:

.1

.2

.3

.4

.5

.1

.2 General Statements

.3

.4

13

.5 Stress Testing

18
19

: Funding Policy
.1

19

.2

19

.3

20
21

:
.1 General Statements

21

.2

21

F06M0106S001
:

1 :

.3

22

: II

25

27

28

29

29

.1

.2 ALCO

29

.3

30

.4

30

.5

31

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2013/7/39 2013/12/12

) Financial
(Positions
.

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.

F06M0106S001
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) :Liquidity coverage ratio (LCR III

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30
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NSFR
.

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Interbank
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F06M0106S001
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) :Earnings at Risk ( EaR

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F06M0106S001
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2013/7/39 2013/12/12

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ALCO .

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2013/7/39 2013/12/12

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Maturity Gap analysis


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ALCO
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2 115%

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4 800%

30%5 Liquidity

Management

6 30%

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7 100%

)Net Stable Funding Ratio(NSFR

8 100%

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6

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.5 Stress Testing


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.
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.

F06M0106S001
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2013/7/39 2013/12/12

: Funding Policy

ALCO .
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.
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.

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2013/7/39 2013/12/12

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Re-pricing

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F06M0106S001
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.Earnings at Risk
Fixed income
Duration Mark-to-market Price value of a Value at Risk
).basis point ( PVBP

.
.

.

F06M0106S001
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Repricing Gap Analysis

) Rate sensitive liabilities (RSL
) Rate sensitive assets (RSA
.
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7 8 3 6

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. tier 1 capital

F06M0106S001
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2013/7/39 2013/12/12

: II



.
Basel II -:
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F06M0106S001
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26 :



2013/7/39 2013/12/12

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. Middle Office


Mark to
Market
Mark to Model

.
Yield to Maturity Yield since purchase
)Price value of a basis point (Bond Modified Duration
Holding Period Return .


.

F06M0106S001
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27 :



2013/7/39 2013/12/12

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) (

Mark-to-market

)Earnings at Risk (EaR

LCR, NSFR

F06M0106S001
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28 :



2013/7/39 2013/12/12

:
.1
.

.

.


.
.2 ALCO

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.
:
-

.(Prime lending Rate ) PLR

F06M0106S001
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29 :

( Transfer Price ) TP
.ALCO

.
.3

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. .
.
.
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.Liquidity Stress Testing

Earnings at Risk ..4

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.

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.

F06M0106S001
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F06M0106S001
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31 :