Commercial Bank of Ceylon : As at 30-06-2023

Group

Bank

June 30, 2023

March 31, 2023

June 30, 2023

March 31, 2023

Regulatory Capital (Rs. '000)

Commom equity

163,262,984

160,854,451

154,662,625

153,878,131

Tier 1 capital

163,262,984

160,854,451

154,662,625

153,878,131

Total capital

203,787,544

202,961,112

194,367,655

195,094,712

Regulatory Capital Ratios (%)

Common equity Tier 1 capital ratio (minimum requirement - 8.50%)

12.411

11.830

12.374

11.942

Tier 1 capital ratio (minimum requirement - 10.00%)

12.411

11.830

12.374

11.942

Total capital ratio (minimum requirement - 14.00%)

15.491

14.926

15.550

15.141

Leverage ratio (minimum requirement - 3%)

5.55

5.47

5.39

5.38

Regulatory Liquidity

Statutory Liquid Assets (Rs. '000)

704,162,303

716,708,763

Statutory Liquid Assets Ratio (Minimum Requirement - 20%)

Domestic Banking Unit (%)

38.96

38.11

Off-Shore Banking Unit (%)

29.16

30.86

Consolidated (Sri Lankan Operations) (%)

38.65

38.20

Liquidity coverage ratio - Rupee

418.74

441.72

(minimum requirement - 100%) (%)

Liquidity coverage ratio - All currency

313.72

278.10

(minimum requirement - 100%) (%)

Net stable funding ratio (minimum requirement - 100%) (%)

183.95

189.15

Group

Bank

June 30, 2023

March 31, 2023

June 30, 2023

March 31, 2023

Rs. '000

Rs. '000

Rs. '000

Rs. '000

Common Equity Tier 1 (CET 1) Capital after Adjustments

163,262,984

160,854,451

154,662,625

153,878,131

Total Common Equity Tier 1 (CET 1) Capital

197,123,977

194,923,395

191,592,128

191,000,947

Equity Capital (Stated Capital) /Assigned Capital

62,891,770

62,891,770

62,891,770

62,891,770

Reserve fund

12,079,670

12,079,670

11,352,858

11,352,859

Published retained earnings/(Accumulated retained losses)

1,140,917

1,155,999

13,120

13,120

Published Accumulated Other Comprehensive Income (OCI)

11,288,479

12,488,912

9,668,770

12,488,912

General and other disclosed reserves

100,113,712

100,150,529

100,113,712

100,150,529

Unpublished current year's profit/(losses) and gains reflected in OCI

7,551,898

4,103,757

7,551,898

4,103,757

Ordinary shares issued by consolidated banking and financial

2,057,531

2,052,758

-

-

subsidiaries of the bank and held by third parties

Total Adjustments to CET 1 Capital

33,860,993

34,068,944

36,929,503

37,122,816

Goodwill (net)

445,147

445,147

-

-

Intangible Assets (net)

3,597,731

3,692,029

3,500,095

3,588,752

Revaluation losses of property, plant and equipment

-

-

-

-

Significant investments in the capital of financial institutions where the

bank owns more than 10 per cent of the issued ordinary share capital

-

-

3,584,757

3,592,524

of the entity

Deferred tax assets (net)

29,818,115

29,931,768

29,844,651

29,941,540

Additional Tier 1 (AT1) Capital after Adjustments

-

-

-

-

Total Additional Tier 1 (AT 1) Capital

-

-

-

-

Qualifying Additional Tier 1 Capital Instruments

-

-

-

-

Instruments issued by consolidated banking and financial subsidiaries

-

-

-

-

of the bank and held by third parties

Total Adjustments to AT1 Capital

-

-

-

-

Investment in own shares

-

-

-

-

Reciprocal cross holdings in AT 1 capital instruments

-

-

-

-

Investments in the capital of banking and financial institutions where

the bank does not own more than 10 per cent of the issued ordinary

-

-

-

-

share capital of the entity

Significant investments in the capital of banking and financial

institutions where the bank own more than 10 per cent of the issued

-

-

-

-

ordinary share capital of the entity

Regulatory adjustments applied to AT 1 due to insufficient Tier 2

-

-

-

-

capital to cover adjustments

Tier 2 Capital after Adjustments

40,524,560

42,106,661

39,705,030

41,216,581

Total Tier 2 Capital

40,524,560

42,106,661

39,705,030

41,216,581

Qualifying Tier 2 Capital Instruments

21,449,947

22,265,377

21,449,947

22,265,377

Revaluation gains

4,245,025

4,245,025

4,245,025

4,245,025

Eligible Impairment

14,829,588

15,596,259

14,010,058

14,706,179

Instruments issued by Consolidated Banking and Financial

-

-

-

-

Subsidiaries of the Bank and held by Third Parties

Total Adjustments to Tier 2 Capital

-

-

-

-

Investment in own shares

-

-

-

-

Others

-

-

-

-

CET1 Capital

163,262,984

160,854,451

154,662,625

153,878,131

Total Tier 1 Capital

163,262,984

160,854,451

154,662,625

153,878,131

Total Capital

203,787,544

202,961,112

194,367,655

195,094,712

Group

Bank

June 30, 2023

March 31, 2023

June 30, 2023

March 31, 2023

Rs. '000

Rs. '000

Rs. '000

Rs. '000

Total Risk Weighted Amount (RWA)

1,315,511,722

1,359,738,733

1,249,932,950

1,288,514,940

Risk Weighted Amount for Credit Risk

1,186,367,025

1,247,700,693

1,120,804,674

1,176,494,307

Risk Weighted Amount for Market Risk

56,740,164

34,538,650

56,723,743

34,521,243

Risk Weighted Amount for Operational Risk

72,404,533

77,499,390

72,404,533

77,499,390

CET1 Capital Ratio (including Capital Conservation

12.411

11.830

12.374

11.942

Buffer,Countercyclical Capital Buffer & Surchage on D - SIBs) (%)

Of which : Capital Conservation Buffer (%)

2.500

2.500

2.500

2.500

Of which : Countercyclical Buffer (%)

Of which : Capital Surcharge on D -SIBs (%)

1.500

1.500

1.500

1.500

Total Tier 1 Capital Ratio (%)

12.411

11.830

12.374

11.942

Total Capital Ratio (Including Capital Conservation

15.491

14.926

15.550

15.141

Buffer,Countercyclical Capital Buffer & Surcharge on D-SIBs (%)

Of which : Capital Conservation Buffer (%)

2.500

2.500

2.500

2.500

Of which : Countercyclical Buffer (%)

Of which : Capital Surcharge on D -SIBs (%)

1.500

1.500

1.500

1.500

Group

Bank

June 30, 2023

March 31, 2023

June 30, 2023

March 31, 2023

Rs. '000

Rs. '000

Rs. '000

Rs. '000

Tier 1 Capital

163,262,984

160,854,451

154,662,625

153,878,131

Total Exposures

2,943,027,402

2,939,104,273

2,869,831,749

2,859,939,408

On-balance sheet items

(excluding derivatives and securities financing

transactions, but including collateral)

2,435,157,786

2,443,747,627

2,362,924,885

2,365,621,486

Derivative exposures

278,134,040

293,023,917

278,134,040

293,023,917

Securities financing transaction exposures

145,578,323

105,520,397

145,578,323

105,520,397

Other off-balance sheet exposures

84,157,253

96,812,332

83,194,501

95,773,608

Basel III Leverage Ratio (minimum requirement 3%) (%)

5.55

5.47

5.39

5.38

June 30, 2023

March 31, 2023

Total Un-

Total weighted

Total Un-

Total weighted

weighted Value

Value

weighted Value

Value

Rs. '000

Rs. '000

Rs. '000

Rs. '000

Total stock of High Quality Liquid Assets (HQLA)

626,849,876

619,077,792

596,679,511

588,647,895

Total Adjusted Level 1 Assets

576,569,819

576,569,819

544,575,358

544,575,358

Level 1 Assets

576,569,819

576,569,819

544,575,358

544,575,358

Total Adjusted Level 2A Assets

49,622,698

42,179,293

51,487,028

43,763,974

Level 2A Assets

49,622,698

42,179,293

51,487,028

43,763,974

Total Adjusted Level 2B Assets

657,359

328,680

617,125

308,563

Level 2B Assets

657,359

328,680

617,125

308,563

Total Cash outflows

2,256,373,087

470,194,438

2,289,570,505

461,798,693

Deposits

1,287,797,532

128,779,753

1,292,810,476

129,281,048

Unsecured wholesale funding

667,862,950

300,723,473

693,373,818

300,285,130

Secured funding transaction

-

-

-

-

Undrawn portion of committed (irrevocable) facilities and

278,514,561

18,493,168

288,541,826

17,388,130

other contingent funding obligations

Additional requirements

22,198,044

22,198,044

14,844,385

14,844,385

Total Cash Inflows

405,413,097

272,862,723

402,792,632

250,132,869

Maturing secured lending transactions backed by the

153,239,442

148,071,173

127,277,930

125,634,690

collateral

Committed facilities

-

-

-

-

Other inflows by counterparty which are maturing within 30

186,593,281

118,152,125

186,529,673

120,132,120

calendar days

Operational deposits

52,301,523

-

80,439,700

-

Other cash inflows

13,278,851

6,639,425

8,545,329

4,366,059

Liquidity Coverage Ratio (%) (Stock of High Quality

Liquid Assets/Total Net Cash Outflows over the Next 30

313.72

278.10

Calendar Days)*100 (minimum requirement - 100%)

Bank

June 30, 2023

March 31, 2023

Rs. '000

Rs. '000

Total available stable funding (ASF)

1,768,108,883

1,763,233,464

Total required stable funding (RSF)

961,177,270

932,177,799

Required stable funding - On-balance sheet assets

955,679,961

927,142,254

Required stable funding - Off-balance sheet items

5,497,309

5,035,545

NSFR (minimum requirement - 100%) (%)

183.95

189.15