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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 weighted 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 Shari'a-compliant hedging contract 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 financing and sukuk/securities:          
17 Performing financing to financial institutions secured by Level 1 HQLA          
18 Performing financing to financial institutions secured by non-level 1 HQLA and unsecured performing financing to financial institutions          
19 Performing financing to non-financial corporate clients, financing to retail and small business customers, and financing 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/sukuk 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 Shari'a-compliant hedging contracts contracts and contributions to default funds of CCPs          
27 NSFR Shari'a-compliant hedging assets          
28 NSFR Shari'a-compliant hedging contract 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