Annex No. 1 to Resolution No. 272/2022 of the Management Board of Alior Bank SA

Interim Pillar III Disclosures

of the Alior Bank SA Capital Group

as at 30 June 2022

Disclosure Pillar III

List of Tables for the period 2022/06

No. Table

  1. EU KM1 - Key metrics template
  2. IFRS 9/Article 468-FL - Comparison of institutions' own funds and capital and leverage ratios with and without the application of transitional arrangements for IFRS 9 or analogous ECLs, and with and without the application of the temporary treatment in accordance with Article 468 of the CRR
  3. EU REM1 - Remuneration awarded for the financial year
  4. EU REM5 - Information on remuneration of staff whose professional activities have a material impact on institutions' risk profile (identified staff)
  5. EU KM2 - Key metrics - MREL and, where applicable, G-SII requirement for own funds and eligible liabilities
  6. Covid19_1 - Information on loans and advances subject to legislative and non-legislative moratoria
  7. Covid19_2 - Breakdown of loans and advances subject to legislative and non-legislative moratoria by residual maturity of moratoria
  8. Covid19_3 - Information on newly originated loans and advances provided under newly applicable public guarantee schemes introduced in response to COVID-19 crisis

Annex No. 1 to Resolution No. 272/2022 of the Management Board of Alior Bank SA

Introduction

Alior Bank SA is obliged, under Part Eight of Regulation (EU) No 575/2013 of the European Parliament and of the Council of June 26, 2013 on prudential requirements for credit institutions and investment firms, amending Regulation (EU) No 648/2012 as amended by (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 (hereinafter referred to as CRR), publish interim information on Pillar III in a publicly available manner.

Information is published in accordance with Commission Implementing Regulation (EU) 2021/637 of 15 March 2021 laying down implementing technical standards with regard to public disclosure by institutions of information referred to in Part Eight, Titles II and III of the Regulation of the European Parliament and of the Council ( EU) No 575/2013, and repealing Commission Implementing Regulation (EU) No 1423/2013, Commission Delegated Regulation (EU) 2015/1555, Commission Implementing Regulation (EU) 2016/200 and Commission Delegated Regulation (EU) 2017/2295, as well as the EBA / GL / 2020/07 Guidelines of 2 June 2020 on reporting and disclosure of exposures subject to measures in response to the COVID-19 crisis and Guidelines EBA / GL / 2020/12, which amend the EBA / GL / 2018/01 guidelines on uniform disclosure, pursuant to Art. 473a of Regulation (EU) No 575/2013, information on the transition period to mitigate the effects of IFRS 9 and the temporary treatment of unrealized gains and losses in accordance with Art. 468 of the CRR.

As at 30 June 2022, the Alior Bank SA Capital Group was composed of: Alior Bank SA, as the parent company, and subsidiaries in which the Bank holds a majority interests. For the purposes of calculations in the area of capital adequacy, prudential consolidation was used - in accordance with Article 19 of Regulation (EU) No 575/2013 of the European Parliament and of the Council of June 26, 2013, as amended - Alior Bank SA and Alior Leasing sp. o. o

Unless otherwise stated, the information in this document has been disclosed based on the data from the Interim condensed consolidated financial statements of the Alior Bank SA Group for the 6-month period ended 30 June 2022. Alior Bank SA exerts a dominant influence on the shape of the risk profile in the Bank's Capital Group, therefore some information contained in the report relates to the individual data of Alior Bank SA.

Figures are drawn up in Polish zlotys (PLN) and are rounded up to one million zlotys (M), with accuracy to one decimal place.

This version of our report is a translation from the original, which was prepared in Polish language. All possible care has been taken to ensure that the translation is an accurate representation of the original. However, in all matters of interpretation of information, views or opinions, the original language version of our report takes precedence over this translation.

2

Annex No. 1 to Resolution No. 272/2022 of the Management Board of Alior Bank SA

EU KM1 - Key metrics template

PLN m

a

c

e

30.06.2022

31.12.2021

30.06.2021

Available own funds (amounts)

1

Common Equity Tier 1 (CET1) capital

6 254,0

6 200,0

6 269,9

2

Tier 1 capital

6 254,0

6 200,0

6 269,9

3

Total capital

6 926,5

6 997,7

7 218,3

Risk-weighted exposure amounts

4

Total risk exposure amount

49 513,7

49 411,2

48 270,0

Capital ratios (as a percentage of risk-weighted exposure amount)

5

Common Equity Tier 1 ratio (%)

12,63%

12,55%

12,99%

6

Tier 1 ratio (%)

12,63%

12,55%

12,99%

7

Total capital ratio (%)

13,99%

14,16%

14,95%

Additional own funds requirements to address risks other than the risk of excessive leverage (as a percentage of risk-weighted exposure amount)

EU 7a

Additional own funds requirements to address risks other than the risk of excessive leverage (%)

0,00%

0,00%

0,00%

EU 7b

of which: to be made up of CET1 capital (percentage points)

0,00%

0,00%

0,00%

EU 7c

of which: to be made up of Tier 1 capital (percentage points)

0,00%

0,00%

0,00%

EU 7d

Total SREP own funds requirements (%)

8,00%

8,00%

8,00%

Combined buffer and overall capital requirement (as a percentage of risk-weighted exposure amount)

8

Capital conservation buffer (%)

2,50%

2,50%

2,50%

EU 8a

Conservation buffer due to macro-prudential or systemic risk identified at the level of a Member State (%)

-

-

-

9

Institution specific countercyclical capital buffer (%)

0,00%

0,00%

0,00%

EU 9a

Systemic risk buffer (%)

0,00%

0,00%

0,00%

10

Global Systemically Important Institution buffer (%)

-

-

-

EU 10a

Other Systemically Important Institution buffer (%)

-

-

-

11

Combined buffer requirement (%)

2,50%

2,50%

2,50%

EU 11a

Overall capital requirements (%)

10,50%

10,50%

10,50%

12

CET1 available after meeting the total SREP own funds requirements (%)

5,99%

2,04%

2,49%

Leverage ratio

13

Total exposure measure

86 673,7

85 857,0

82 295,2

14

Leverage ratio (%)

7,22%

7,22%

7,62%

Additional own funds requirements to address the risk of excessive leverage (as a percentage of total exposure measure)

EU 14a

Additional own funds requirements to address the risk of excessive leverage (%)

-

-

-

EU 14b

of which: to be made up of CET1 capital (percentage points)

-

-

-

EU 14c

Total SREP leverage ratio requirements (%)

3,00%

3,00%

3,00%

Leverage ratio buffer and overall leverage ratio requirement (as a percentage of total exposure measure)

EU 14d

Leverage ratio buffer requirement (%)

0,00%

0,00%

0,00%

EU 14e

Overall leverage ratio requirement (%)

3,00%

3,00%

3,00%

Liquidity Coverage Ratio

15

Total high-quality liquid assets (HQLA) (Weighted value -average)

12 985,7

16 030,8

16 276,9

EU 16a

Cash outflows - Total weighted value

11 586,6

12 331,6

11 690,6

EU 16b

Cash inflows - Total weighted value

2 062,0

2 310,8

1 923,8

16

Total net cash outflows (adjusted value)

9 524,6

10 020,8

9 766,8

17

Liquidity coverage ratio (%)

136%

160%

167%

Net Stable Funding Ratio

18

Total available stable funding

64 387,8

66 105,8

63 340,9

19

Total required stable funding

51 404,7

50 211,1

48 698,8

20

NSFR ratio (%)

125%

132%

130%

3

Annex No. 1 to Resolution No. 272/2022 of the Management Board of Alior Bank SA

IFRS 9/Article 468-FL - Comparison of institutions' own funds and capital and leverage ratios with and without the application of transitional arrangements for IFRS 9 or analogous ECLs, and with and without the application of the temporary treatment in accordance with Article 468 of the CRR

PLN m

31.12.2021 31.12.2021

Available capital (amounts)

  • CET1 capital
  • CET1 capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied

6 254,0

6 200,0

5 935,0

5 562,0

2a

CET1 capital as if the temporary treatment of unrealised gains and losses measured at fair value through OCI (other comprehensive income) in accordance with Article 468 of the CRR had not been applied *

6 155,4

na*

  • Tier 1 capital
  • Tier 1 capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied

6 254,0

6 200,0

5 935,0

5 562,0

4a

Tier 1 capital as if the temporary treatment of unrealised gains and losses measured at fair value through OCI in accordance with Article 468 of the CRR had not been applied *

6 155,4

na*

  • Total capital
  • Total capital as if IFRS 9 or analogous ECLs transitional arrangements had not been applied

6 926,5

6 997,7

6 607,5

6 359,7

6a

Total capital as if the temporary treatment of unrealised gains and losses measured at fair value through OCI in accordance with

Article 468 of the CRR had not been applied *

Risk-weighted assets (amounts)

7

Total risk-weighted assets

49 513,7

49 411,2

8

Total risk-weighted assets as if IFRS 9 or analogous ECLs transitional arrangements had not been applied

49 297,5

48 929,6

Capital ratios

9

Common Equity Tier 1 (as a percentage of risk exposure amount)

12,63%

12,55%

10

CET1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied

12,04%

11,37%

10a

CET1 (as a percentage of risk exposure amount) as if the temporary treatment of unrealised gains and losses measured at fair value

12,43%

na*

through OCI in accordance with Article 468 of the CRR had not been applied *

11

Tier 1 (as a percentage of risk exposure amount)

12,63%

12,55%

12

Tier 1 (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied

12,04%

11,37%

12a

Tier 1 (as a percentage of risk exposure amount) as if the temporary treatment of unrealised gains and losses measured at fair value

12,43%

na*

through OCI in accordance with Article 468 of the CRR had not been applied *

13

Total capital (as a percentage of risk exposure amount)

13,99%

14,16%

14

Total capital (as a percentage of risk exposure amount) as if IFRS 9 or analogous ECLs transitional arrangements had not been applied

13,40%

13,00%

14a

Total capital (as a percentage of risk exposure amount) as if the temporary treatment of unrealised gains and losses measured at fair

13,79%

na*

value through OCI in accordance with Article 468 of the CRR had not been applied *

Leverage ratio

15

Leverage ratio total exposure measure

86 673,7

85 857,0

16

Leverage ratio

7,22%

7,22%

17

Leverage ratio as if IFRS 9 or analogous ECLs transitional arrangements had not been applied

6,86%

6,51%

17a

Leverage ratio as if the temporary treatment of unrealised gains and losses measured at fair value through OCI in accordance with

7,12%

na*

Article 468 of the CRR had not been applied *

*The Bank in 2021 did not temporarily treat unrealized gains and losses measured at fair value through other comprehensive income pursuant to Art. 468 of the CRR Regulation. Reported as at December 31, 2021, capital ratios including leverage ratio and Tier 1 capital they reflect all unrealized gains and losses measured at fair value through other comprehensive income.

From March 31, 2022, in terms of unrealized gains and losses measured at fair value through other comprehensive income, the Bank applies the interim provisions referred to in Art. 468 CRR Regulation.

4

Annex No. 1 to Resolution No. 272/2022 of the Management Board of Alior Bank SA

EU REM1 - Remuneration awarded for the financial year

PLN m

a

b

c

d

MB Supervisory

MB Management

Other senior

Other identified

function

function

management

staff

1

Number of identified staff

8

7

36

27

2

Total fixed remuneration

1,0

5,5

15,2

7,6

3

Of which: cash-based

0,9

5,4

15,0

7,5

4

(Not applicable in the EU)

x

x

x

x

EU-4a

Fixed

Of which: shares or equivalent ownership interests

-

-

-

-

5

remuneration

Of which: share-linked instruments or equivalent non-cash

-

-

-

-

instruments

EU-5x

Of which: other instruments

-

-

-

-

6

(Not applicable in the EU)

x

x

x

x

7

Of which: other forms

0,0

0,1

0,2

0,1

8

(Not applicable in the EU)

x

x

x

x

9

Number of identified staff

7

36

27

10

Total variable remuneration

2,1

3,2

1,3

11

Of which: cash-based

-

1,0

1,7

1,3

12

Of which: deferred

-

0,4

0,6

-

EU-13a

Of which: shares or equivalent ownership interests

-

-

-

-

EU-14a

Of which: deferred

-

-

-

-

Variable

Of which: share-linked instruments or equivalent non-cash

EU-13b

remuneration

-

1,0

1,4

-

instruments

EU-14b

Of which: deferred

-

0,4

0,6

-

EU-14x

Of which: other instruments

-

-

-

-

EU-14y

Of which: deferred

-

-

-

-

15

Of which: other forms

-

-

-

-

16

Of which: deferred

-

-

-

-

17

Total remuneration (2 + 10)

1,0

7,6

18,4

8,9

5

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Alior Bank SA published this content on 02 August 2022 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 02 August 2022 22:31:00 UTC.