Translation from Bulgarian!
To: | |
Financial Supervision Commission | |
Investment Activity Supervision Department | |
16 Budapest Str. | |
Sofia | |
CC: | |
Bulgarian Stock Exchange - Sofia Ad | |
6 Tri Ushi Str. | |
Sofia | |
19 September 2023 | |
Re: | Disclosure of Information by First Investment Bank AD pursuant to Regulation (EU) |
No. 575/2013 and Implementing Regulation (EU) 2021/637 |
Dear Sirs,
Please find attached Disclosure of Information by First Investment Bank AD pursuant to Regulation (EU) No. 575/2013 for the first half of 2023 on consolidated basis.
This disclosure of information was prepared in compliance with the requirements of Part Eight of Regulation (EU) No. 575/2013 and of Implementing Regulation (EU) 2021/637.
(signed) | (signed) |
Nikola Bakalov | Svetozar Popov |
Chief Executive Officer | Executive Director |
INFORMATION DISCLOSURE
Pursuant to Regulation (EU) № 575/2013
(on consolidated basis)
FIRST INVESTMENT BANK AD
FOR FIRST HALF OF 2023
INFORMATION DISCLOSURE pursuant to Regulation (EU) № 575/2013
TABLE OF CONTENTS
1. | DISCLOSURE OF KEY METRICS | 4 | |
1.1. | TEMPLATE EU KM1 - KEY METRICS | 4 | |
2. | DISCLOSURE OF LIQUIDITY REQUIREMENTS | 6 | |
2.1. | TEMPLATE EU LIQ1 - QUANTITATIVE INFORMATION OF LCR | 6 |
2.2. TABLE EU LIQB - ON QUALITATIVE INFORMATION ON LCR, WHICH
COMPLEMENTS TEMPLATE EU LIQ1 | 8 |
2.3. TEMPLATE EU LIQ2 - NET STABLE FUNDING RATIO | 9 |
3. DISLOSURE OF CAPITAL REQUIREMENTS AND TOTAL RISK EXPOSURE
AMOUNTS | 11 |
3.1. TEMPLATE EU OV1 - OVERVIEW OF TOTAL RISK EXPOSURE AMOUNTS.... | 11 |
4. DISCLOSURE OF OWN FUNDS | 12 |
4.1. TEMPLATE EU CC2 - RECONCILIATION OF REGULATORY OWN FUNDS TO
BALANCE SHEET IN THE AUDITED FINANCIAL STATEMENTS | 12 |
5. DISCLOSURE OF COUNTERCYCLICAL CAPITAL BUFFERS | 14 |
5.1. TEMPLATE EU CCYB1 - GEOGRAPHICAL DISTRIBUTION OF CREDIT EXPOSURES RELEVANT FOR THE CALCULATION OF THE
COUNTERCYCLICAL BUFFER | 14 |
5.2. TEMPLATE EU CCYB2 - AMOUNT OF INSTITUTION-SPECIFIC
COUNTERCYCLICAL CAPITAL BUFFER | 15 |
6. DISCLOSURE OF LEVERAGE RATIO | 15 |
6.1. TEMPLATE EU LR1-LRSUM - SUMMARY RECONCILIATION OF ACCOUNTING
ASSETS AND LEVERAGE RATIO EXPOSURES | 15 |
6.2. TEMPLATE EU LR2-LRCOM - LEVERAGE RATIO COMMON DISCLOSURE .... | 16 |
6.3. TEMPLATE EU LR3-LRSPL:SPLIT-UP OF ON BALANCE SHEET EXPOSURES
(EXCLUDING DERIVATIVES, SFTS AND EXEMPTED EXPOSURES) | 20 |
7. DISCLOSURE OF COUNTERPARTY CREDIT RISK (CCR) EXPOSURES | 21 |
7.1. TEMPLATE EU CCR1 - ANALYSIS OF CCR EXPOSURE BY APPROACH | 21 |
7.2. TEMPLATE EU CCR3 - STANDARDISED APPROACH - CCR EXPOSURES BY
REGULATORY EXPOSURE CLASS AND RISK WEIGHTS | 22 |
8. DISCLOSURE OF EXPOSURES TO CREDIT RISK AND DILUTION | 23 |
8.1. TEMPLATE EU CR1 - PERFORMING AND NON-PERFORMING EXPOSURES
AND RELATED PROVISIONS | 23 |
8.2. TEMPLATE EU CR2 - CHANGES IN THE STOCK OF NON-PERFORMING
LOANS AND ADVANCES | 25 |
8.3. TEMPLATE EU CR2A - CHANGES IN THE STOCK OF NON-PERFORMING LOANS AND ADVANCES AND RELATED NET ACCUMULATED RECOVERIES. 25
8.4. | TEMPLATE EU CQ1 | - CREDIT QUALITY OF FORBORNE EXPOSURES | 26 |
8.5. | TEMPLATE EU CQ2 | - QUALITY OF FORBEARANCE | 27 |
8.6. TEMPLATE EU CQ4 - QUALITY OF NON-PERFORMING EXPOSURES BY
GEOGRAPHY | 28 |
8.7. TEMPLATE EU CQ5 - CREDIT QUALITY OF LOANS AND ADVANCES TO NON-
FINANCIAL CORPORATIONS BY INDUSTRY | 29 |
- TEMPLATE EU CQ6 - COLLATERAL VALUATION - LOANS AND ADVANCES . 30
- TEMPLATE EU CQ7 - COLLATERAL OBTAINED BY TAKING POSSESSION
AND EXECUTION PROCESSES | 32 |
8.10. TEMPLATE EU CQ8 - COLLATERAL OBTAINED BY TAKING POSSESSION | |
AND EXECUTION PROCESSES - VINTAGE BREAKDOWN | 33 |
First Investment Bank AD | 2 / 38 |
INFORMATION DISCLOSURE pursuant to Regulation (EU) № 575/2013
9. DISCLOSURE OF USAGE OF METODS FOR CREDIT RISK MITIGATION | 34 |
9.1. TEMPLATE EU CR3 - CRM TECHNIQUES OVERVIEW: DISCLOSURE OF THE
USE OF CREDIT RISK MITIGATION TECHNIQUES | 34 |
9.2. TEMPLATE EU CR4 - STANDARDISED APPROACH - CREDIT RISK
EXPOSURE AND CRM EFFECTS | 35 | |
10. | DISCLOSURE OF STANDARDISED APPROACH USAGE | 36 |
10.1. TEMPLATE EU CR5 - STANDARDISED APPROACH | 36 | |
11. | DISCLOSURE OF EXPOSURES TO SECURITISATION POSITIONS | 37 |
12. | DISCLOSURE ON STANDARDISED APPROACH ON MARKET RISK | 38 |
12.1. TEMPLATE EU MR1 - MARKET RISK UNDER THE STANDARDISED | ||
APPROACH | 38 | |
13. | DISCLOSURE ON INTERST RATE RISK IN THE BANKING BOOK | 38 |
13.1. TEMPLATE EU IRRBB1 - INTERST RATE RISK OF NON-TRADING BOOK | ||
ACTIVITIES | 38 |
This disclosure of information was prepared pursuant to and in compliance with the requirements of Part Eight of Regulation (EU) No. 575/2013 of the European Parliament and of the Council on prudential requirements for credit institutions ( Regulation (EU) No. 575/2013 ), and of Commission Implementing Regulation (EU) 2021/637 of 15 March 2021 laying down implementing technical standards with regard to public disclosures by institutions of the information referred to in Titles II and III of Part Eight of Regulation (EU) No 575/2013 of the European Parliament and of the Council and repealing Commission Implementing Regulation (EU) No 1423/2013, Commission Delegated Regulation (EU) 2015/1555, Commission Implementing Regulation (EU) 2016/200 and Commission Delegated Regulation (EU) 2017/2295 (Implementing Regulation (EU) 2021/637).
First Investment Bank AD | 3 / 38 |
INFORMATION DISCLOSURE pursuant to Regulation (EU) № 575/2013
1. DISCLOSURE OF KEY METRICS
1.1. TEMPLATE EU KM1 - KEY METRICS
The table below contains information on the key metrics referred to in Article 447 of Regulation (EU) No 575/2013, presented in template EU KM1 from Commission Implementing Regulation (EU) 2021/637:
BGN | 30.06.2023 | 31.03.2023 | 31.12.2022 | 30.09.2022 | 30.06.2022 | |||||||
Thousands | ||||||||||||
Available own funds (amounts) | ||||||||||||
1 | Common Equity Tier 1 (CET1) capital | 1,363,068 | 1,245,372 | 1,314,754 | 1,315,495 | 1,327,147 | ||||||
2 | Tier 1 capital | 1,617,326 | 1,499,630 | 1,569,012 | 1,569,753 | 1,581,405 | ||||||
3 | Total capital | 1,633,812 | 1,516,594 | 1,586,448 | 1,578,216 | 1,590,065 | ||||||
Risk-weighted exposure amounts | ||||||||||||
4 | Total risk exposure amount | 7,789,336 | 7,730,653 | 7,551,920 | 7,533,832 | 7,486,797 | ||||||
Capital ratios (as a percentage of risk-weighted exposure amount) | ||||||||||||
5 | Common Equity Tier 1 ratio (%) | 17.50% | 16.11% | 17.41% | 17.46% | 17.73% | ||||||
6 | Tier 1 ratio (%) | 20.76% | 19.40% | 20.78% | 20.84% | 21.12% | ||||||
7 | Total capital ratio (%) | 20.97% | 19.62% | 21.01% | 20.95% | 21.24% | ||||||
Additional own funds requirements to address risks other than the risk of excessive leverage (asa percentage of risk-weighted exposure amount) | ||||||||||||
EU 7а | Additional own funds requirements to address risks other than the risk of excessive | |||||||||||
leverage (%) | 2.10% | 2.85% | 2.85% | 2.85% | 2.85% | |||||||
EU 7b | of which: to be made up of CET1 capital (percentage points) | 1.18% | 1.60% | 1.60% | 1.60% | 1.60% | ||||||
EU 7c | of which: to be made up of Tier 1 capital (percentage points) | 1.58% | 2.14% | 2.14% | 2.14% | 2.14% | ||||||
EU 7d | Total SREP own funds requirements (%) | 10.10% | 10.85% | 10.85% | 10.85% | 10.85% | ||||||
Combined buffer and overall capital requirement (as a percentage of risk-weightedexposure amount) | ||||||||||||
8 | Capital conservation buffer (%) | 2.50% | 2.50% | 2.50% | 2.50% | 2.50% | ||||||
EU 8а | Conservation buffer due to macro-prudential or systemic risk identified at the level of a | |||||||||||
Member State (%) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | |||||||
9 | Institution specific countercyclical capital buffer (%) | 1.39% | 1.39% | 0.92% | 0.46% | 0.46% | ||||||
EU 9а | Systemic risk buffer (%) | 3.00% | 3.00% | 3.00% | 3.00% | 3.00% | ||||||
10 | Global Systemically Important Institution buffer (%) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
First Investment Bank AD | 4 / 38 |
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Disclaimer
First Investment Bank AD published this content on 19 September 2023 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 19 September 2023 14:42:04 UTC.