Investor Presentaiton
Strong Liquidity & Capital Positions: 31 December 2021
LCR healthy at 136.4%, while Group CET1 capital ratio at 15.40% (assuming 85% reinvestment rate)
Liquidity Risk Indicators
Before proposed dividend
After proposed dividend,
assuming 85%
reinvestment rate
⚫LCR
LDR
-LTF
LTFE
18.68%
19.52%
18.83%
Group
142.0%
138.5%
137.2%
138.1%
136.4%
16.03%
16.81%
16.12%
15.31%
Dec 20
16.09%
Dec 21
15.40%
Dec 21
90.1%
89.0%
89.3%
88.9%
89.5%
Total Capital Ratio
■Tier 1 Capital Ratio
■CET 1 Capital Ratio
83.3%
82.4%
83.0%
83.3%
82.2%
18.64%
18.79%
17.60%
Bank
16.34%
16.22%
73.2%
72.7%
73.2%
73.5%
15.04%
72.7%
Dec 20
Mar 21
Jun 21
Sep 21
Dec 21
15.58%
Dec 20
15.46%
14.28%
Dec 21
Dec 21
Note: 1) BNM's minimum LCR requirement is 100%
2) LTF is gross loans divided by (deposits + borrowings +
subdebt) while LTFE's denominator is (deposits +
borrowings + subdebt + equity + capital securities)
3) LDR, LTF & LTFE excludes loans to banks and Fls
Regulatory Requirements:
•
Min. CET 1 Capital Ratio + Capital Conservation Buffer (CCB) is 7.0%, min. Tier 1 Capital
Ratio + CCB is 8.5% and min. Total Capital Ratio + CCB is 10.5%.
1.0% D-SIB Buffer effective 31 January 2021
Pending finalisation of Countercyclical Capital Buffer (0%-2.5%)
19View entire presentation