investments/joint ventures/subsidiaries
Other upper tier 2 instrumentsTotal Upper Tier 2 Instruments D
Term subordinated debtLimited life preference sharesOther lower tier 2 instrumentsTotal Lower Tier 2 Instruments ETotal Tier 2 Instruments F=D+E
D. Deductions from Tier 2 Capital50/50 pro rata basis deductionOther tier 2 deductions
Total Deductions from Tier 2 Capital G
Net Tier 2 Capital H=F-G
Total Net Tier 1 and Net Tier 2 Capital I=C+H
Asset revaluation reserves*1
![Page 6: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/6.jpg)
002. Capital Constituents
CAPITAL CONSTITUENTSAmounts in US dollars to the nearest thousand, omitting $000s
Fully paid, unsecured subordinated debt J
Available Capital Base K=I+J
F. Deductions from Tier 1 and Tier 2 capital (50/50 pro rata basis)Off-balance sheet itemsSecurities financing transactionsUnsettled non-DvP transactionsInvestments in unconsolidated banking and financial subsidiariesSignificant minority interests in other financial institutionsReciprocal holdings of other banks' capitalInvestments in other banks that exceed the 20% thresholdInvestments in commercial entities that exceed respective thresholdAll deductions relating to securitisationsOther
Total Deductions from Tier 1 and Tier 2 Capital
E. Tier 3 capital*2
*1 Is relevant to those banks whose balance sheets traditionally include very substantial amounts of equities held in their portfolio at historic cost.
*2 The eligibility of Tier 3 capital is based on the market risk capital requirement. The calculation for the eligibility of Tier 3 capital is shown in Capital Ratios
![Page 7: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/7.jpg)
003. RWA
RISK WEIGHTED ASSETSAmounts in US dollars to the nearest thousand, omitting $000s
A. CREDIT RISK Capital Requirements RWA
TOTAL BALANCE SHEET ITEMSOff-Balance Sheet ItemsCounterparty Credit RiskUnsettled TransactionsSecuritisationsTOTAL CREDIT RISK
B. OPERATIONAL RISK Basic Indicator Approach
Standardised Approach
Alternative Standardised Approach
TOTAL OPERATIONAL RISK
C. MARKET RISKFX & GoldCommodities
Interest Rate Risk Maturity Method
Interest Rate Risk Duration Method
Equities
Correlation Trading Portfolio
TOTAL MARKET RISK
TOTAL RWA
A. Cash ItemsB. Claims on SovereignsC. Claims on Non Central Government Public Sector Entities (PSEs)D. Claims on Multilateral Development Banks (MDBs)E. Claims on Banks and Security FirmsF. Claims on Corporates and Security FirmsG. Claims on Short Term Issue SpecificH. Claims on Retail PortfolioI. Claims secured by Residential PropertyJ. Claims secured by Commercial Real EstateK. Claims secured on Higher Risk Categories & Other AssetsL. Past Due Exposures
![Page 8: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/8.jpg)
004. CR-On Balance Sheet
CREDIT RISK - STANDARDISED APPROACH BALANCE SHEET ITEMSAmounts in US dollars to the nearest thousand, omitting $000s
A. Cash Items
Risk Weights
(a) (b) ( c) = (a*b)
Cash and Cash Equivalents 0.0%Gold Bullion 0.0%Receivable Funds from DvP Transactions 0.0%Cheques and Other Items in Process of Collection 20.0%Sub-total
Before CRM CRM Adjustments
Gross Exposure After CRM Risk Weight Risk Weighted Assets
(d) (e) (f) (g) (h) (i) = (e+f+g+h) (j) (k) = (i*j) B. Claims on Sovereigns
Risk Weights
AAA to AA- / Aaa to Aa3 0.0% 0%A+ to A- / A1 to A3 20.0% 20%BBB+ to BBB- / Baa1 to Baa3 50.0% 50%BB+ to BB- / Ba1 to Ba3 100.0% 100%B+ to B-/B1 to B3 100.0% 100%Below B- / Below B3 150.0% 150%Unrated exposures 100.0% 100%Sub-total Sum to zero Sum to zero
C. Claims on Non Central Government Public Sector Entities (PSEs)
Risk Weights
AAA to AA- / Aaa to Aa3 20.0% 20%A+ to A- / A1 to A3 50.0% 50%BBB+ to BBB- / Baa1 to Baa3 100.0% 100%BB+ to BB- / Ba1 to Ba3 100.0% 100%B+ to B-/B1 to B3 100.0% 100%Below B- / Below B3 150.0% 150%Unrated exposures 100.0% 100%PSEs eligible for 0% risk weight 0.0% 0%Sub-total Sum to zero Sum to zero
D. Claims on Multilateral Development Banks (MDBs)
Risk Weights
AAA to AA- / Aaa to Aa3 20.0% 20%A+ to A- / A1 to A3 50.0% 50%BBB+ to BBB- / Baa1 to Baa3 50.0% 50%BB+ to BB- / Ba1 to Ba3 100.0% 100%B+ to B-/B1 to B3 100.0% 100%Below B- / Below B3 150.0% 150%Unrated exposures 50.0% 50%MDBs eligible for 0% risk weight 0.0% 0%Sub-total Sum to zero Sum to zero
Notional or Principal Amount Risk Weighted Assets
Exposures Net of Specific Provisions
Redistribution of Net Exposures for
Guarantees and Credit Derivatives
Redistribution of Net Exposure for Collateral
(Simple Approach)
Adjustments to Net Exposure for Collateral
(Comprehensive Approach)
Sovereigns Ratings issued by Standard & Poors and Fitch Ratings / Moodys Investors Service
PSEs Ratings issued by Standard & Poors and Fitch Ratings / Moodys Investors Service
MDBs Ratings issued by Standard & Poors and Fitch Ratings / Moodys Investors Service
![Page 9: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/9.jpg)
004. CR-On Balance Sheet
CREDIT RISK - STANDARDISED APPROACH BALANCE SHEET ITEMSAmounts in US dollars to the nearest thousand, omitting $000s
E. Claims on Banks and Security Firms*
Risk Weights
0%AAA to AA- / Aaa to Aa3 20.0% 20%A+ to A- / A1 to A3 50.0% 50%BBB+ to BBB- / Baa1 to Baa3 50.0% 50%BB+ to BB- / Ba1 to Ba3 100.0% 100%B+ to B-/B1 to B3 100.0% 100%Below B- / Below B3 150.0% 150%Unrated exposures 50.0% 50%Sub-total Sum to zero Sum to zero
E 1. Short Term Claims
Risk Weights
0%AAA to AA- / Aaa to Aa3 20.0% 20%A+ to A- / A1 to A3 20.0% 20%BBB+ to BBB- / Baa1 to Baa3 20.0% 20%BB+ to BB- / Ba1 to Ba3 50.0% 50%B+ to B-/B1 to B3 50.0% 50%
100%Below B- / Below B- 150.0% 150%Unrated exposures 20.0% 20%Sub-total Sum to zero Sum to zero
Total Claims on Banks and Security Firms
F. Claims on Corporates and Security Firms*
Risk Weights
0%AAA to AA- / Aaa to Aa3 20% 20%A+ to A- / A1 to A3 50% 50%BBB+ to BBB- / Baa1 to Baa3 100% 100%BB+ to BB- / Ba1 to Ba3 100% 100%B+ to B-/B1 to B3 150% 150%Below B- / Below B3 150% 150%Unrated exposures 100% 100%All exposures rated at 100% 100% 100%Sub-total Sum to zero Sum to zero
G Short Term Issue Specific
Risk Weights
0%A-1 / F-1 / P-1 20% 20%A-2 / F-2 / P-2 50% 50%A-3 / F-3 / P-3 100% 100%Others 150% 150%Sub-total Sum to zero Sum to zero
H. Claims on Retail Portfolio
Rated exposure0%20%50%
Risk Weight 75% 75% Risk Weight 100% 100%
150%Sub-total Sum to zero Sum to zero
I. Claims secured by Residential Property
Rated exposure0%20%
Risk Weight 35% 35% Risk Weight 50% 50% Risk Weight 75% 75%
100%Sub-total Sum to zero Sum to zero
Banks and Security Firms Ratings issued by Standard & Poors and Fitch Ratings / Moodys
Investors Service
Short Term Ratings issued by Standard & Poors and Fitch Ratings / Moodys Investors Service
Corporates and Security Firms Ratings issued by Standard & Poors and Fitch Ratings / Moodys
Investors Service
Short Term issue Specific Ratings issued by Standard & Poors / Fitch Ratings / Moodys
Investors Service
![Page 10: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/10.jpg)
004. CR-On Balance Sheet
CREDIT RISK - STANDARDISED APPROACH BALANCE SHEET ITEMSAmounts in US dollars to the nearest thousand, omitting $000s
J. Claims secured by Commercial Real Estate
Rated exposure0%20%50%
Risk Weight 100% 100%150%
Sub-total Sum to zero Sum to zero
K. Claims on Higher Risk Assets & Other Assets
Rated exposure Risk Weight 0% 0% Risk Weight 20% 20%
50% Risk Weight 100% 100% Risk Weight 150% 150%Sub-total Sum to zero Sum to zero
L. Past Due Loans
Excluding Residential Mortgages Risk Weight 0% 0% Risk Weight 20% 20% Risk Weight 35% 35% Risk Weight 50% 50% Risk Weight 75% 75% Risk Weight 100% 100% Risk Weight 150% 150%Sub-total Sum to zero Sum to zero
Residential Mortgages Risk Weight 100% 100%Sub-total Sum to zero Sum to zero
Total Claims on Past Due Exposures
Total
*Claims on securities firms may be treated as claims on banks provided these firms are subject to supervisory and regulatory arrangements comparable to those under the Basel II Framework. In particular, risk-based capital requirements. That is, capital requirements that are comparable to those applied to banks in the Basel II Framework. This is where the meaning of the word “comparable” is that the securities firm (but not necessarily its parent) is subject to consolidated regulation and supervision with respect to any downstream affiliates. Otherwise such claims would follow the rules for claims on corporates.
![Page 11: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/11.jpg)
DRAFT
010. MR-Data IRR
DATA FOR INTEREST RATE RISKAmounts in US dollars to the nearest thousand, omitting $000s
A. LONG POSITIONS IN FIXED AND FLOATING RATE DEBT SECURITIES
ISIN / CUSIP Code Category Coupon Type Issuer Issuer's Country Currency Coupon Rate/Discount Reference Rate Payment Interval Modified Duration Purchase Price Spot Price Yield to maturity Source Number of Positions Market Value Market Value in USD Embedded Options Custodian Risk Ratings
Long Long Long Rating
B. SHORT POSITIONS IN FIXED AND FLOATING RATE DEBT SECURITIES
ISIN / CUSIP Code Category Coupon Type Issuer Issuer's Country Currency Coupon Rate/Discount Reference rate Payment Interval Modified Duration Short Sale Price Spot Price Yield to maturity Source Number of Positions Market Value Market Value in USD Embedded Options Risk Ratings Short Short Short Rating Rating Agency
C. FORWARDS AND FUTURES ON DEBT SECURITIES
Details on Futures / Forwards Details on Debt Securities
Position Counterparty Contract Price ISIN / CUSIP Code Category Coupon Type Issuer Issuer's Country Currency Coupon Rate/Discount Reference Rate Payment Interval Modified Duration Spot Price Yield to maturity Source Number of Positions Market Value Market Value in USD
D. FORWARD RATE AGREEMENTS
Position Long Notional Position Short Notional Position Currency FRA Contract Rate Reference rate Counterparty Gains or Losses
E. INTEREST RATE FUTURES
Position Long Notional Position Short Notional Position Currency Contract Rate Reference rate Type / Underlying Gains or Losses
F. INTEREST RATE SWAPS AND CROSS CURRENCY SWAPS
Repricing CounterpartyPaying Leg Receiving Leg
Gains or LossesCoupon Type Interest Rate Reference Rate Currency Notional Notional in USD Modified Duration Coupon Type Interest Rate Reference Rate Currency Notional Notional in USD Modified Duration
G. OPTIONS
G.1. Simplified Approach
Position in Option ISIN / CUSIP Code Category Issuer Currency Market Value of UnderlyingNotional Specific Risk Charge
Source Counterparty Option Type Strike Price Premium Market Value of the Option Cash Position Capital Requirement% Charge Charge
G.2. Delta-Plus Method
Position in Option ISIN / CUSIP Code Issuer Position of Underlying Currency of Underlying Market Value of Underlying Delta
Specific Risk General Market Risk
Source Counterparty Gamma VU Gamma Impact Vega Vega ImpactCategory Rating Modified Duration
H. OTHER EXPOSURES CONTRIBUTING TO THE CALCULATION OF INTEREST RATE RISK
Description Position Currency Market Value in USD
Specific Risk General Market Risk
NotesCategory Rating Modified Duration
Maturity Date (dd/mm/yyyy)
Next Coupon Date (dd/mm/yyyy)
Last Trade Date (dd/mm/yyyy)
Maturity Date (dd/mm/yyyy)
Next Coupon Date (dd/mm/yyyy)
Buy Back Date dd/mm/yy
Future / Forward Maturity Date (dd/mm/yyyy)
Modified Duration of the Future/Forward
Maturity Date (dd/mm/yyyy)
Next Coupon Date (dd/mm/yyyy)
Long Notional Position in USD
Modified Duration of Long Notional Position
Short Notional Position in USD
Modified Duration of Short Notional Position
Settlement Date (dd/mm/yyyy)
Maturity Date* (dd/mm/yyyy)
Long Notional Position in USD
Modified Duration of Long Notional Position
Short Notional Position in USD
Modified Duration of Short Notional Position
Expiry Date (dd/mm/yyyy)
Maturity Date** (dd/mm/yyyy)
Next Reset Date (dd/mm/yyyy)
Maturity Date (dd/mm/yyyy)
Market Value of Underlying in USD
Notional General Market Risk Charge
Amount the Option is in the Money
Market Value of Underlying in USD
Delta Adjusted Market Value (USD) Residual Term to Final
MaturityMaturity Time-Band: Coupon < 3%
(or >=3%)
Residual Term to Final Maturity
Maturity Time-Band: Coupon < 3%
(or >=3%)
The 'Maturity Date' for FRA's is the settlement date added to the maturity of the underlyingThe 'Maturity Date' for Interest Rate Futures is the expiry date added to the maturity of the underlying
![Page 12: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/12.jpg)
DRAFT
010. MR-Data IRR
Risk Ratings
Rating Agency
Details on Debt Securities
Embedded Options Risk Ratings Rating Agency
![Page 13: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/13.jpg)
DRAFT
011. MR-Data Equity
DATA FOR EQUITY RISKAmounts in US dollars to the nearest thousand, omitting $000s
A. LONG POSITIONS IN EQUITIES
ISIN / CUSIP Code Issuer Market Currency Price per Share / Unit Market Value Market Value in USD Source Custodian Specific Risk Charge
% Charge Charge
B. SHORT POSITIONS IN EQUITIES
ISIN / CUSIP Code Issuer Market Currency Price per Share / Unit Market Value Market Value in USD Source Specific Risk Charge
% Charge Charge
C. FUTURES AND FORWARDS
Details on Futures / Forwards Details on Equities
Position Counterparty Contract Price ISIN / CUSIP Code Issuer Market Currency Price per Share / Unit Market Value Market Value in USD Source Specific Risk
% Charge Charge
D. EQUITY SWAPS
Repricing Counterparty
Paying Leg Receiving Leg
ISIN / CUSIP Code Issuer Market Currency Price per Share / Unit Market Value Market Value in USD Source Specific Risk
ISIN / CUSIP Code Issuer Market Currency Price per Share / Unit Market Value Market Value in USD Source % Charge Charge
E. EQUITY OPTIONS
E.1. Simplified Approach
Position in OptionNotional
Initial Date (dd/mm/yyyy) Counterparty Option Type Strike Price Premium Cash Position Capital RequirementISIN / CUSIP Code Type of Equity Security Issuer Market Currency Spot Price per Unit Number of Shares / Units Market Value Market Value in USD Source
Specific Risk Charge
% Charge Charge
E.2. Delta-Plus Method
Position in Option ISIN / CUSIP Code Type of Equity Security Issuer Position of Underlying Market Currency DeltaSpecific Risk Charge
Source Counterparty Gamma VU Gamma Impact Vega Vega Impact% Charge Charge
F. OTHER EXPOSURES CONTRIBUTING TO THE CALCULATION OF EQUITY POSITION RISK
Description Position National Market Market Value in USDSpecific Risk
Notes% Charge Charge
Type of Equity Security
Last Acquisition Date (dd/mm/yyyy)
Number of Shares / Units
General Market Risk Charge
Type of Equity Security
Last Transaction Date (dd/mm/yyyy)
Number of Shares / Units
General Market Risk Charge
Future / Forward Maturity Date (dd/mm/yyyy)
Type of Equity Security
Number of Shares / Units
General Market Risk Charge
Next Reset Date (dd/mm/yyyy)
Maturity Date (dd/mm/yyyy) Type of Equity
Security Number of Shares /
UnitsGeneral Market Risk
ChargeType of Equity
Security Number of Shares /
Units
Maturity Date (dd/mm/yyyy)
Amount the Option is in the Money Market Value of the OptionGeneral Market Risk
Charge
Market Value of Underlying
Market Value of Underlying in USD
Delta Adjusted Market Value (USD)
General Market Risk Charge
General Market Risk Charge
![Page 14: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/14.jpg)
DRAFT
011. MR-Data Equity
Receiving LegSpecific Risk
% Charge ChargeGeneral Market Risk
Charge
![Page 15: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/15.jpg)
012. MR-Data Comm
DATA FOR COMMODITY RISKAmounts in US dollars to the nearest thousand, omitting $000s
A. LONG POSITIONS IN COMMODITIES
Commodity Number of Units Price per Unit in USD Market Value in USD Source
B. SHORT POSITIONS IN COMMODITIES
Commodity Number of Units Price per Unit in USD Market Value in USD Source
C. FUTURES AND FORWARDS
Details on Futures / Forwards Details on Commodities
Position Counterparty Contract Price Commodity Number of Units Price per Unit in USD Market Value in USD Source
D. COMMODITY SWAPS
Repricing Counterparty
Paying Leg Receiving Leg
Commodity Number of Units Price per Unit in USD Market Value in USD Source Commodity Number of Units Price per Unit in USD
E. COMMODITIES OPTIONS
E.1. Simplified Approach
PositionNotional
Source Counterparty Option Type Strike Price Premium Market Value of the OptionCommodity Number of Units Price per Unit in USD Market Value in USD
E.2. Delta-Plus Approach
Position in Option Position of Underlying Commodity Delta Source Counterparty Gamma VU Gamma Impact Vega Vega Impact
Standard Unit of Measurement
Last Acquisition Date (dd/mm/yyyy)
Standard Unit of Measurement
Last Acquisition Date (dd/mm/yyyy)
Future / Forward Maturity Date (dd/mm/yyyy)
Standard Unit of Measurement
Last Acquisition Date (dd/mm/yyyy)
Next Reset Date (dd/mm/yyyy)
Maturity Date (dd/mm/yyyy) Standard Unit of
MeasurementStandard Unit of
Measurement
Amount the Option is in the MoneyStandard Unit of
MeasurementGeneral Market Risk
Charge
Market Value of Underlying in USD
Delta Adjusted Market Value (USD)
Maturity Ladder Time-band
![Page 16: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/16.jpg)
012. MR-Data Comm
Receiving Leg
Market Value in USD Source
Cash Position Capital Requirement
![Page 17: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/17.jpg)
DRAFT
013. MR-IRR Maturity Result
RESULTS FOR INTEREST RATE RISKMATURITY METHODAmounts in US dollars to the nearest thousand, omitting $000s
A. Specific Risk
Categories External Credit AssessmentSpecific Risk
Weighting Factors
Government
AAA to AA- 0.00%0.25% 0 ≤ 6 months
A+ to BBB- 1.00% > 6 ≤ 24 months1.60% > 24 months
BB+ to B- 8.00%Below B- 12.00%Unrated 8.00%
Qualifying0.25% 0 ≤ 6 months1.00% > 6 ≤ 24 months1.60% > 24 months
OtherBB+ to BB- 8.00%Below BB- 12.00%Unrated 8.00%
Total
B. General Market Risk
0
Zone Bands Individual Net Positions Weighting Factors Weighted Net Positions Netted Positions
Coupon 3% or more Coupon less than 3% Long Short Long Short Matched Long Short
Zone
1 0 ≤ 1 month 0 ≤ 1 month 0.00%> 1 ≤ 3 months > 1 ≤ 3 months 0.20%> 3 ≤ 6 months > 3 ≤ 6 months 0.40%> 6 ≤ 12 months > 6 ≤ 12 months 0.70%
Zone
2 > 1.0 ≤ 2.0 years > 1.0 ≤ 1.9 years 1.25%> 2.0 ≤ 3.0 years > 1.9 ≤ 2.8 years 1.75%> 3.0 ≤ 4.0 years > 2.8 ≤ 3.6 years 2.25%
Zone
3
> 4.0 ≤ 5.0 years > 3.6 ≤ 4.3 years 2.75%> 5.0 ≤ 7.0 years > 4.3 ≤ 5.7 years 3.25%
> 7.0 ≤ 10.0 years > 5.7 ≤ 7.3 years 3.75%> 10.0 ≤ 15.0 years > 7.3 ≤ 9.3 years 4.50%> 15.0 ≤ 20.0 years > 9.3 ≤ 10.6 years 5.25%
> 20.0 years > 10.6 ≤ 12.0 years 6.00%> 12.0 ≤ 20.0 years 8.00%
> 20.0 years 12.50%
a b c
Calculation of General Market Risk
1 Net long or short position in the trading book (ABS (A-B))d
2 Vertical Disallowance Weights10%
e3 First Round of Horizontal Offsetting
Zones WeightsIn Zone 1 40%In Zone 2 30%In Zone 3 30%
First Round of Horizontal Offsettingf
4 Second Round of Horizontal Offsetting
Zones Long ShortUnmatched Position Zone 1Unmatched Position Zone 2Unmatched Position Zone 3
Zones WeightsBetween zones 1&2 and 2&3 40%Between zones 1 & 3 100%Second Round of Horizontal Offsetting
g
5 Total Capital Requirement (d+e+f+g)
Total General Market Risk Capital Requirement Across All Currencies
C. Options - Simplified Approach D. Options -Delta-Plus Approach E. Options - Scenario Approach Gamma and Vega Impacts
Currencies Options - Simplified Approach Currencies Gamma Impact Vega Impact Currencies
0 0 0Total Total Total
F. Total Market Risk Capital Requirement
Market Value in USD
Specific Risk Capital ChargeResidual Term to
Final Maturity
Positions Matched by Bands
Residual Unmatched Positions
Positions Matched by Bands
Disallowance Charge
Matched Weighted Positions
Disallowance Charge
Matched Weighted Positions
Disallowance Charge
Options - Scenario Approach
![Page 18: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/18.jpg)
DRAFT
014. MR-IRR Duration Result
RESULTS FOR INTEREST RATE RISKDURATION METHODAmounts in US dollars to the nearest thousand, omitting $000s
A. Specific Risk
Categories External Credit AssessmentSpecific Risk
Weighting factors
Government
AAA to AA- 0.00%0.25% 0 ≤ 6 months
A+ to BBB- 1.00% > 6 ≤ 24 months1.60% > 24 months
BB+ to B- 8.00%Below B- 12.00%Unrated 8.00%
Qualifying0.25% 0 ≤ 6 months1.00% > 6 ≤ 24 months1.60% > 24 months
OtherBB+ to BB- 8.00%Below BB- 12.00%Unrated 8.00%
Total
B. General Market Risk
0
Zone Bands Net Positions * Modified Duration Weighted Net Positions Netted Positions
Long Short Long Short Matched Long Short
Zone
1 0 ≤ 1 month 1.00%> 1 ≤ 3 months 1.00%> 3 ≤ 6 months 1.00%> 6 ≤ 12 months 1.00%
Zone
2 > 1.0 ≤ 1.9 years 0.90%> 1.9 ≤ 2.8 years 0.80%> 2.8 ≤ 3.6 years 0.75%
Zone
3
> 3.6 ≤ 4.3 years 0.75%> 4.3 ≤ 5.7 years 0.70%> 5.7 ≤ 7.3 years 0.65%> 7.3 ≤ 9.3 years 0.60%
> 9.3 ≤ 10.6 years 0.60%> 10.6 ≤ 12.0 years 0.60%> 12.0 ≤ 20.0 years 0.60%
> 20.0 years 0.60%
a b c
Calculation of General Market Risk
1 Net long or short position in the trading book (ABS (A-B))d
2 Vertical Disallowance Weights
5%e
3 First Round of Horizontal Offsetting
Zones Weights
In Zone 1 40%In Zone 2 30%In Zone 3 30%
First Round of Horizontal Offsettingf
4 Second Round of Horizontal Offsetting
Zones Long ShortUnmatched Position Zone 1Unmatched Position Zone 2Unmatched Position Zone 3
Zones Weights
Between zones 1&2 and 2&3 40%Between zones 1 & 3 100%Second Round of Horizontal Offsetting
g
5 Total Capital Requirement (d+e+f+g)
Total General Market Risk Capital Requirement Across All Currencies
C. Options - Simplified Approach D. Options -Delta-Plus Approach E. Options - Scenario Approach Gamma and Vega Impacts
Currencies Options - Simplified Approach Currencies Gamma Impact Vega Impact Currencies
0 0 0Total Total Total
F. Total Market Risk Capital Requirement
Market Value in USD
Specific Risk Capital ChargeResidual Term to
Final Maturity
Assumed change in yield
Positions Matched by Bands
Residual Unmatched Positions
Positions Matched by Bands
Disallowance Charge
Matched Weighted Positions
Disallowance Charge
Matched Weighted Positions
Disallowance Charge
Options - Scenario Approach
![Page 19: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/19.jpg)
DRAFT
015. MR-Equity Result
RESULTS FOR EQUITY POSITION RISKAmounts in US dollars to the nearest thousand, omitting $000s
A. Specific Risk
National MarketLong Positions Short Positions
Capital RequirementSpot Position Forwards and Futures Swaps Other Total Spot Position Forwards and Futures Swaps Other Total
0Total
B. General Market Risk
National MarketLong Positions Short Positions
Capital RequirementSpot Position Forwards and Futures Swaps Other Total Spot Position Forwards and Futures Swaps Other Total
0Total
C. Options - Simplified Approach D. Options -Delta-Plus Approach E. Options - Scenario Approach Gamma and Vega Impacts
National Market National Market Gamma Impact Vega Impact National Market
0 0 0Total Total Total
F. Total Market Risk Capital Requirement for Equity Position Risk
Options - Delta Adjusted Positions (1)
Options - Delta Adjusted Positions (1)
Options - Delta Adjusted Positions (1)
Options - Delta Adjusted Positions (1)
Options - Simplified Approach
Options - Scenario Approach
![Page 20: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/20.jpg)
016. MR-Commodities Results
RESULTS FOR COMMODITY RISKAmounts in US dollars to the nearest thousand, omitting $000s
A. Summary of Positions
CommoditiesLong Positions Short Positions
Spot Position Forwards and Futures Swaps Other Total Spot Position Forwards and Futures Swaps Other Total
0Total
B. Simplified Approach
Commodities Long position Short Position Absolute Net Open Positions Risk Charge for Net Positions
0 15% 3%Total
C. Maturity Ladder Approach
0
Time-bandsPositions
Matched PositionsCarry-Forwards Carry-Forwards Matched Against Later Time-bands
Long Short Long Short > 1 ≤ 3 months > 3 ≤ 6 months > 6 ≤ 12 months > 1 ≤ 2 years > 2 ≤ 3 years over 3 years0 ≤ 1 month
> 1 ≤ 3 months> 3 ≤ 6 months
> 6 ≤ 12 months> 1 ≤ 2 years> 2 ≤ 3 yearsover 3 years
Total
Total Capital Requirement Across All Commodities
D. Options - Simplified Approach E. Options -Delta-Plus Approach F. Options - Scenario Approach Gamma and Vega Impacts
Commodity Commodity Gamma Impact Vega Impact Commodity
0 0 0Total Total Total
G. Total Market Risk Capital Requirement for Commodity Risk
Options - Delta Adjusted Positions (1)
Options - Delta Adjusted Positions (1)
Risk Charge for Net Positions
Capital Requirement for Net Positions
Absolute Gross Position (B)
Capital Requirement for Gross Positions
Market Risk Capital Requirement
Surcharge for Carrying Forward
Options - Simplified Approach
Options - Scenario Approach
![Page 21: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/21.jpg)
016. MR-Commodities Results
0
Total Matched Positions Spread RateRemaining Unmatched Positions
Total Capital Requirement Long Short
1.50%1.50%1.50%
1.50%1.50%1.50%1.50%
Capital Requirement for Matched Positions
Capital Requirement for Unmatched Positions
![Page 22: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/22.jpg)
017. MR-FX Result
RESULTS FOR FOREIGN EXCHANGE RISKAmounts in US dollars to the nearest thousand, omitting $000s
A. Summary of Positions
Gold 0Long Short Long Short
Spot PositionForward PositionGuaranteesFuture Income / ExpensesProfit or Losses in Foreign CurrenciesDelta Based Equivalent PositionOtherTotalNet Long or Short Position
B. Capital Charge Calculation
Net Open Position in GoldTotal
Risk Charge 8%
Capital Requirement
C. Options - Simplified Approach D. Options -Delta-Plus Approach E. Options - Scenario Approach Gamma and Vega Impacts
Currencies Currencies Gamma Impact Vega Impact Currencies
Gold Gold Gold0 0 0Total Total Total
F. Total General Market Risk Capital Requirement for Foreign Exchange Risk
Sum of Net Long Positions in Foreign CurrenciesSum of Net Short Positions in Foreign CurrenciesHigher of aggregate net short/long open positions
Options - Simplified Approach
Options - Scenario Approach
![Page 23: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/23.jpg)
050. QPR-Statement of Fin Pos
QPR-STATEMENT OF FINANCIAL POSITIONAmounts in US dollars to the nearest thousand, omitting $000s
ASSETS
1 CASH ITEMS Resident Non-Resident % of Legal Entity Section Total 1.1 Cash1.2 Gold and bullion1.3 Cash items in process of collection1.4 Deposit balances with and CDs issued by banking institutions: - -
1.4.1 Group Bank - Parent, Branch, Subsidiary or Affiliate1.4.2 Group non-bank entities1.4.3 Other Banks
1.5 Due from financial institutions1.6 TOTAL - - -
2 FINANCIAL ASSETS AT FAIR VALUE THROUGH PROFIT AND LOSS Resident Non-Resident % of Legal Entity Section Total 2.1 Sovereigns and Central Banks2.2 Non Central Government Public Sector Entities (PSEs)2.3 Multilateral Development Banks (MDBs)2.4 Group Bank - Parent, Branch, Subsidiary or Affiliate2.5 Group non-bank entities2.6 Other Banks2.7 Non-Financial Corporations -Industrial & commercial private sector2.8 Other Financial Corporations - Financial intermediaries & auxiliaries2.9 Other Financial Corporations - Securities Firms2.10 TOTAL - - -
3 INVESTMENTS - Held-to-Maturity Resident Non-Resident % of Legal Entity Section Total 3.1 Sovereigns and Central Banks3.2 Non Central Government Public Sector Entities (PSEs)3.3 Multilateral Development Banks (MDBs)3.4 Group Bank - Parent, Branch, Subsidiary or Affiliate3.5 Group non-bank entities3.6 Other Banks3.7 Non-Financial Corporations -Industrial & commercial private sector3.8 Other Financial Corporations - Financial intermediaries & auxiliaries3.9 Other Financial Corporations - Securities Firms3.10 TOTAL - - -
4 INVESTMENTS -Available-for-sale Resident Non-Resident % of Legal Entity Section Total 4.1 Sovereigns and Central Banks4.2 Non Central Government Public Sector Entities (PSEs)4.3 Multilateral Development Banks (MDBs)4.4 Group Bank - Parent, Branch, Subsidiary or Affiliate4.5 Group non-bank entities4.6 Other Banks4.7 Non-Financial Corporations -Industrial & commercial private sector4.8 Other Financial Corporations - Financial intermediaries & auxiliaries4.9 Other Financial Corporations - Securities Firms4.10 TOTAL - - -
5 OTHER INVESTMENTS Resident Non-Resident % of Legal Entity Section Total 5.1 Central Banks5.2 Non Central Government Public Sector Entities (PSEs)5.3 Multilateral Development Banks (MDBs)5.4 Group Bank - Parent, Branch, Subsidiary or Affiliate5.5 Group non-bank entities5.6 Other Banks5.7 Non-Financial Corporations -Industrial & commercial private sector5.8 Other Financial Corporations - Financial intermediaries & auxiliaries5.9 Other Financial Corporations - Securities Firms5.10 TOTAL - - -
6 LOANS AND ADVANCES Resident Non-Resident % of Legal Entity Section Total 6.1 Sovereigns and Central Banks6.2 Non Central Government Public Sector Entities (PSEs)6.3 Multilateral Development Banks (MDBs)6.4 Group Bank - Parent, Branch, Subsidiary or Affiliate6.5 Group non-bank entities6.6 Other Banks6.7 Non-Financial Corporations - Industrial & commercial private sector6.8 Non-Financial Corporations - Commercial Mortgages6.9 Other Financial Corporations - Financial intermediaries & auxiliaries6.10 Retail Lending/Consumer Loans - Households6.11 Residential Mortgages - Households6.12 Other loans and advances6.13 TOTAL - - -
7 LESS LOAN LOSS PROVISIONS Resident Non-Resident % of Legal Entity Section Total 7.1 Specific loan loss provisions7.2 Unearned interest7.3 TOTAL - - - 7.4 NET LOANS - - -
8 OTHER ASSETS Resident Non-Resident % of Legal Entity Section Total 8.1 Premises (net of accumulated depreciation)8.2 Other real estate owned (net of accumulated depreciation)8.3 Equipment and other fixed assets (net of accumulated depreciation)8.4 Goodwill and other intangible assets (net of amortisation)8.5 Accrued interest receivable8.6 Other assets8.7 TOTAL - - -
9 TOTAL ASSETS - - -
ASSET MEMORANDA ITEMS10 DIRECTORS /CONTROLLERS LOANS AND ADVANCES Section Total
10.1 Due from directors, controllers, and their associates10.2 Due from non-group companies with which directors and controllers are associated10.3 Due from non-group banks with which directors and controllers are associated10.4 Total -
11 LOANS COVERED BY COLLATERAL OR GUARANTEES
![Page 24: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/24.jpg)
050. QPR-Statement of Fin Pos
11.1 Loans covered by cash with legal right of set-off11.2 Loans covered by bank guarantees
12 ENCUMBERED ASSETS
![Page 25: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/25.jpg)
050. QPR-Statement of Fin Pos
LIABILITIES
13 DEPOSITS Resident Non-Resident % of Legal Entity Section Total13.1 Sovereign13.2 Non-Central Government Public Sector Entities (PSEs)13.3 Multilateral Development Banks (MDBs)13.4 Group Bank - Parent, Branch, Subsidiary or Affiliate13.5 Group non-bank entities 13.6 Other Banks 13.7 Non-Financial Corporations - Industrial & commercial private sector13.8 Other Financial Corporations - Financial intermediaries & auxiliaries13.9 Individuals - Households13.10 Other deposits13.11 TOTAL - - -
14 REPURCHASE AGREEMENTS (REPOS) Resident Non-Resident % of Legal Entity Section Total14.1 Group Bank - Parent, Branch, Subsidiary or Affiliate14.2 Other Banks14.3 Group non-bank entities 14.4 Other 14.5 TOTAL - - -
15 TERM DEBT AND OTHER BORROWINGS15.1 HYBRID DEBT AND SUBORDINATED DEBT Resident Non-Resident % of Legal Entity Section Total
15.1.1 Unsecured subordinated debt (over 5 years original term maturity)15.1.2 Hybrid debt/equity instruments (over 5 years original term to maturity)15.1.3 Subtotal - - -
15.2 OTHER NOTES, BONDS AND COMMERCIAL PAPER Resident Non-Resident % of Legal Entity Section Total15.2.1 Group Bank - Parent, Branch, Subsidiary or Affiliate15.2.2 Group non-bank entities 15.2.3 Other Banks 15.2.4 Other15.2.5 Subtotal - - -
15.3 OTHER BORROWINGS (loans, overdrafts, credit facilities , etc.) Resident Non-Resident % of Legal Entity Section Total15.3.1 Group Bank - Parent, Branch, Subsidiary or Affiliate15.3.2 Group non-bank entities 15.3.3 Other Banks15.3.4 Other15.3.5 Subtotal - - -
15.4 TOTAL TERM DEBT AND OTHER BORROWINGS - - -
16 CREDITORS AND OTHER LIABILITIES Resident Non-Resident % of Legal Entity Section Total16.1 Interest payable16.2 Dividends payable16.3 Items in suspense16.4 Other liabilities16.5 TOTAL - - -
17 OTHER LOSS PROVISIONS Resident Non-Resident % of Legal Entity Section Total17.1 General loan loss reserves17.2 Other loss reserves17.3 TOTAL - - -
18 TOTAL LIABILITIES - - -
LIABILITY MEMORANDA ITEMS19 DIRECTORS' DEPOSITS Section Total
19.1 Due to directors, controllers and their associates19.2 Due to non-group companies with which directors and controllers are associated19.3 Due to non-group banks with which directors, controllers are associated
SHAREHOLDERS EQUITY
20 SHARE CAPITAL Resident Non-Resident Section Total20.1 Issued and fully paid up common stock (at par or nominal value)20.2 Perpetual non-cumulative issued and fully paid up preference shares20.3 Additional paid-up capital in excess of par or nominal value20.4 TOTAL - - - LESS:20.5 - 20.6 TOTAL - - -
21 RETAINED PROFITS AND CURRENT YEARS EARNINGS Resident Non-Resident Section Total21.1 Unappropriated retained earnings21.2 Current year's net income/(loss)21.3 TOTAL - - -
22 RESERVES Resident Non-Resident Section Total22.1 Foreign currency translation adjustment22.2 Unrealised net gains/(losses) on assets available for sale 22.3 Unrealized net gains (losses) on cash flow hedges22.4 Asset revaluation reserves - -
22.4.1 Owner occupied property22.4.2 Plant and equipment22.4.3 Intangibles revaluation surplus22.4.4 Investments in subsidiaries22.4.5 Investments in associates/shares of associates22.4.6 Relating to non-current assets or disposal groups held for sale22.4.7 Other
22.5 Share based payments reserve22.6 Other reserves22.7 TOTAL - - -
23 TOTAL SHAREHOLDERS EQUITY - - -
24 MINORITY INTEREST -
Treasury stock (a deduction from capital)
![Page 26: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/26.jpg)
050. QPR-Statement of Fin Pos
25 TOTAL EQUITY - - -
26 TOTAL LIABILITIES AND SHAREHOLDERS EQUITY - - -
GENERAL MEMORANDA ITEMS27 ASSETS UNDER ADMINISTRATION/CONTROL Resident Non-Resident % of Legal Entity Section Total
27.1 Approximate value of TRUST ASSETS (in US$ thousands) - 27.2 Number of trusts - 27.3 Approximate NAV (in US$ thousands) of MUTUAL FUNDS ADMINISTERED - 27.4 Number of funds administered - 27.5 Approximate value of assets (in US$ thousands) of MANAGED COMPANIES - 27.6 Number of companies managed -
28 NUMBER OF STAFF EMPLOYED -
![Page 27: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/27.jpg)
051. QPR-Statement of Fin Perf
29 QPR - STATEMENT OF FINANCIAL PERFORMANCEAmounts in US dollars to the nearest thousand, omitting $000s
29.1 INTEREST INCOME Resident Non-Resident % of Legal Entity Section Total29.1.1 Interest on loans and advances29.1.2 Interest from trading portfolio 29.1.3 Dividend from trading portfolio29.1.4 Interest from financial instruments available for sale29.1.5 Dividend from financial instruments available for sale29.1.6 Interest income of financial assets designated at fair value29.1.7 Interest received on placement and money market instruments29.1.8 Other interest income29.1.9 TOTAL - - -
29.2 INTEREST EXPENSE Resident Non-Resident % of Legal Entity Section Total29.2.1 Interest paid on deposits due to banks 29.2.2 Interest paid on deposits due to customers29.2.3 Interest expense from trading portfolio29.2.4 Dividend expense from trading portfolio29.2.5 Interest on financial liabilities designated at fair value29.2.6 Interest paid on debt securities29.2.7 Interest paid of Certificates of Deposits29.2.8 Other interest expense 29.2.9 TOTAL - - -
29.3. NET INTEREST INCOME - - -
29.4 PROVISIONS FOR CREDIT LOSSES /RECOVERIES Resident Non-Resident % of Legal Entity Section Total29.4.1 Loans and advances29.4.2 Other assets contingent liabilities and commitments29.4.3 TOTAL - - -
29.5. FEES AND COMMISSIONS INCOME Resident Non-Resident % of Legal Entity Section Total29.5.1 Investment management fees29.5.2 Trust and company administration fees29.5.3 Trustee/Custodian fees29.5.4 Fund management fees29.5.5 Investment dealing profits and commissions29.5.6 Other non-interest income29.5.7 TOTAL - - -
29.6 NON-INTEREST EXPENSE Resident Non-Resident % of Legal Entity Section Total
29.6.1 Commissions Paid29.6.2 Other non-interest expenses29.6.3 TOTAL - - -
29.7 NET GAIN/(LOSS) ON FINANCIAL INSTRUMENTS Resident Non-Resident % of Legal Entity Section Total29.7.1 Gain/(Loss) on foreign exchange dealing and currency positions29.7.2 Gain/(Loss) on investments held for trading29.7.3 Realized gains/(losses) on assets available-for-sale29.7.4 Net gain/(loss) on fair value hedges29.7.5 Gains/(Losses) on disposal of held-to-maturity investments29.7.6 Other net gain/(loss) on financial instruments29.7.7 TOTAL - - -
29.8 OTHER INCOME Resident Non-Resident % of Legal Entity Section Total29.8.1 Share of profits/(losses) from subsidiaries and associated companies29.8.2 Income/(Loss) attributable to minority interest29.8.3 Other Income29.8.4 TOTAL - - -
29.9 OPERATING INCOME - - -
29.10. OPERATING EXPENSES Resident Non-Resident % of Legal Entity Section Total29.10.1 Directors Remuneration29.10.2 Management Charge29.10.3 Staff costs29.10.4 Depreciation29.10.5 Premises & Equipment29.10.6 Audit, Legal and other professional fees
29.10.7 Other operating expenses29.10.8 TOTAL - - -
29.11. EXTRAORDINARY ITEMS -
29.12. INCOME BEFORE TAXES - - -
29.13. APPLICABLE TAXES -
29.14. NET INCOME - - -
29.15. DIVIDEND -
29.16 NET INCOME RETAINED - - -
MEMORANDA ITEMS
29.17 Net earnings from related transactions29.18 Loan loss charged- off29.19 Recoveries on loan charged-off
![Page 28: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/28.jpg)
052. QPR-Ten Largest deposits
TEN LARGEST EXPOSURES TO FINANCIAL INSTITUTIONS AND TEN LARGEST DEPOSITORSAmounts in US dollars to the nearest thousand, omitting $000s
30. TEN LARGEST EXPOSURES TO FINANCIAL INSTITUTIONS
Bank Name, Country Amount Currency
1
2
3
4
5
6
7
8
9
10
Total -
31. TEN LARGEST DEPOSITORS
Customer Name, Country Amount Currency
1
2
3
4
5
6
7
8
9
10
Total -
Related (Yes/No)
Maturity Date (dd/mm/yy)
Related (Yes/No)
Maturity Date (dd/mm/yy)
![Page 29: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/29.jpg)
053. QPR-Large exposures
Item 32. EXPOSURES EQUAL TO OR GREATER THAN 10% OF CAPITAL BASEAmounts in US dollars to the nearest thousand, omitting $000s
Counterparty Exempt Exposures Approved Guarantees Rating Agency
(a) (b) (c ) (d) (e) (f) (g)=(b+c-d-e-f) (h) (i) (j) (k)
Total
On-Balance Sheet Exposures
Off-Balance Sheet Exposures
Secured by Cash or Marketable Securities
Total Non-Exempt
Exposures Total Non-Exempt Exposures
as % of Capital BaseMaximum Exposure
during the Reporting Period
Credit Rating of the Counterparty
![Page 30: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/30.jpg)
053. QPR-Large exposures
Provisions
(l) (m)
AA+AAAA-A+AA-BBB+BBBBBB-
Related Counterparty (Yes/No)
![Page 31: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/31.jpg)
054. QPR-Asset Quality
Item 33. ASSET QUALITYAmounts in US dollars to the nearest thousand, omitting $000s
Satisfactory Special Mention Substandard Doubtful Loss Non-Accruals
(A) (B) (C) (D) (E) (F) (G)=(D)+(E)+(F) (H)Item COUNTERPARTY GROUPING
33.1 Sovereigns and Central Banks
AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -
33.2 Non Central Government Public Sector Entities (PSEs)
AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -
33.3 Multilateral Development Banks (MDBs)
AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -
33.4 Group Bank - Parent, Branch, Subsidiary or Affiliate
AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -
33.5 Group Non-Bank Entities
AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -
33.6 Other Banks
AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -
33.7 Non- Financial Corporations - Industrial & commercial private sector
AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -
33.8 Non- Financial Corporations - Commercial Mortgages -
33.9 Other Financial Corporations -Financial intermediaries & auxiliaries
AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -
33.10 Other Financial Corporations - Securities Firms
AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -
33.11 Retail Lending / Consumer Loans - Households -
33.12 Residential Mortgages - Households -
33.13 Other loans and advances
AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -
33.14 Total On-Balance Sheet Items - - - - - - -
33.15 Off-Balance Sheet Items -
PROVISIONS
33.16 Specific Provisions
AAA to AA- / Aaa to Aa3A+ to A- / A1 to A3BBB+ to BBB- / Baa1 to Baa3BB+ to BB- / Ba1 to Ba3B+ to B-/B1 to B3Below B- / Below B3Unrated exposures
MEMORANDA:
33.17 Loans/Advances to Directors/Controllers
AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -
33.18 Restructured loans (current reporting period)
AAA to AA- / Aaa to Aa3 - A+ to A- / A1 to A3 - BBB+ to BBB- / Baa1 to Baa3 - BB+ to BB- / Ba1 to Ba3 - B+ to B-/B1 to B3 - Below B- / Below B3 - Unrated exposures -
Ratings issued by Standard & Poors and Fitch Ratings / Moodys Investors Service
Value Impaired Loans
![Page 32: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/32.jpg)
055. QPR-Debt Securities
Item 34: INVESTMENTS IN DEBT SECURITIESAmounts in US dollars to the nearest thousand, omitting $000s
ISIN / CUSIP Code Security Details (2)
Issuer Issuer's Country Face Value Currency Coupon Rate Book ValueMarket Price per Unit
Type of Security Fixed / Floating Rate Payment Interval Offering Method Securitisation Tranche Source Price Yield
(1) (2.1) (2.2) (2.3) (2.4) (2.5) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12.1) (12.2) (12.3)
Total
Next Repricing Date (dd/mm/yyyy)
Maturity Date (dd/mm/yyyy)
Last Acquisition Date (dd/mm/yyyy)
![Page 33: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/33.jpg)
055. QPR-Debt Securities
Market Value Embedded Options Risk Ratings (15)
Rating Rating Agency
(13) (14) (15.1) (15.2)
![Page 34: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/34.jpg)
056. QPR-Equities
Item 35: INVESTMENTS IN EQUITY SECURITIESAmounts in US dollars to the nearest thousand, omitting $000s
ISIN / CUSIP Code Security Details (2)
Issuer Issuer's Country Currency Book Value Price per Share / Unit Market Value Source Custodian Risk Ratings (13)
Rating Rating Agency
(1) (2.1) (2.2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13.1) (13.2)
Total
Last Acquisition Date (dd/mm/yyyy)
Number of Shares / Units Type of Equity
Security Traded on Stock
Exchange
![Page 35: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/35.jpg)
057. QPR-Funds
Item 36. INVESTMENTS IN MUTUAL FUNDS AND HEDGE FUNDSAmounts in US dollars to the nearest thousand, omitting $000s
ISIN / CUSIP Code Name of the Fund Objectives Issuer's Country Currency Book Value Number of Shares Market Value Source Custodian
(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12)
Total
Last Acquisition Date
(dd/mm/yyyy)Net Asset Value
per Share
![Page 36: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/36.jpg)
Item 37. SUMMARY OF OTC AND EXCHANGE TRADED CONTRACTSAmounts in US dollars to the nearest thousand, omitting $000s
Item Description (A)
37.1 OTC - Forwards37.2 OTC - Swaps37.3 OTC - Purchased Options37.4 OTC - Written Options37.5 Total OTC Contracts - - - - - -
37.6 Exchange Traded - Futures-Long Positions37.7 Exchange Traded- Futures-Short Positions37.8 Exchange Traded -Purchased Options37.9 Exchange Traded - Written Options37.10 Total Exchange Traded Contracts - - - - - -
Interest Rate Contracts (B)
Foreign Exchange Contracts & Gold
(C)Equity Contracts
(D)Precious Metal Contracts (E)
Other Commodities Contracts (F)
Credit Derivatives (G)
![Page 37: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/37.jpg)
Total (H)
- - - - -
- - - - -
![Page 38: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/38.jpg)
Item 38. SUMMARY OF OFF-BALANCE SHEET EXPOSURESAmounts in US dollars to the nearest thousand, omitting $000s
Item RETAIL EXPOSURES38.1 Unconditionally cancellable at any time38.2 Original maturity one year and under38.3 Original maturity over one year38.4 Sub-Total - Retail Exposures -
Item NON- RETAIL EXPOSURES38.5 Unconditionally cancellable at any time38.6 Original maturity one year and under38.7 Original maturity over one year38.8 Sub-Total - Non- Retail Exposures -
Item OTHER OFF-BALANCE SHEET EXPOSURES38.9 Short-term self-liquidating trade-related contingencies38.10 Transaction-related contingencies38.11 Note Issuance Facilities and Revolving Underwriting Facilities38.12 Direct credit substitutes - excluding credit derivatives38.13 Asset sales with recourse38.14 Forward asset purchases38.15 Forward forward deposits38.16 Partly paid shares and securities38.17 Sub-Total - Other Off-Balance Sheet -
38.18 Total Off-Balance Sheet Exposures -
Notional or Book Value
![Page 39: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/39.jpg)
ITEM 39. INTEREST RATE REPRICING AND MATURINGAmounts in US dollars to the nearest thousand, omitting $000s
INTEREST RATE REPRICING
39.1 ASSETS Sight - 8 days 8 days - 1 Month 1 - 3 Months 3 - 6 Months 6 - 12 Months 1 - 5 Years Over 5 Years
(A) (B) (C) (D) (E) (F) (G) (H) 39.1.1 Cash and deposits39.1.2 Loans39.1.3 Investments39.1.4 Other assets39.1.5 Total - - - - - - - -
39.2 LIABILITIES & EQUITY Sight - 8 Days 8 Days - 1 Month 1 - 3 Months 3 - 6 Months 6 - 12 Months 1 - 5 Years Over 5 Years
39.2.1 Deposits from banks 39.2.2 Other deposits39.2.3 Repos, Term Debt and other Borrowings39.2.4 Other liabilities39.2.5 Equity39.2.6 Total - - - - - - - - 39.3 Off-balance sheet items
INTEREST RATE MATURING
39.4 ASSETS Sight - 8 days 8 days - 1 Month 1 - 3 Months 3 - 6 Months 6 - 12 Months 1 - 5 Years Over 5 Years
39.4.1 Cash and deposits39.4.2 Loans39.4.3 Investments39.4.4 Other assets39.4.5 Total - - - - - - - -
39.5 LIABILITIES & EQUITY Sight - 8 Days 8 Days - 1 Month 1 - 3 Months 3 - 6 Months 6 - 12 Months 1 - 5 Years Over 5 Years
39.5.1 Deposits from banks 39.5.2 Other deposits39.5.3 Repos, Term Debt and other Borrowings39.5.4 Other liabilities39.5.5 Equity39.5.6 Total - - - - - - - - 39.6 Off-balance sheet items
Non-Interest Sensitive (Assets and Liabilities)
Non-Interest Sensitive (Assets and Liabilities)
Non-Interest Sensitive (Assets and Liabilities)
Non-Interest Sensitive (Assets and Liabilities)
![Page 40: [XLS]Basel II & QPRs Form Web viewdc_Sheet22_D117 dc_Sheet22_D118 dc_Sheet22_D119 dc_Sheet22_D12 dc_Sheet22_D120 dc_Sheet22_D121 dc_Sheet22_D122 dc_Sheet22_D123 dc_Sheet22_D124 dc_Sheet22_D125](https://reader033.vdocument.in/reader033/viewer/2022052917/5acc87197f8b9a875a8cb4a4/html5/thumbnails/40.jpg)
Total
(I) - - - - -
Total
- - - - - - -
Total
- - - - -
Total
- - - - - - -