Supplementary Information

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

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

Credit risk exposures and credit risk mitigation (CRM) effects

Disclosure 9

Credit risk under standardised approach

Exposures by asset classes and risk weights (Post CCF and CRM)

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

Bank Risk Management Approach

Disclosure 14

Risk management related to key risk exposures