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