IBL Financial Overview slide image

IBL Financial Overview

Sound capital base and capital ratios (cont.) IBL maintained a sound capital position with a CET1 ratio of 13.3% and a total capital adequacy ratio of 17.8%. • Leverage ratios remains robust. • Approval was received from the Prudential Authority to adopt the Advanced Internal Ratings Based (AIRB) approach for the SME and Corporate models effective 1 April 2021. We are working towards further adoption of AIRB on certain remaining portfolios. Basel capital ratios* % 20 18 16 14 12 10 8 6 4 2 0 2017 2018 2019 2020 17.8 13.3 2021 Capital development FIRB A summary of ratios 31 Mar 21^ 31 Mar 20 Common equity tier 1 (as reported) 13.3% 12.1% Common equity tier 1 (fully loaded) # 13.3% 12.1% 8.1 Tier 1 (as reported) 13.7% 12.3% Total capital adequacy ratio (as reported) 17.8% 16.4% Leverage ratio** 8.1% 6.9% Leverage ratio** (fully loaded) # 8.1% 6.8% Total capital adequacy ratio ■Common equity Tier 1 ratio Leverage ratio ** The leverage ratios are calculated on an end-quarter basis. ^ Investec Bank Limited's capital information includes unappropriated profits. If unappropriated profits are excluded from capital information, Investec Bank Limited's CET 1 ratio would be 48bps lower (31 March 2020: 15bps lower). #The key difference between the 'reported' basis and the 'fully loaded' basis is primarily relating to capital instruments that previously qualified as regulatory capital, but do not fully qualify under South African Prudential Authority regulations. These instruments continue to be recognised on a reducing basis in the 'reported' figures until 2022. *Since 2013 capital information is based on Basel III capital requirements as currently applicable in South Africa. Comparative information is disclosed on a Basel II basis. The leverage ratio has only been disclosed since 2014, historic information has been estimated. Page 22
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