Abu Dhabi Islamic Bank : Basel 3 Pillar report

November 06, 2023

Pillar III Disclosures

30 September 2023

Pillar III Disclosures - September 2023

	Section	#	Tables and templates	Applicable

1. Overview of Risk	KM1	Key Metrics (at consolidated group level)	Yes
Management and	OVA	Bank risk management approach

RWA	OV1	Overview of RWA
2. Linkages Between	LI1	Differences between accounting and regulatory scopes of consolidation and mapping of
financial statements with regulatory risk categories

Financial Statements
LI2	Main sources of differences between regulatory exposure amounts and carrying values in	No
and Regulatory
financial statements

Exposures
LIA	Explanations of differences between accounting and regulatory exposure amounts

3. Prudential valuation	PV1	Prudential valuation adjustments	No
adjustments
			CC1	Composition of regulatory capital	No
4. Composition of Capital	CC2	Reconciliation of regulatory capital to balance sheet	No
			CCA	Main features of regulatory capital instruments	No
5. Macroprudential			No
CCyB1	Geographical distribution of credit exposures used in the countercyclical buffer
Supervisory measures

6. Leverage Ratio	LR1	Summary comparison of accounting assets vs leverage ratio exposure	No

LR2	Leverage ratio common disclosure template	No

			LIQA	Liquidity risk management	No
			LIQ1	Liquidity Coverage Ratio	No

7. Liquidity	LIQ2	Net Stable Funding Ratio	No
			ELAR	Eligible Liquid Assets Ratio	Yes
			ASRR	Advances to Stable Resources Ratio	Yes
			CRA	General qualitative information about credit risk	No
			CR1	Credit quality of assets
			CR2	Changes in stock of defaulted financing and sukuk
			CRB	Additional disclosure related to the credit quality of assets
8. Credit Risk	CRC	Qualitative disclosure requirements related to credit risk mitigation techniques
			CR3	Credit risk mitigation techniques - overview
			CRD	Qualitative disclosures on Banks' use of external credit ratings under the standardised approach
				for credit risk

			CR4	Standardised approach - credit risk exposure and Credit Risk Mitigation (CRM) effects
			CR5	Standardised approach - exposures by asset classes and risk weights
			CCRA	Qualitative disclosure related to counterparty credit risk
			CCR1	Analysis of counterparty credit risk (CCR) exposure by approach	No
9. Counterparty Credit	CCR1	Credit valuation adjustment capital charge
Risk	CCR3	Standardised approach of CCR exposures by regulatory portfolio and risk weights
			CCR5	Composition of collateral for CCR exposure
			CCR6	Credit derivatives exposures	No

			CCR8	Exposures to central counterparties
			SECA	Qualitative disclosure requirements related to securitisation exposures	No
			SEC1	Securitisation exposures in the Banking book
			SEC2	Securitisation exposures in the trading book
10. Securitisation	SEC3	Securitisation exposures in the Banking book and associated regulatory capital requirements
			- Bank acting as originator or as sponsor

			SEC4	Securitisation exposures in the Banking book and associated capital requirements - Bank
			acting as investor

11. Market Risk	MRA	General qualitative disclosure requirements related to market risk	No
MR1	Market risk under standardised approach	No

12. Profit Rate Risk in the	PRRBBA	PRRBB risk management objective and policies	No
Banking Book	PRRBB1	Quantitative information on PRRBB	No

13. Operational Risk	OR1	Qualitative disclosure on operational risk	No
Qualitative Disclosure

14. Remuneration policy	REMA	Remuneration policy	No
			REM1	Remuneration awarded during the 2021	No
			REM2	Special payments	No
			LIQA	Liquidity risk management	No
					2
	Pillar III Disclosures - September 2023

Introduction

The Central Bank ofthe UAE sets and monitors capital requirements for the Group as a whole. The CBUAE issued Basel III capital regulations, which came into effect from 1 February 2017 introducing minimum capital requirements at three levels, namely Common Equity Tier 1 ("CET1"), Additional Tier 1 ("AT1") and Total Capital.

The additional capital buffers (Capital Conservation Buffer ("CCB") and CountercyclicalCapital Buffer ("CCyB") maximum up to 2.5% for each buffer) introduced are over and above the minimum CET1 requirement of 7%.

For 2023 and onwards, CCB will be required to be maintainedat 2.5% (2022: 2.5%)of the Capital base. CCyB is not yet in effect

and is not requiredto be maintainedfor 2023 (2022: Nil).

The Basel III framework is basedon three pillars:

Pillar I - Minimum capital requirements: deﬁnes rules for the calculationof minimum capital for credit, market andoperational risk. The framework allows for different approaches, which can be selected depending on size, sophistication and other considerations. These comprise for Credit Risk: Standardised, FoundationInternalRating Based (FIRB), Advanced Internal Rating Based (AIRB); for Market Risk: Standardised and Internal Models Approach; and for Operational Risk: Basic Indicator Approach and StandardisedApproach.
Pillar II - Provides the framework for an enhanced supervisory review process with the objective of assessing the adequacy of the Bank's capital to cover not only the three primary risks (Credit, Market and Operational), but in addition a series of other risks that the Bank may be exposedto; for example, concentration risk, residual risk, business risk, liquidity risk etc. It includes the requirement for banks to undertake an Internal Capital Adequacy Assessment Process(ICAAP) on an annualbasis, which is subject to the Central Bank review and inspection.
Pillar III - Market discipline: requires expanded disclosures, whichallow regulators, investors and other market participants to more fully understand the risk proﬁles of individual banks. The requirements of Pillar III in the case of ADIB are fulﬁlled in this annual report.

The requirements of the Central Bank of the UAE act as the framework for the implementation of the Basel III Accord in the UAE. In December 2022, CBUAE issued revised standards and guidelines for Capital Adequacy in UAE via Circular 5280/2022. The revised versionof the Standards alsoincludes additional Guidance onthe topicsof Credit Risk, Market Risk, andOperational Risk.

Following are the changes in the revisedstandards which have been adoptedeitherprior to 2023:

The Tier Capital Supply Standard.
Tier Capital Instruments Standard.
Pillar 2 Standard: InternalCapital AdequacyAssessment Process (ICAAP).
Credit Risk, Market Risk and Operational Risk.
Equity Investment in Funds, Securitisation, Counterparty Credit Risk, Leverage Ratio.
Credit Value Adjustment (CVA) for Pillar 1 and 3.

The purpose of Pillar 3 - Market Discipline is to complement the minimum capital requirements (Pillar 1) and the supervisory review process (Pillar 2). The CBUAE supports the enhanced market discipline by developing a set of disclosure requirements which will allow market participants to assess key informationon the scope of application, capital, riskexposure, riskassessment process and hence the capital adequacy of the Group. The revisedPillar 3 disclosures, based on a common framework, are an effective means of informing the market about the risks faced by the Group, and provide a consistent and understandable disclosure framework that enhances transparencyand improves comparability and consistency.

Pillar III Disclosures - September 2023

InformationOn Subsidiaries And Significant Investment As On 30 September 2023

	Country of Incorporation	% Ownership	Description	Treatment - Regulatory	Treatment - Accounting
SUBSIDIARIES
Abu Dhabi Islamic Securities Company LLC	UAE	95	Equity Brokerage Services	Fully consolidated	Fully consolidated
ADIB Invest 1	BVI	100	Equity Brokerage Services	Fully consolidated	Fully consolidated
Burooj Properties LLC **	UAE	100	Real Estate Investments	Not consolidated	Fully consolidated
MPM Properties LLC **	UAE	100	Real Estate Services	Not consolidated	Fully consolidated
Kawader Services LLC **	UAE	100	Manpower Supply	Not consolidated	Fully consolidated
ADIB (UK) Limited	United Kingdom	100	Other services	Fully consolidated	Fully consolidated
ADIB Capital Ltd	UAE	100	Funds Services	Fully consolidated	Fully consolidated
Abu Dhabi Islamic Bank - Egypt (S.A.E.)	Egypt	53	Islamic banking	Fully consolidated	Fully consolidated
ADIB Sukuk Company II Ltd.*	Cayman Islands	-	Special Purpose Vehicle	Fully consolidated	Fully consolidated
ADIB Capital Invest 2 Ltd.*	Cayman Islands	-	Special Purpose Vehicle	Fully consolidated	Fully consolidated
ADIB Capital Invest 3 Ltd.*	Cayman Islands	-	Special Purpose Vehicle	Fully consolidated	Fully consolidated
ADIB Alternatives Ltd.*	Cayman Islands	-	Special Purpose Vehicle	Fully consolidated	Fully consolidated

SIGNIFICANT INVESTMENT
The Residential REIT (IC) Limited	UAE	29	Real Estate Fund	Deduction treatment	Equity Method
Abu Dhabi National Takaful PJSC	UAE	42	Islamic insurance	Deduction treatment	Equity Method
Bosnia Bank International D.D	Bosnia	27	Islamic banking	Deduction treatment	Equity Method
Saudi Finance Company CSJC	Kingdom of Saudi Arabia	51	Islamic Retail Finance	Deduction treatment	Equity Method
Arab Link Money Transfer PSC (under liquidation)	UAE	51	Currency Exchange	Deduction treatment	Equity Method
Abu Dhabi Islamic Merchant Acquiring Company LLC	UAE	51	Merchant acquiring	Deduction treatment	Equity Method

The Bank does not have any direct holdingin these entitiesand they are consideredto be a subsidiaryby virtue of control.
In accordance with the Circular No. 52/2017 and the Capital Supply standard, the consolidated entity includes all subsidairies except commercial entities for the purpose of Basel III calculations and is subject to treatment outlinedsection 5 of "Tier Capital SupplyStandard" relatedto "Significant investment in commercial entities"

Pillar III Disclosures - September 2023

1. Overview of Risk Management and RWA

KM1: Key metrics (at consolidated group level): Overview of risk management, key prudential metrics and RWA categories

					a		b	c	d	e
AED '000s	30 Sep 2023		30 Jun 2023	31 Mar 2023		31 Dec 2022	30 Sep 2022


							Available capital (amounts)

1	Common Equity Tier 1 (CET1)	17,937,470		16,455,669	15,411,562		14,480,430	15,293,743
1a	Fully loaded ECL accounting model	17,803,550		16,315,519	15,293,443		14,332,387	15,251,594
2	Tier 1	22,691,845		21,210,044	20,165,937		19,234,805	20,048,118
2a	Fully loaded accounting model Tier 1	22,557,925		21,069,894	20,047,818		19,086,762	20,005,969
3	Total capital	24,214,200		22,656,200	21,545,362		20,578,904	21,376,398
3a	Fully loaded ECL accounting model total capital	24,080,280		22,516,050	21,427,243		20,430,860	21,334,249
							Risk-weighted assets (amounts)
4	Total risk-weighted assets (RWA)	134,300,337		128,331,204	122,840,401		119,856,783	119,432,225
						Risk-based capital ratios as a percentage of RWA
5	Common Equity Tier 1 ratio (%)	13.36%		12.82%	12.55%		12.08%	12.81%
5a	Fully loaded ECL accounting model CET1 (%)	13.26%		12.71%	12.45%		11.96%	12.77%
6	Tier 1 ratio (%)	16.90%		16.53%	16.42%		16.05%	16.79%
6a	Fully loaded ECL accounting model Tier 1 ratio (%)	16.80%		16.42%	16.32%		15.92%	16.75%
7	Total capital ratio (%)	18.03%		17.65%	17.54%		17.17%	17.90%
7a	Fully loaded ECL accounting model total capital ratio (%)	17.93%		17.55%	17.44%		17.05%	17.86%
					Additional CET1 buffer requirements as a percentage of RWA
8	Capital conservation buffer requirement (2.5% from 2019) (%)	2.50%		2.50%	2.50%		2.50%	2.50%
9	Countercyclical buffer requirement (%)	0.02%		0.02%	0.02%		0.02%	0.00%
10	Bank D-SIB additional requirements (%)	0.00%		0.00%	0.00%		0.00%	0.00%
11	Total of bank CET1 specific buffer requirements (%) (row 8 + row 9+	2.52%		2.52%	2.52%		2.52%	2.50%
row 10)
12	CET1 available after meeting the bank's minimum capital	6.36%		5.82%	5.55%		5.08%	5.81%
	requirements (%)
							Leverage Ratio
13	Total leverage ratio measure	191,671,001		189,331,768	178,510,644		174,424,479	159,742,767

14	Leverage ratio (%) (row 2/row 13)	11.84%		11.20%	11.30%		11.03%	12.55%
14a	Fully loaded ECL accounting model leverage ratio (%) (row 2A/row 13)	11.77%		11.13%	11.23%		10.94%	12.52%
14b	Leverage ratio (%) (excluding the impact of any applicable temporary	11.84%		11.20%	11.30%		11.03%	12.55%
exemption of central bank reserves)

							Liquidity Coverage Ratio
15	Total HQLA	N/A		N/A	N/A		N/A	N/A
16	Total net cash outflow	N/A		N/A	N/A		N/A	N/A

17	LCR ratio (%)	N/A		N/A	N/A		N/A	N/A
							Net Stable Funding Ratio
18	Total available stable funding	N/A		N/A	N/A		N/A	N/A
19	Total required stable funding	N/A		N/A	N/A		N/A	N/A
20	NSFR ratio (%)	N/A		N/A	N/A		N/A	N/A
							Eligible Liquidity Asset Ratio (ELAR)
21	Total HQLA	26,660,996		31,076,746	26,454,931		24,386,707	19,889,775
22	Total liabilities	141,684,436		142,316,122	135,038,021		128,797,134	125,002,931
23	Eligible Liquid Assets Ratio (ELAR) (%)	18.82%		21.84%	19.59%		18.93%	15.9%
							Advances to Stable Resources Ratio (ASRR)
24	Total available stable funding	151,199,095		148,647,953	140,972,387		138,871,454	118,338,051
25	Total Advances	118,888,033		115,909,880	113,167,485		113,977,207	101,907,869

26	Advances to Stable Resources Ratio (ASRR) (%)	78.63%		77.98%	80.28%		82.07%	86.1%

Pillar III Disclosures - September 2023

OV1: Overview of RWA

		a		b	c

			RWAs	Minimum capital
AED '000s		requirements


		30 Sep		30 June	30 Sep
		2023		2023	2023
1	Credit risk (excluding counterparty credit risk) (CCR)	121,121,562		115,012,884	12,717,764

2	Of which standardised approach (SA)	121,121,562		115,012,884	12,717,764

3

4

5

6	Counterparty credit risk (CCR)	628,402		647,445	65,982

7	Of which standardised approach for counterparty credit risk	628,402		647,445	65,982
8
9

10

11

12	Equity investments in funds - look-through approach	-		-	-
13	Equity investments in funds - mandate-based approach	-		-	-

14	Equity investments in funds - fallback approach	38,434		32,209	4,036

15	Settlement risk	-		-	-
16	Securitisation exposures in banking book	-		-	-
17

18	Of which: securitistion external ratings-based approach (SEC-ERBA)	-		-	-

19	Of which: securitistion standarised approach (SEC-SA)	-		-	-

20	Market risk	1,830,069		1,956,796	192,157

21	Of which standardised approach (SA)	1,830,069		1,956,796	192,157
22
23	Operational risk	10,681,870		10,681,870	1,121,596

24
25
26	Total (1+6+10+11+12+13+14+15+16+20+23)	134,300,337		128,331,204	14,101,535

• The minimum capital requirements appliedin columnC is 10.5%.

2. Linkages between Financial Statements and Regulatory Exposures

Required Annually

3. Prudential Valuation Adjusments

PV1: Prudential valuation adjustments (PVAs)

Not applicable

Pillar III Disclosures - September 2023

4. Composition of Capital

Required Semi - Annually

5. Macroprudential Supervisory measures

Required Semi - Annually

6. Leverage Ratio

LR1: Summary comparison of accounting assets vs leverage ratio exposure

		30 Sep 2023
Summary comparison of accounting assets versus leverage ratio exposure measure	a
	Item	AED '000s
1	Total consolidated assets as per published financial statements	184,123,541
	Adjustment for investments in banking, financial, insurance or commercial entities that are consolidated for	(54,797)
2	accounting purposes but outside the scope of regulatory consolidation

	Adjustment for securitised exposures that meet the operational requirements for the recognition of risk transference
3		-


4	Adjustments for temporary exemption of central bank reserves (if applicable)	-

	Adjustment for fiduciary assets recognized on the balance sheet pursuant to the
5	operative accounting framework but excluded from the leverage ratio exposure measure	-


6	Adjustments for regular-way purchases and sales of financial assets subject to trade date accounting	-


7	Adjustments for eligible cash pooling transactions	-

8	Adjustments for derivative financial instruments	1,426,993
9	Adjustment for securities financing transactions (i.e. repos and similar secured financing)	-

10	Adjustment for off-balance sheet items (i.e. conversion to credit equivalent amounts of off-balance sheet exposures)	7,177,385


11	Adjustments for prudent valuation adjustments and specific and general provisions which have reduced Tier 1 capital	(363,062)


12	Other adjustments	(639,059)
13	Leverage ratio exposure measures	191,671,001

Pillar III Disclosures - September 2023

LR2: Leverage ratio common disclosure template

		a	b
	AED '000s	30 Sep 23	30 June 23
	On-balance sheet exposures
1	On-balance sheet exposures (excluding derivatives and securities financing transactions (SFTs), but	184,068,744	182,040,055
	including collateral)


2	Gross-up for derivatives collateral provided where deducted from balance sheet assets pursuant to the	-	-
	operative accounting framework

3	(Deductions of receivable assets for cash variation margin provided in derivatives transactions)	-	-
4	(Adjustment for securities received under securities financing transactions that are recognised as an	-	-
asset)

5	(Specific and general provisions associated with on-balance sheet exposures that are deducted from	(363,062)	(487,605)
Tier 1 capital)

6	(Asset amounts deducted in determining Tier 1 capital)	(639,059)	(642,779)
7	Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of rows 1 to 6)	183,066,623	180,909,671
	Derivative Exposures
8	Replacement cost associated with all derivatives transactions (where applicable net of eligible cash	449,155	488,041
variation margin and/or with bilateral netting)

9	Add-on amounts for PFE associated with all derivatives transactions	977,838	1,129,144
10	(Exempted CCP leg of client-cleared trade exposures)	-	-
11	Adjusted effective notional amount of written credit derivatives	-	-
12	(Adjusted effective notional offsets and add-on deductions for written credit derivatives)	-	-
13	Total derivative exposures (sum of rows 8 to 12)	1,426,993	1,617,155
	Securities financing transaction exposures
14	Gross SFT assets (with no recognition of netting), after adjusting for sales accounting transactions	-	-
15	(Netted amounts of cash payables and cash receivables of gross SFT assets)	-	-
16	Credit Conversion Factor (CCR) exposure for Security Financing Transaction (SFT) assets	-	-
17	Agent transaction exposures	-	-
18	Total securities financing transaction exposures (sum of lines 14 to 17)	-	-
	Other off-balance sheet exposures
19	Off-balance sheet exposure at gross notional amount	14,462,800	13,201,131
20	(Adjustments for conversion to credit equivalent amounts)	(7,285,415)	(6,396,190)
21	(Specific and general provisions associated with off-balance sheet exposures deducted in determining	-	-
	Tier 1 capital)
22	Off-balance sheet items (sum of lines 19 to 21)	7,177,385	6,804,942
	Capital and total exposures
23	Tier 1 capital	22,691,845	21,210,043
24	Total exposures (sum of lines 7, 13, 18 and 22)	191,671,001	189,331,768
	Leverage ratio
25	Leverage ratio (including the impact of any applicable temporary exemption of central bank reserves)	11.84%	11.20%
25a	Leverage ratio (excluding the impact of any applicable temporary exemption of central bank reserves)	11.84%	11.20%
26	CBUAE minimum leverage ratio requirement	3.00%	3.00%
27	Applicable leverage buffers	0.00%	0.00%

Pillar III Disclosures - September 2023

7. Liquidity

LIQ1: Liquidity Coverage Ratio (LCR) - Not applicable for ADIB Group

LIQ2: Net Stable Funding Ratio (NSFR) - Not applicable for ADIB Group

ELAR: Eligible Liquid Assets Ratio* (UAE operation only)

		AED '000s		30 Sep 2023
					Nominal	Eligible Liquid
					amount	Asset
1				High Quality Liquid Assets
1.1		Physical cash in hand at the bank + balances with the CBUAE	23,614,883
1.2		UAE Federal Government Sukuks	-
				Sub Total (1.1 to 1.2)	23,614,883		23,614,883
1.3		UAE local governments publicly traded debt securities	3,046,113
1.4		UAE Public sector publicly traded debt securities	-
				Sub Total (1.3 to 1.4)	3,046,113		3,046,113
1.5		Foreign Sovereign debt instruments or instruments issued by their respective central banks	-		-
1.6				Total	26,660,996		26,660,996
2				Total liabilities			141,684,436
3		Eligible Liquid Assets Ratio (ELAR)			18.82%
	*as per BRF 8.
ASRR: Advances to Stable Resources Ratio*

				AED '000s			30 Sep 2023
							Amount
1				Computation of Advances
		1.1		Net financing (gross financing - specific and profit in suspense)			112,095,757
		1.2		Placement with non-banking financial institutions			631,373
		1.3		Net Financial Guarantees & Stand-by LC (issued - received)			610,922
		1.4		Interbank Placements			5,549,981
		1.5		Total Advances			118,888,033
2				Computation of Net Stable Resources
		2.1		Total capital + general provisions			26,098,382
				Deduct:
		2.1.1		Goodwill and other intangible assets			639,059
		2.1.2		Fixed Assets			2,735,236
		2.1.3		Funds allocated to branches abroad			-
		2.1.5		Unquoted Investments			119,756
		2.1.6		Investment in subsidiaries, associates and affiliates			1,375,694
		2.1.7		Total deduction			4,869,745
		2.2		Net Free Capital Funds			21,228,637
		2.3		Other Stable resources:
		2.3.1		Funds from the head office			-
		2.3.2		Interbank deposits with remaining life of more than 6 months			44,063
		2.3.3		Refinancing of Housing financing			-
		2.3.4		Fincnaing from non-Banking Financial Institutions			1,721,121
		2.3.5		Customer Deposits			128,205,274
		2.3.6		Capital market funding/ term financing maturing after 6 months from reporting date			-
		2.3.7		Total other stable resources			129,970,458
		2.4		Total Stable Resources (2.2+2.3.7)			151,199,095
3				Advances TO STABLE RESOURCES RATIO (1.5/ 2.4*100)			78.63

*as per BRF 54.

Pillar III Disclosures - September 2023

8. Credit Risk

Required Semi - Annually

9. Counterparty Credit Risk

Required Semi - Annually

10. Securitisation

SECA: Qualitative disclosure requirements related to securitisation exposures

Not applicable

SEC1: Securitisation exposures in the banking book

Not applicable

SEC2: Securitisation exposures in the trading book

Not applicable

SEC3: Securitisation exposures in the banking book and associated regulatory capital requirements - bank acting as originator or as sponsor

Not applicable

SEC4: Securitisation exposures in the banking book and associated capital requirements - bank acting as investor

Not applicable

11. Market Risk

Required Semi - Annaully

12. Profit Rate Risk in the Bnaking Book (PRRBB)

Required Annually

13. Operational Risk

Required Annually

14. Remuneration Policy

Required Annually

Pillar III Disclosures - September 2023

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Abu Dhabi Islamic Bank PJSC published this content on 07 November 2023 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 28 November 2023 16:59:49 UTC.

Market Closed - Abu Dhabi Securities Exchange Other stock markets 06:57:23 2024-04-26 am EDT			5-day change	1st Jan Change
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Apr. 25	Abu Dhabi Islamic Bank Resumes Trading on Abu Dhabi Bourse	MT
Apr. 25	UAE Stocks Close Mixed on Busy Earnings Day	MT

Abu Dhabi Islamic Bank Resumes Trading on Abu Dhabi Bourse	Apr. 25	MT
UAE Stocks Close Mixed on Busy Earnings Day	Apr. 25	MT
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Abu Dhabi Islamic Bank to Pause Trading on Abu Dhabi Bourse	Apr. 17	MT
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Abu Dhabi's largest Islamic bank in talks to buy $1.1 bln stake in Indonesian lender, sources say	Apr. 17	RE
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	1st Jan change	Capi.
ABU DHABI ISLAMIC BANK	+10.67%	11.07B
THE SAUDI NATIONAL BANK	-4.40%	58.55B
KUWAIT FINANCE HOUSE K.S.C.P.	+8.54%	39B
ALINMA BANK	+5.27%	21.7B
BANK ALBILAD	-4.29%	11.6B
BOUBYAN BANK K.S.C.P.	+3.00%	7.95B
PT BANK SYARIAH INDONESIA TBK	+41.95%	7.02B
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Abu Dhabi Islamic Bank

Equities

ADIB

AEA000801018

Banks

Abu Dhabi Islamic Bank : Basel 3 Pillar report

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Sector Islamic Banks