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Appendix C NSFR Common Disclosure Template

Appendix C: NSFR Common Disclosure Template18

For the Period Ending on.../.../...... "Value in BHD 000"

No. Item Unweighted Values (i.e. before applying relevant factors)  
No specified maturity Less than 6 months More than 6 months and less than one year Over one year Total weighte d value
Available Stable Funding (ASF):          
1 Capital:          
2 Regulatory Capital          
3 Other Capital Instruments          
4 Retail deposits and deposits from small business customers:          
5 Stable deposits          
6 Less stable deposits          
7 Wholesale funding:          
8 Operational deposits          
9 Other wholesale funding          
10 Other liabilities:          
11 NSFR derivative liabilities          
12 All other liabilities not included in the above categories          
13 Total ASF          
Required Stable Funding (RSF):
14 Total NSFR high-quality liquid assets (HQLA)          
15 Deposits held at other financial institutions for operational purposes          
16 Performing loans and securities:          
17 Performing loans to financial institutions secured by Level 1 HQLA          
18 Performing loans to financial institutions secured by non-level 1 HQLA and unsecured performing loans to financial institutions          
19 Performing loans to non- financial corporate clients, loans to retail and small business customers, and loans to sovereigns, central banks and PSEs, of which:          
20
•   With a risk weight of less than or equal to 35% as per the CBB Capital Adequacy Ratio guidelines
         
21 Performing residential mortgages, of which:          
22 With a risk weight of less than or equal to 35% under the CBB Capital Adequacy Ratio Guidelines          
23 Securities that are not in default and do not qualify as HQLA, including exchange-traded equities          
24 Other assets:          
25 Physical traded commodities, including gold          
26 Assets posted as initial margin for derivative contracts and contributions to default funds of CCPs          
27 NSFR derivative assets          
28 NSFR derivative liabilities before deduction of variation margin posted          
29 All other assets not included in the above categories          
30 OBS items          
31 Total RSF          
32 NSFR (%)          

18 Quarterly statement.

12 Quarterly statement

August 2018