Capital Adequacy Ratio

Transcription

1 31-Dec-16. Capital Adequacy Ratio 010 REGULATORY CAPITAL 4,652,214, RMK (%) TOTAL AMOUNT of risk-weight 28,200,283,093 CREDIT RISK The amount of risk-weighted e 24,216,362, Exposure levels acording to SA e 24,216,362, Potential exposures or exposure Potential exposures or exposure Potential exposures or exposure Potential exposures or exposure Potential exposures or exposure Potential exposures or exposure 867,578, Exposure or potential exposure 9,662,090, Exposure or potential exposure 8,316,469, Potential exposures or exposure 313,593, Exposures (credit) with problem 725,119, Exposures to Categories of class Exposures in the form of bonds Exposures in the form of securit Other items 4,331,511, Securitization position SA - 200* 1.2* from which : resecuritizations - MARKET RISKS The amount of risk-weighted e 280,542, The amount of risk exposure to Settlement risk in the banking b Settlement risk in the trading bo The amount of risk exposure to 280,542, The risk of debt securities positi The risk of equity instruments p The risk of exchange rate 280,542, The risk of investment in comm The amount of risk-weighted e - OPERATIONAL RISK The amount of risk-weighted e 3,703,377, Basic Indicator Method (BIA) 3,703,377, Standard Method / Standard A Addition from balance growth o Total asset items of the "treasur 5,749,185, Total asset items of the "treasur 3,028,278, The growth of asset items of the (2,720,906,915) Total liability items of "treasury 999,109, Total liability items of "treasury 128,214, Increasing the liability items "tre (870,895,472) Reductions for loan portfolio g Gross loan portfolio for Decemb 24,223,305, Gross loan portfolio in the repo 21,455,620, The growth of the loan portfolio (2,767,684,605) Loan portfolio growth for If the reporting period is March If the reporting period is June 2 (2,767,684,605) % of the loan portfolio of Dece 968,932, % of the loan portfolio of Dec 2,422,330,539 Form 20 Amortization fund ASSETS and LEK CURRENCY TOTAL Code provisions (-A) Resident Non-resident Resident Non-resident 1 TREASURY OPERATIONS AND IN - 4,976,920, ,680,288, ,892,781, ,549,990, Cash and Central Bank - 2,246,206, ,680,288, ,926,494, Treasury bills and other bills eligible - 2,460,695, ,460,695, Current accounts with banks, credit a ,923,846, ,923,846, Deposits with banks, credit and other - 270,019, ,756, ,216,776, Loans to banks, credit and other fina Other accounts with banks, credit an ,177, ,177, Doubtful receivable accounts with ba OPERATIONS WITH CUSTOMERS (1,854,272,448.21) 11,277,005, ,178,615, ,601,348, Standard loans and advances to custo - 7,008,127, ,520,596, ,528,723, Past-due loans and advances to custo Special mention loans - 308,134, ,132, ,266, Substandard loans (132,652,180.42) 410,352, ,122, ,822, Doubtful loans (175,837,394.73) 129,025, ,807, ,996, Lost loans (1,545,782,873.06) 1,089,405, ,245, (7,131,972.37) 26 Albanian Government and Public Ad Customer current accounts and depo - 2,328,173, ,618,429, ,946,602, Other customer accounts - 3,787, ,280, ,068, Doubtful customer receavables other SECURITIES TRANSACTIONS (473,305.00) 273,138, ,497, ,161, Fixed income securities (473,305.00) 273,138, ,497, ,161, Variable income securities Securities sold and purchased under Collateral on securities transactions Premiums on financial instruments OTHER ASSETS AND LIABILITIE - 986,070, ,108,399, ,094,469, Other assets - 903,034, ,004,629, ,907,664, Agent transactions - 57,702, ,702, Inter-office accounts Suspense and position accounts - 25,333, ,770, ,103, Value added tax FIXED ASSETS AND PERMANENT (1,345,197,614.57) 2,841,608, , ,496,625, Participating interest , , Affiliates Fixed assets (1,345,197,614.57) 2,841,608, ,496,411, Intangible assets - 397,060, ,060, Amortisation of intangible assets (268,179,284.45) (268,179,284.45) TOTALI (3,199,470,062.78) 20,354,743, ,967,303, ,028,493, ,150,596,347.84

2 Form 21 ASSETS LEK CURRENCY TOTAL Code Resident Non-resident Resident Non-resident 16,963, ,214,467 1 TREASURY OPERATIONS AND IN - 6,982, ,160, Central Bank 10,933, ,933, Treasury bills and other bills eligible Current accounts with banks, credit a 6,029,848-6,982,110-13,011, Deposits from banks, credit and othe Loans from banks, credit and other f ,214, ,214, Other accounts with banks, credit an OPERATIONS WITH CUSTOMERS 16,020,030, ,803,295 10,533,854, ,440,332 27,302,128, ALBANIAN GOVERNMENT AND P Due to customers for current account 15,745,247, ,732,087 10,166,933, ,536,641 26,658,449, Other customer accounts 274,783,190 1,071, ,920, , ,679,062 3 SECURITIES TRANSACTIONS Debt represented by securities Securities sold and purchased under Collateral on securities transactions Premiums for financial instruments OTHER ASSETS AND LIABILITIE 553,972,150 - (105,078,979) - 448,893, Other liabilities 109,220,434-46,903, ,123, Agent transactions 114,625, ,625, Inter-office accounts Suspense and position accounts 330,126,379 - (151,982,334) - 178,144, Value added tax FIXED ASSETS AND PERMANENT 1,041,451, ,940,433 4,085,022,538 5,247,414, Grants and public funding Specific provisions 181,797, ,940, ,737, Subordinated debt ,874, ,874, Shareholders' equity 859,654, ,387,147,739 4,246,801, TOTAL 17,632,417, ,803,295 10,556,698,285 4,739,677,337 33,150,596,348 Form 22 Code PROFIT/LOSS ACCOUNTS lek CURRENCY TOTAL 60 BANK OPERATIONS EXPENSES 7,822,165, ,554, ,970,719, Personnel costs 451,553, ,291, ,845, Taxes other than income tax 21,471, ,471, General expenses for operations 314,847, ,550, ,398, Amortisation and provisions on the depr 245,048, ,048, Losses on unrecoverable receivables and 1,165,512, ,654, ,049,167, Extraordinary expenses 4,522, , ,614, Income tax 14,720, ,720, Current year profit TOTAL EXPENSES 10,039,842, ,576,142, ,615,984, Income from banking activities 8,790,247, ,119, ,559,367, Reversal of provisions for the depreciati Reversal of provisions for the depreciati 1,081,305, ,117, ,949,422, Extraordinary expenses 28,739, ,568, ,308, Current year loss 73,885, ,885, TOTAL INCOME 9,974,178, ,641,805, ,615,984, Form 23 OFF BALANCE ITEMS Code LEK CURRENCY TOTAL Resident Resident Non-resident Non-resident 1,013,513, ,225,968, FINANCING COMMITMENT - - 2,239,482, Commitments given 1,013,513, ,225,968, ,239,482, Commitments received GUARANTEES 54,539,607, ,393, ,129,001, Guarantees given 255,540, ,378, ,919, Guarantees received 54,284,066, ,014, ,616,081, SECURITIES COMMITMENT FOREIGN CURRENCY TRANSACTIONS OTHER COMMITMENTS 323,143, ,857, ,001, FINANCIAL INSTRUMENTS COMMITMENT TOTALI 55,876,264, ,261,220, ,137,484, Form 30 REGULATORY CAPITAL Columns Nr. Zëri Amount REGULATORY CAPITAL 4,652,214, FIRST LEVEL CAPITAL 4,117,920, FIRST BASIC CAPITAL 4,117,920, Equity instruments known as 3,387,147, Paid-in capital 3,387,147, Memorandum items: capital Premiums stock (-) Equity instruments of its (-) Direct participation in (-) Indirect participation in (-) Participation Capital (-) Current or potential Retained earnings 63,890, Retained earnings and losses 137,776, End of Year Profit End of year profit exercising -73,885, Reserves (excluding 707,672, Revaluation credit 88,090, KBN1 arrangements (-) Increases in capital arising Mandatory reserve through Unrealized gains and losses Gains and losses on the fair (-) Adjustments value by (-) Goodwill (-) Goodwill classified as (-) Goodwill included in the Deferred tax liabilities related (-) Other intangible assets -128,881, (-) Gross amount of other 128,881, Deferred tax liabilities related (-) Deferred tax assets that are (-) Assets of pension funds (-) The gross amount of Deferred tax liabilities Active fund defined benefit (-) Mutual cross participation (-) Excess of capital (-) Holding (qualifying (-) Positions titullzimit which (-) Non-DVP transactions (free (-) KBN1 instruments of (-) Deferred tax assets that (-) KBN1 instruments of (-) The amount that exceeds ADDITIONAL CAPITAL ONE Equity instruments known as Paid equity instruments Voice memo: capital Premiums emission related (-) Own equity instruments (-) Direct participation in (-) Participation indirect equity (-) Participation Capital (-) Current or potential (-) Mutual participation (cross) (-) Additional equity (-) Capital instruments and (-) Surplus items of capital The outstanding items of (-) Additional capital Additional capital elements of CAPITAL LEVEL TWO 534,293, Equity instruments and 697,874, Capital instruments fully paid 697,874, Memorandum items: capital Premiums emission related (-) Own equity instruments of (-) Participation direct equity (-) Participation indirect equity (-) Synthetic shares are equity (-) Current or potential Standard Method (SA) main (-) Participation (mutual) in the (-) Equity instruments T (-) Equity instruments T The outstanding items of (-) Additional capital Elements of the capital of the 163,580,912.32

3 Financial Ratios Ratio 1. (ROAA) = Net income/ average asset -0.2% 2. The net result of the extraordinary / a 0.1% 3.Expenditure general operations / gros 106.5% 4. Net interest income / expense to the g 80.7% 5. (ROEA) = The net income / Average -1.8% 6. For active employees = Total assets / N 915, Net interest income / average assets 3.7% 8. Net marge form interest= Net interes 4.0% 9.Interest income / average assets 4.5% 10. Interest expense / average assets 0.8% 11. Net interest income / gross revenues 85.9% 12. Net income from other activities / av 1.8% 13.Non-interest expenses / gross operati 28.2% 14.Personnel expenses / gross operating 32.1% 15. Expenses for provisions / average as 1.8%

4 Other Kodi Figures 1 Total assets at the end of the previous quar 32,567,345, Excess credit reporting quarter 19,601,348, Surplus ratio loans / total assets (in%) (2/ % 4 Maximum Limit Risk 70.00% NR. I FORMULARIT: EMRI I FORMULARIT: Huatë sipas cilësisë të portofolit të huave dhe aktivitetit ekonomik për korporatat jo financiare PERIODICITETI: Mujor MONEDHA E RAPORTIMIT: ALL NJESIA: Njësi monetare NACE Nga të cilat: Totali i tepricës së pas cilesisë së portofolit dhe aktivitetit e Kodi i Hua standard Hua në ndjekje Hua nënstandard Hua të dyshimta Hua të humbura huave dhe interesit të 1 Korporata jofinanciare private 12,853,576, ,333, ,883, ,519, ,843, ,411,156, A Agriculture, Forests, Fishing 998,198, ,080, ,052, ,952, ,714, ,079,998, B Extracting industry 16,235, ,927, ,664, ,207, ,035, C Manufacturing industry 3,088,759, ,261, ,231, ,049, ,066, ,454,367, D Electricity, gas supply, steam and air 162,419, ,465, ,884, E Water supply, waste management 16,780, ,109, ,889, F Construction 436,376, ,971, ,269, ,617, G Wholesale and retail trade; Repair of 6,681,289, ,747, ,105, ,246, ,673, ,119,061, H Transportation and storage 407,602, , ,502, ,986, ,603, I Accommodation and food service 262,218, ,115, ,672, ,924, ,347, ,277, J Information and communication 43,868, ,128, ,804, ,571, ,613, ,986, K Financial and insurance activities 51,398, ,285, ,684, L Real estate activities 49,338, ,639, ,977, M Professional, scientific and technical 7,302, ,012, ,892, ,207, N Administrative and support services 155,751, ,027, ,577, ,355, O Public administration and defense; P Education 71,509, ,904, ,701, ,115, Q Health and social work activities 64,913, ,560, ,474, R Art, fun and relaxation 14,294, ,233, ,528, S Other service activities 325,320, , ,936, , ,843, ,090, T Family activities as employers; Freight U Activities of international Public Nonfinancial Corporation 67,183, ,183, A Agriculture, Forests, Fishing B Extracting industry C Manufacturing industry D Electricity, gas supply, steam and air E Water supply, waste management F Construction G Wholesale and retail trade; Repair of H Transportation and storage I Accommodation and food service J Information and communication K Financial and insurance activities L Real estate activities M Professional, scientific and technical N Administrative and support services O Public administration and defense; 67,183, ,183, P Education Q Health and social work activities R Art, fun and relaxation S Other service activities T Family activities as employers; Freight U Activities of international NR. I FORMU37.9 EMRI I FORMAktivet sipas maturitetit ne te gjitha monedhat TOTAL PERIODICITEMujor MONEDHA R ALL NJESIA Monetare DITE MUAJ VITE 1 (O/N) > 5 TOTALI VEPRIMET 329,291, ,223, ,377, ,486, ,384,760, ,338,871, ,259,304, ####### ######### ######## Hua st 95,222, ,066, ,970, ,892, ,217, ,354, ,657,668, ####### ######### ######## ,222, ,066, ,970, ,892, ,217, ######### ########## ###### ####### ######## Hua n 15,791, ,955, ,826, ,596, ,450, ,671, ,896, ####### 85,706, ######## 2,659, , , , ,398, ,095, , , ,595, ,132, ,937, ,620, ,524, ,051, ,576, ,766, ###### ####### ######## Hua n ###### ####### ######## Hua të ###### ####### ######## Hua të ###### ####### ######## Llogar 218,278, ,202, ,580, ,997, ,092, ######### 554,739, ###### ####### ######## NR. I FORMULARIT 37.8 EMRI I FORMULARIT Pasive sipas maturitetit ne te gjitha monedhat TOTAL PERIODICITETI Mujor MONEDHA RAPORTUESE ALL NJESIA Monetare Dite Muaj Vite 1 (O/N) > 5 Totali Treasury and interbank 23,945, ,214, ,160, Current account of Centra 10,933, ,933, Deposits with Central Ban Loans from Central Bank Other accounts with Centr T-bills sold under REPO Ag Other T-bills sold under RE Current account of residen 13,011, ,011, Current account of non re Deposit from resident fina Deposit from non resident Loans from resident finan Loans from non resident f ,214, ,214, Other account with financ OPERATIONS WITH CUSTOM 14,501,582, ,466, ,356, ,257,310, ,636,224, ,097,424, ####### ######### - ########## Current account 9,423,934, ########## Demand deposits 5,069,457, ########## Time deposits 8,190, ,466, ,356, ,631, ,636,224, ,097,424, ####### ######### - ########## Certificate of Deposits Other customer account ,679, ,679, OPERATIONS WITH PUBLIC Current account Demand deposits Time deposits Loans to public administra Other account with public OPERATIONS WITH SECURI Debt, represented by secu Securities sold by repo tra Other accounts Other resources 112, , , , , , , , Permanet Resources 8, , , , , , , , ######## 4,977, I-Total Liabilities 14,531,411, ,232, ,834, ,676,942, ,654,851, ,131,426, ####### ######### ######## ########## II- Off Balance sheets Financial Commitments Currency (All+other TOTAL (I+II) 14,531,411, ,232, ,834, ,676,942, ,654,851, ,131,426, ####### ######### ######## ########## Form 26 LOANS CLASSIFIED AS PAST DUE LOANS PAST DUE LOANS 1-30 days days days Over 180 days TOTAL Short term loans 434,289, ,060, ,416, ,964, ,731, Mid term loans 686,621, ,062, ,578, ,396, ,416,658, Long term loans 1,645,740, ,289, ,184, ,050, ,941,265, Real estate loans 140,883, ,234, ,765, ,942, ,826, Leasing contract - Bank employees TOTAL 2,907,534, ,647, ,944, ,354, ,219,481, Form 16 PROVISIONS FOR LOAN LOSSES (by the bank) Loan classification Principal Provisions for the principal Accrued interests F.R. for interests and past due loans 17,720,279, ,202,796 48,210,629 Standard 482,106 Standard and past due loans (Restructu 742,055,688 74,205,569 4,346, ,674 Special mentioned loans 125,482,579 6,274,129 2,088, ,407 Special mentioned loans (Restructured) 288,612,118 28,861,212 2,305, ,598 Substandard loans 627,055, ,411,136 7,241,043 7,241,043 Doubtful loans 332,644, ,322,335 9,515,055 9,515,055 Lost loans 1,494,376,312 1,494,376,312 51,406,561 51,406,561 Totali 21,330,506,633 2,072,653, ,114,153 69,414,444

5 Formulari 20/1 LIQUID ASSETS - SHORT TERM LIQUIDITY Code LEK USD EUR OTHERS TOTAL 1 Cash 749,987, ,355, ,167, ,327,510, Current Accounts at the Central Bank, 598,415, ,558, , ,273, Treasury bills issued by the Republic 2,436,867, ,436,867, per cent of bonds issued by the 217,040, ,040, "Investment securities of the per cent of the albanian goverment Treasury Bills purchased according to Current accounts at banks and other - 244,259, ,663,688, ,397, ,914,345, Deposits with banks and other Loans to banks and other financial trading / placement securities ,023, ,023, trading / placement issued by Trading /placement securities not Investment securities with a Securities purchased according to A TOTAL OF LIQUID ASSETS 4,002,310, ,173, ,285,178, ,397, ,646,060, B TOTAL OF SHORT TERM 14,940,843, ,380,709, ,206,999, ,332, ,534,885,405.56

6 Credit evidence as per economy sector District Tirane District Durres District Elbasan District Shkoder District Korce disbusements Total New disbusements Total credit New disbusements Total credit New disbusements Total credit New disbusement Total credit New credit Private nonfinancial corporation 3,275,957,283 11,066,777, ,379,170 1,077,122,497-59,816, ,073, ,178, ,190, ,436,986 Agriculture, Silviculture and Fishing 109,135, ,176,004 8,500, ,885,057-1,949,831-51,397,822 27,734, ,996,210 Extracting industry - 4,318, ,885, ,542,319 Manufacturing industry 397,815,610 2,562,780,022 47,666, ,136,188-9,254,103 38,918, ,866,683 45,086, ,131,189 Supply of Electricity, Gas, Steam and - 261,264,152 5,000,000 5,006, ,613,715 Activities of hot water, sanitation, - 6,109,309-2,255, ,524,735 Construction 249,829, ,506,832-7,056, ,804-2,575,696 Wholesale and retail trade, repair of 2,162,487,920 5,876,780, ,362, ,395,902-36,902,064 85,400, ,157, ,940, ,961,690 Transport and Storage 12,194, ,101,850 18,396,500 79,948,210-2,627,463-7,704,915-15,904,841 Hotels and restaurants - 146,867,062 6,824,000 19,880,605-3,617, ,183,965 20,373, ,878,172 Information and Communication 6,000,000 25,972,151 7,000,000 4,591,233-2,508,690 1,755,390 12,170,972 6,000,000 6,590,434 Financial and Insurance Activities - 51,398, Real estate 50,500,000 78,977, Professional, Scientific and Technical 6,802,000 30,207, Administrative Activities and Support 20,487, ,012,332-31,343, Education - 85,872,908 35,000,000 50,328,454-71,366-15,610, Health and other social activities 11,000,000 98,756, ,056,900 8,717,985 Art and Entertainment - 67,528, Other service activities 249,705, ,146,563 1,630,320 19,294, ,718, Public Nonfinancial Corporation ,183,783 Individuals + Non-profit institutions 364,965,768 3,223,954,526 93,590, ,243,634 4,000, ,057,188 64,736, ,363,540 81,434, ,603,553 Total 3,640,923,051 14,290,732, ,970,060 1,898,366,131 4,000, ,873, ,810,404 1,382,542, ,624,900 1,745,224,323 Credit evidence as per economy sector District Vlore District Lushnje District Gjirokaster District Fier District Berat disbusements Total New disbusements Total credit New disbusements Total credit New disbusements Total credit New disbusement Total credit New credit Private nonfinancial corporation - 148,012,623 16,000,000 72,298, ,900, ,248,077 7,300,000 58,256,536 Agriculture, Silviculture and Fishing - 33,808,410 16,000,000 65,396, ,700,000 88,369,189-1,019,075 Extracting industry - 460, ,127,276-13,319,145 Manufacturing industry - 64,266,848-5,711, ,016,408 7,300,000 12,559,382 Supply of Electricity, Gas, Steam and Activities of hot water, sanitation, Construction - 1,804, ,049, Wholesale and retail trade, repair of - 24,525, , ,200,000 64,612,159-12,615,854 Transport and Storage - 1,720, ,197,486-2,397,955 Hotels and restaurants - 16,505, ,345, Information and Communication - 412,983-1,055, ,571,434-16,113,277 Financial and Insurance Activities - 3,285, Real estate Professional, Scientific and Technical Administrative Activities and Support Education ,848 Health and other social activities Art and Entertainment Other service activities - 1,222, ,960, Public Nonfinancial Corporation Individuals + Non-profit institutions 79, ,429,215 3,110, ,678, ,073, ,143,372 1,480, ,624,896 Total 79, ,441,839 19,110, ,977,169 40,973, ,391,449 8,780, ,881, Credit evidence as per economy sector District Pogradec District Sarande District Peshkopi District Kukes District Lezhe disbusements Total New disbusements Total credit New disbusements Total credit New disbusements Total credit New disbusement Total credit New credit Private nonfinancial corporation - 10,730, ,278,137 Agriculture, Silviculture and Fishing Extracting industry - 4,382, Manufacturing industry - 3,261, ,384,357 Supply of Electricity, Gas, Steam and Activities of hot water, sanitation, Construction - 257, Wholesale and retail trade, repair of - 2,829, ,145,570 Transport and Storage Hotels and restaurants Information and Communication Financial and Insurance Activities Real estate Professional, Scientific and Technical Administrative Activities and Support Education Health and other social activities Art and Entertainment Other service activities ,210 Public Nonfinancial Corporation Individuals + Non-profit institutions 1,854, ,742, ,852, ,439,057 Total 1,854, ,472,862 4,852, ,717, Credit evidence as per economy sector District Burrel District Kavaje District Permet District Gramsh District Librazhd New disbusements Total credit New disbusements Total credit New disbusements Total credit New disbusement Total credit New disbusements Total credit Private nonfinancial corporation Agriculture, Silviculture and Fishing Extracting industry Manufacturing industry Supply of Electricity, Gas, Steam and Activities of hot water, sanitation, Construction Wholesale and retail trade, repair of Transport and Storage Hotels and restaurants Information and Communication Financial and Insurance Activities Real estate Professional, Scientific and Technical Administrative Activities and Support Education Health and other social activities Art and Entertainment Other service activities Public Nonfinancial Corporation Individuals + Non-profit institutions Total months interest earnings Modified duration gap Kuantifikimi ii rrezikut te normes se interesit dhe skenaret Quantification of Loss would come Stress scenario Yield curve twist Most Perkufizim % of capital Direction % of capital % of capital % of capital Limit: (Economic ALL -1.5% k 2.30% 0.8% 0.0% EUR -1.6% k 0.86% -0.4% 0.0% value impact from USD 0.0% m 0.04% 0.0% 0.0% interest rate shock Total non-netted 3.1% 3.2% 1.3% 0.0% (Interest earnings ALL 2.6% m 3.03% 1.2% 0.0% EUR 1.3% m 1.23% 0.0% 0.0% decline from USD 0.0% m 0.06% 0.0% 0.0% interest rate shock Total non-netted 1.7% 4.3% 1.2% 0.0% (Change in economic value per 1 percentage ALL EUR 0.38 USD -0.03