Capital Adequacy Computation - Group
Prepared in accordance with the Basel II guidelines set out by the Central Bank of Sri Lanka.
Computation of Risk-Weighted Assets
|
Balance |
Risk-Weight |
Risk-Weighted Balance |
| Assets |
2008
Rs. '000 |
2007
Rs. ’000 |
Factor
(%) |
2008
Rs. '000 |
2007
Rs. ’000 |
Claims on Government of Sri Lanka and
Central Bank of Sri Lanka |
61,291,473 |
61,792,701 |
0 |
– |
– |
| Claims on Foreign sovereigns and their Central Banks |
4,500,396 |
3,648,148 |
0-150 |
4,500,396 |
3,648,148 |
| Claims on Public Sector Entities (PSEs) |
636,768 |
420,024 |
20-150 |
636,768 |
420,024 |
Claims on Official Entities and Multilateral
Development Banks (MDBs) |
– |
– |
20-150 |
– |
– |
| Claims on Banks |
20,018,834 |
13,974,585 |
0-150 |
9,040,776 |
7,403,317 |
| Claims on Financial Institutions |
115,302 |
480,509 |
20-150 |
58,916 |
240,255 |
| Claims on Corporates |
147,681,996 |
142,749,852 |
20-150 |
142,002,595 |
136,949,353 |
| Retail claims |
10,970,054 |
9,821,746 |
75-100 |
10,970,054 |
9,821,746 |
| Claims Secured by Residential Property |
16,367,107 |
15,553,219 |
50-100 |
16,367,107 |
15,553,219 |
| Claims Secured by Commercial real estate |
– |
– |
100 |
– |
– |
| Non-performing Assets ( NPAs) |
6,259,245 |
2,726,610 |
50-150 |
8,772,029 |
3,274,181 |
| Cash Items |
5,167,546 |
4,362,456 |
0 |
9,401 |
28,119 |
| Property, Plant & Equipment |
4,460,229 |
4,116,064 |
100 |
4,460,229 |
4,116,064 |
| Other Assets |
5,580,442 |
5,773,181 |
100 |
5,580,442 |
5,773,180 |
| Total |
283,049,393 |
265,419,095 |
|
202,398,714 |
187,227,606 |
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Balance |
Credit Conversion |
Credit Equivalent |
| Instruments |
2008
Rs. '000 |
2007
Rs. ’000 |
Factor
(%) |
2008
Rs. '000 |
2007
Rs. ’000 |
| Direct Credit Substitutes |
13,314,798 |
11,042,883 |
100 |
13,314,798 |
11,042,883 |
| Transaction-related Contingencies |
3,271,227 |
3,609,511 |
50 |
1,635,614 |
1,804,756 |
| Short-Term Self-Liquidating Trade-Related Contingencies |
16,292,839 |
19,137,190 |
20 |
3,258,569 |
3,827,438 |
Sale and Repurchase Agreements and Assets Sold with
recourse where the credit risk remains with the Bank |
– |
– |
100 |
– |
– |
| Obligations under an Ongoing Underwriting Agreement |
– |
– |
50 |
– |
– |
Other Commitments with an Original maturity of
up to one year or which can be unconditionally
cancelled at any time |
26,482,602 |
17,040,629 |
0 |
– |
– |
| Commitments with an original maturity up to 1 year |
– |
– |
20 |
– |
– |
Other Commitments with an Original Maturity
of over one year |
– |
– |
50 |
– |
– |
| Foreign Exchange Contracts |
54,568,952 |
58,463,292 |
0-5 |
1,091,379 |
1,169,266 |
| Interest Rate Contracts |
5,701,370 |
2,770,000 |
0-3 |
144,197 |
19,063 |
| Total |
119,631,788 |
112,063,505 |
|
19,444,557 |
17,863,406 |
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