Sohar International Bank SAOG : Q3 Leverage Ratio DisclosureQ2 Leverage Ratio DisclosureQ1 Leverage Ratio Disclosure
November 03, 2022 at 04:45 am EDT
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Bank Sohar
Basel III leverage ratio framework and disclosure requirements - Reports for Quarter ended 30-Sep-22
(All amounts in OMR'000)
Table 1: Summary comparison of accounting assets vs leverage ratio exposure measure
(Please refer to paragraph 52 of Basel III leverage ratio framework and disclosure requirements of BCBS issued in January 2014)
Item
Current
Previous
Quarter
Quarter
1
Total consolidated assets as per published financial statements
4,248,195
4,363,553
2
Adjustment for investments in banking, financial, insurance or commercial entities that are
consolidated for accounting purposes but outside the scope of regulatory consolidation
-
-
3
Adjustment for fiduciary assets recognised on the balance sheet pursuant to the operative
accounting framework but excluded from the leverage ratio exposure measure
-
-
4
Adjustments for derivative financial instruments
(7,240)
(9,386)
5
Adjustment for securities financing transactions (i.e., repos and similar secured lending)
-
-
6
Adjustment for off-balance sheet items (i.e., conversion to credit equivalent amounts of off-
balance sheet exposures)
115,118
100,757
7
Other adjustments
13,673
17,203
8
Leverage ratio exposure
4,369,746
4,472,127
Table 2: Leverage ratio common disclosure template
(Please refer to paragraph 53 of Basel III leverage ratio framework and disclosure requirements of BCBS issued in January 2014)
Item
Current
Previous
Quarter
Quarter
1
On-balance sheet items (excluding derivatives and SFTs, but including collateral)
3,850,641
3,793,989
2
(Asset amounts deducted in determining Basel III Tier 1 capital)
(517)
(1,715)
3
Total on-balancesheet exposures (excluding derivatives and SFTs) (sum of lines 1 and
2)
3,850,124
3,792,274
Derivative Exposures
4
Replacement cost associated with all derivatives transactions (i.e., net of eligible cash
variation margin)
-
-
5
Add-on amounts for PFE associated with all derivatives transactions
-
-
6
Gross-up for derivatives collateral provided where deducted from the balance sheet assets
pursuant to the operative accounting framework
-
-
7
(Deductions of receivables assets for cash variation margin provided in derivatives
transactions)
-
-
8
(Exempted CCP leg of client-cleared trade exposures)
-
-
9
Adjusted effective notional amount of written credit derivatives
-
-
10
(Adjusted effective notional offsets and add-on deductions for written credit derivatives)
-
-
11
Total derivative exposures (sum of lines 4 to 10)
-
-
Securities financing transaction exposures
12
Gross SFT assets (with no recognition of netting), after adjusting for sale accounting
transactions
404,794
578,950
13
(Netted amounts of cash payables and cash receivables of gross SFT assets)
(290)
146
CCR exposure for SFT assets
Agent transaction exposures
16
Total securities financing transaction exposures (sum of lines 12 to 15)
404,504
579,096
Other Off-balance sheet exposures
17
Off-balance sheet exposure at gross notional amount
1,381,311
1,910,827
18
(Adjustments for conversion to credit equivalent amounts)
(1,266,193)
(1,810,070)
19
Off-balance sheet items (sum of lines 17 and 18)
115,118
100,757
Capital and total exposures
20
Tier 1 capital
624,812
572,057
21
Total exposures (sum of lines 3, 11, 16 and 19)
4,369,746
4,472,127
Leverage Ratio
22
Basel III leverage ratio (%)
14.3
12.8
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Sohar International Bank SAOG published this content on 02 November 2022 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 03 November 2022 08:44:05 UTC.
Sohar International Bank SAOG, formerly Bank Sohar SAOG, is an Oman-based bank. It offers financial solutions to both individual and corporate customers. The Bank operates through six operating segments: Wholesale banking, Retail banking, Government and Project Finance Syndication, Investments, Treasury and Islamic banking. Wholesale banking includes loans and deposits from corporates and trade finance customers, among others. Retail banking includes loans and deposits from retail customers, credit card and fund transfer facilities. Government and Project Finance Syndication includes, among others, loans and deposits for government and financial institutions. Investments includes proprietary investments, correspondent and investment banking. Treasury principally includes money market instruments, derivative and foreign exchange products. Islamic banking includes activities, current accounts, unrestricted investment accounts and other products and services under Shariâa principles.