DFCU : Bank Pillar 3 Market Discipline Disclosures - June 2023

Jun-23

Mar-23

Dec-22

Sep-22

Jun-22

T

T-1

T-2

T-3

T-4

Available capital (amounts)

1

Core capital

526,374,984,425

530,954,447,787

528,478,703,121

535,436,660,155

522,344,860,561

2

Supplementary capital

11,818,726,783

13,167,943,299

17,436,505,479

19,482,942,826

19,379,085,946

3

Total capital

538,193,711,208

544,122,391,086

545,915,208,600

554,919,602,981

541,723,946,507

Risk-weighted assets (amounts)

4

Total risk-weighted assets (RWA)

1,831,571,317,497

1,956,335,537,847

2,062,543,909,332

2,180,626,722,899

2,189,150,441,041

Risk-based capital ratios as a percentage of RWA

5

Core capital ratio (%)

28.74%

27.14%

25.62%

24.55%

23.86%

6

Total capital ratio (%)

29.38%

27.81%

26.47%

25.45%

24.75%

Capital buffer requirements as a percentage of

RWA

7

Capital conservation buffer requirement (2.5%)

2.50%

2.50%

2.50%

2.50%

2.50%

8

Countercyclical buffer requirement (%)

0%

0%

0%

0%

0%

9

Systemic buffer (for DSIBs) (%)

0.5%

0.5%

0.5%

0.5%

0.5%

10

Total of capital buffer requirements (%)

3.00%

3.00%

3.00%

3.00%

3.00%

(row 7 + row 8 + row 9)

11

Core capital available after meeting the bank's

25.74%

24.14%

22.62%

21.55%

20.86%

minimum capital requirements (%)

Basel III leverage ratio

13

Total Basel III leverage ratio exposure measure

3,635,001,697,302

3,517,865,019,959

3,611,829,901,111

3,649,798,850,336

3,723,400,566,772

14

Basel III leverage ratio (%) (row 1 / row 13)

14.48%

15.09%

14.63%

14.67%

14.03%

Liquidity Coverage Ratio

15

Total high-quality liquid assets (HQLA)

829,703,852,586

671,028,457,119

682,221,857,846

544,266,758,707

796,350,273,031

16

Total net cash outflow

273,312,153,628

190,440,842,678

251,327,130,030

236,083,768,494

237,531,505,290

17

LCR (%)

303.57%

352.36%

271.45%

230.54%

335.26%

Net Stable Funding Ratio

18

Total available stable funding

2,914,246,920,909

2,809,496,427,531

2,859,179,352,623

2,856,728,385,397

2,958,463,354,574

19

Total required stable funding

1,116,534,109,397

1,228,556,081,060

1,226,218,108,458

1,334,642,342,890

1,404,935,455,561

20

NSFR

261.01%

228.68%

233.17%

214.04%

210.58%

DIS04 - Composition of regulatory capital

Jun-23

Mar-23

Common Equity Tier 1 capital: instruments

and reserves

1

Permanent shareholders equity (issued and

120,000,000,000

120,000,000,000

fully paid-up common shares)

2

Share premium

85,197,342,505

85,197,342,505

3

Retained earnings

381,824,992,898

381,824,992,898

4

Net after tax profits current year-to date

15,410,500,376

14,039,151,151

(50% only)

5

General reserves (permanent,

-

-

unencumbered and able to absorb losses)

6

Tier 1 capital before regulatory adjustments

602,432,835,779

601,061,486,554

Tier 1 capital: regulatory adjustments

8

Goodwill and other intangible assets

16,791,557,813

18,326,477,439

9

Current year's losses

-

-

10

investments

in

unconsolidated financial

-

-

subsidiaries

12

deficiencies in provisions for losses

-

-

14

Other deductions determined by the

57,073,766,848

51,780,561,328

Central bank

26

Other deductions determined by the

2,192,526,693

-

Central bank

28

Total regulatory adjustments to Tier 1 capital

76,057,851,354

70,107,038,767

29

Tier 1 capital

526,374,984,425

530,954,447,787

Tier 2 capital: Supplementary capital

46

Revaluation reserves on fixed assets

-

-

47

Unencumbered general provisions for losses

11,818,726,783

13,167,943,299

(not to exceed 1.25% of RWA)

48

Hybrid capital instruments

49

Subordinated debt (not to exceed 50% of

-

-

core capital subject to a discount factor)

58

Tier 2 capital

11,818,726,783

13,167,943,299

59

Total regulatory capital (= Tier 1 + Tier2)

538,193,711,208

544,122,391,086

60

Total risk-weighted assets

1,831,571,317,497

1,956,335,537,847

Capital adequacy ratios and buffers

61

Tier 1 capital (as a percentage of risk-

28.74%

27.14%

weighted assets)

63

Total capital (as a percentage of risk-

29.38%

27.81%

weighted assets)

Total Institution-specific buffer requirement

(capital

conservation

buffer

plus

64

countercyclical

buffer requirements plus

2.50%

2.50%

systemic buffer, expressed as a percentage

of risk-weighted assets)

65

Of

which:

capital conservation

buffer

2.50%

2.50%

requirement

66

Of

which:

countercyclical

buffer

0

0

requirement

67

Of which: bank specific systemic buffer

0

0

requirement

Tier 1 capital (as a percentage of risk-

68

weighted assets) available after meeting

26.24%

24.64%

the bank's minimum capital requirements

Minimum statutory ratio requirements

70

Tier 1 capital adequacy ratio

10.50%

10.50%

71

Total capital adequacy ratio

14.50%

14.50%

DIS06: Changes in stock of defaulted loans and debt securities

Frequency: Semiannual.

Jun-23

Dec-22

Defaulted loans & advances, debt securities and

1

off balance sheet exposures at end of the

107,679,135,499

269,350,946,132

previous reporting period

2

Loans and debt securities that have defaulted

133,784,310,519

45,502,584,851

since the last reporting period

3

Returned to non-defaulted status

(1,036,865,872)

(11,405,945,345)

4

Amounts written off

(50,793,082,153)

(195,768,450,140)

5

Other changes

Defaulted loans & advances, debt securities and

6

off balance sheet exposures at end of the

189,633,497,992

107,679,135,499

reporting period

(1+2-3-4+5)