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BANCO DE CHILE : Quarterly Liquidity Report As of December 31st 2019

01/15/2020 | 04:08pm

BANCO DE CHILE

Quarterly Liquidity Report

As of December 31st2019

1. About the publication of the Liquidity Report

According to Title V: Información al Público, of Chapter 12-20 Gestión y medición de la posición de liquidez of the Superintendence of Banks and Financial Institutions (from this point forward, "SBIF") Updated Reviewed Norms and in compliance with number 14 of the Chapter III.B.2.1 of the Financial Norms Compendium of the Central Bank of Chile (from this point forward, "BCCh"), Banco de Chile (from this point forward, the "Bank") publish quarterly liquidity report.

2. Individual and Consolidated Liquidity cash flow reports

INDIVIDUAL LIQUIDITY REPORT

CONTRACTUAL MATURITY & CUMMULATIVE CASHFLOWS BASIS

AS OF DECEMBER 31ST, 2019 (Amounts expressed in MM $)

ALL CURRENCIES

Up to 7 days

Up to 15

Up to 30

Up to 90

days

days

days

Inflows

6.886.114

8.125.198

8.972.142

11.419.878

Outflows

14.655.598

16.359.745

19.052.364

21.979.568

Liquidity Gap

(7.769.484)

(8.234.547)

(10.080.222)

(10.559.690)

Regulatory limits:

1 x Tier 1 Capital

3.528.223

2 x Tier 1 Capital

7.056.

LIQUIDITY SURPLUS/(DEFICIT)

(6.551.998)

(3.503.244)

FOREIGN CURRENCY

Up to 7 days

Up to 15

Up to 30

Up to 90

days

days

days

Inflows

1.595.234

1.641.966

1.592.417

1.849.389

Outflows

1.941.021

2.187.304

2.646.391

3.420.330

Liquidity Gap

(345.787)

(545.337)

(1.053.973)

(1.570.942)

Regulatory limits:

1 x Tier 1 Capital

3.528.223

LIQUIDITY SURPLUS/(DEFICIT)

2.474.250

-

1

INDIVIDUAL LIQUIDITY REPORT

BEHAVIOURAL1MATURITY & CUMMULATIVE CASHFLOWS BASIS

AS OF DECEMBER 31ST, 2019 (Amounts expressed in MM $)

ALL CURRENCIES

Up to 7 days

Up to 15

Up to 30

Up to 90

days

days

days

Inflows

6.669.580

7.601.435

7.949.309

9.393.152

Outflows

7.670.024

8.545.000

9.941.635

12.220.520

Liquidity Gap

(1.000.444)

(943.565)

(1.992.326)

(2.827.367)

Regulatory limits:

1 x Tier 1 Capital

3.528.223

2 x Tier 1 Capital

7.056.

LIQUIDITY SURPLUS/(DEFICIT)

1.535.897

4.229.080

FOREIGN CURRENCY

Up to 7 days

Up to 15

Up to 30

Up to 90

days

days

days

Inflows

1.496.338

1.496.338

1.271.538

1.249.214

Outflows

1.247.826

1.433.827

1.797.869

2.517.649

Liquidity Gap

248.513

62.511

(526.330)

(1.268.435)

Regulatory limits:

1 x Tier 1 Capital

3.528.223

LIQUIDITY SURPLUS/(DEFICIT)

3.001.893

-

CONSOLIDATED LIQUIDITY REPORT

CONTRACTUAL MATURITY & CUMMULATIVE CASHFLOWS BASIS

AS OF DECEMBER 31ST, 2019 (Amounts expressed in MM $)

ALL CURRENCIES

Up to 7 days

Up to 15

Up to 30

Up to 90

days

days

days

Inflows

7.477.827

8.724.307

9.615.559

12.092.615

Outflows

15.245.330

16.956.776

19.660.166

22.595.698

Liquidity Gap

(7.767.503)

(8.232.469)

(10.044.607)

(10.503.083)

Regulatory limits:

1 x Tier 1 Capital

3.528.223

2 x Tier 1 Capital

7.056.

LIQUIDITY SURPLUS/(DEFICIT)

(6.516.383)

(3.446.636)

FOREIGN CURRENCY

Up to 7 days

Up to 15

Up to 30

Up to 90

days

days

days

Inflows

1.595.211

1.641.899

1.592.332

1.849.256

Outflows

1.941.021

2.187.304

2.646.436

3.420.376

Liquidity Gap

(345.810)

(545.404)

(1.054.104)

(1.571.120)

Regulatory limits:

1 x Tier 1 Capital

3.528.223

LIQUIDITY SURPLUS/(DEFICIT)

2.474.119

-

1Behavioral assumptions are included for some balance sheet items.

2

CONSOLIDATED LIQUIDITY REPORT

BEHAVIOURAL2MATURITY & CUMMULATIVE CASHFLOWS BASIS

AS OF DECEMBER 31ST, 2019 (Amounts expressed in MM $)

ALL CURRENCIES

Up to 7 days

Up to 15

Up to 30

Up to 90

days

days

days

Inflows

7.261.293

8.200.544

8.592.726

10.065.890

Outflows

8.259.756

9.142.031

10.549.437

12.836.649

Liquidity Gap

(998.463)

(941.487)

(1.956.711)

(2.770.760)

Regulatory limits:

1 x Tier 1 Capital

3.528.223

2 x Tier 1 Capital

7.056.

LIQUIDITY SURPLUS/(DEFICIT)

1.571.512

4.285.687

FOREIGN CURRENCY

Up to 7 days

Up to 15

Up to 30

Up to 90

days

days

days

Inflows

1.517.092

1.496.272

1.271.453

1.249.081

Outflows

1.247.826

1.433.828

1.797.914

2.517.694

Liquidity Gap

269.266

62.444

(526.461)

(1.268.613)

Regulatory limits:

1 x Tier 1 Capital

3.528.223

LIQUIDITY SURPLUS/(DEFICIT)

3.001.762

-

3. Liquidity Coverage Ratio (LCR)

Individual and Consolidated SBIF C48 Report as of December 31st.

LCR - December 2019

Individual Report

Consolidated Report

1,13

1,02

2Behavioral assumptions are included for some balance sheet items.

3

4. Liquid Assets profile

LIQUID ASSETS

CONSOLIDATED BALANCE SHEET

AS OF DECEMBER 31ST, 2019 (Amounts expressed in MM $)

Cash and Due

3.230,2

3.022,2

Investments marked at

market prices

5. Sources of Funding profile

MAIN FUNDING SOURCES

CONSOLIDATED BALANCE SHEET

AS OF DECEMBER 31ST, 2019 (Amounts expressed in MM $)

5.191,9

Demand deposits accounts

Savings accounts and time

deposits

8.813,4

11.326,1

Borrowings from financial

institutions

Debt issued

1.557,1

Others

10.856,6

4

6. In-houseLiquidity reports

a. Market Access Report (MAR)

MAR illustrates Bank's cash funding needs in a business-as-usual operations environment. The main aspects of these conditions are the following: loans are permanently rolled over; some portion of the deposits, mainly those deposited by wholesale customers, are withdrawn when due, derivatives cash flows are settled at maturity and liquid assets in excess of the liquidity buffer might be sold. Thus, the resulting number corresponds to the amount of funding the Bank usually access through the money-market participants.

MAR All currencies

Jan 2019 - Sep 2019

4q 2019

MMM $

MMM $

Max

3.352

3.066

Min

2.027

1.705

Average

2.661

2.504

MAR Foreign currencies

Jan 2019 - Sep 2019

4q 2019

MMM $

MMM $

Max

1.999

1.377

Min

489

1

Average

1.136

799

b. Financial Ratios

Eligible Assets for Liquidity Buffer as a percentage of 30-days

MAR3

Jan 2019 - Sep 2019

4q 2019

%

%

Max

103%

100%

Min

82%

86%

Average

91%

95%

Deposits as a percentage of Loans

Jan 2019 - Sep 2019

4q 2019

%

%

Max

62%

62%

Min

58%

59%

Average

60%

60%

3This number excludes cash surplus above Liquidity Buffer.

5

Liabilities maturing beyond 1 year as a percentage of Assets maturing

beyond 1 year

Jan 2019 - Sep 2019

4q 2019

%

%

Max

79%

82%

Min

76%

79%

Average

77%

80%

6

Disclaimer

Banco de Chile published this content on 15 January 2020 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 15 January 2020 21:07:02 UTC

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