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Appendix 3: Significant Investments in Commercial Entities.

C 52/2017 STA يسري تنفيذه من تاريخ 1/4/2021
Individual Investment Limit Check and its treatment
Bank's CET1 (after applying all the regulatory and threshold deduction)1000
Individual Limit (10% of bank's CET1D)100

 

Step 1: Individual Limit check

Significant investments in commercial entities
EntityEntity activityInvestment ClassificationListed/ UnlistedInvestment AmountAmount as a % of bank's CET1Significant InvestmentAmount to RW at 952%Remaining amount
ICommercialBanking BookListed14014%Yes40100
JCommercialBanking BookListed12012%Yes20100
KCommercialBanking BookUnlisted11011%Yes10100
LCommercialBanking BookListed11512%Yes15100
MCommercialBanking BookListed758%No 75
NCommercialBanking BookListed455%No 45
OCommercialBanking BookListed505%No 50
 655 85570

 

Risk weighting at 952% on account of 10% threshold on individual basis is 85.

Step 2: Aggregate Limit check

Aggregate of remaining amount of investments after 10% deduction (entity I,J,K,L,M,N & O)570
Aggregate Limit (25% of bank's CET1)250
The amount to be risk-weighted at 952% based on the 25% threshold on aggregate basis250
Remaining amount of investments to be risk-weighted under the applicable risk weighting rules (100% RW for listed and 150% unlisted)320

 

Total amount to be risk weighted at 952%: 335 (85 + 250)