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Supplementary Information

Annex 2: Basel III – Disclosures under Pillar 3 as per the Banking Act Direction No. 01 of 2016

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Disclosure 1

Key regulatory ratios – Capital and liquidity

Disclosure 2

Basel III computation of capital ratios

Disclosure 3

Leverage ratio

Disclosure 4

Liquidity coverage ratio (LCR)

Disclosure 5

Net stable funding ratio (NSFR)

Disclosure 6

Main features of regulatory capital instruments

Disclosure 7

Summary discussion on adequacy/meeting current and future capital requirements

Disclosure 8

Credit risk under standardised approach

Disclosure 9

Credit risk under standardised approach

Disclosure 10

Market risk under standardised measurement method

Disclosure 11

Operational risk under the Alternative Standardised Approach (ASA) – Group

Disclosure 12

Differences between accounting and regulatory scopes and mapping of financial statement categories with regulatory risk categories – Bank

Disclosure 13

Explanations of Differences between Accounting and Regulatory Exposure Amounts

Disclosure 14

Bank Risk Management Approach

Disclosure 15

Risk management related to key risk exposures