SUTZUK-LUKUM Bank

Banking System Balance Sheet (B$ millions, end-2020)

Assets Liabilities + Capital

Total Assets 67,264 Total Liabilities 67,264

Cash and T-Bills 4,507 Deposits 61,820

Long-term government bonds 5,280 Demand deposits 29,914
Total loans (net) 54,915 Time deposits 31,906
Other assets 2,562
Capital (equity) 5,444

Regulatory capital/assets 8.1%

RWA = Risk-weighted assets (weights: 1 for loans, 0 for everything else) 54,915
Regulatory capital/RWA 9.9%

Assumptions
Expected annual growth rates of:
Assets 1.5%
Liabilities 0.5%
Standard deviation of assets 341
Expected Levels, 2021
Assets 68,273
Liabilities (non-equity) 62,129
Capital 6,144
Key ratios, 2021
Regulatory Capital/Assets 9.0%
Regulatory Capital/Standard Deviation of Assets 18.0
Probability of default 0.00%
 0.5%

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 SUTZUK-LUKUM Bank
Banking System Balance Sheet (B$ millions, end-2020)
Assets Liabilities + Capital
Initial Increase Initial Increase
Total Assets 67,264 67,264 Total Liabilities 67,264 67,264

Cash and T-Bills 4,507 4,507 Deposits 61,820 61,820

Long-term government bonds 5,280 5,280 Demand deposits 29,914 29,914
Total loans (net) 54,915 54,915 Time deposits 31,906 31,906
Performing 51,195 51,195
Nonperforming 8,822 8,822
Provisions -5,102 -5,102
Other assets 2,562 2,562
Capital (equity) 5,445 5,445
Regulatory capital/Assets 8.1% 8.1%
Regulatory capital/RWA 9.9% 9.9%

Nonperforming loans/Total loans before provision 14.7% 14.7%

NPLs net of provisions/capital 68.3% 68.3%
Provisions/NPLs 57.8% 57.8%

Increase in NPL 0%
 SUTZUK-LUKUM Bank
Banking System Balance Sheet (B$ millions, end-2020)
Assets Liabilities + Capital
Initial Write-offs Initial Write-offs
Total Assets 67,264 63,544 Total Liabilities 67,264 63,544

Cash and T-Bills 4,507 4,507 Deposits 61,820 61,820

Long-term government bonds 5,280 5,280 Demand deposits 29,914 29,914
Total loans (net) 54,915 51,195 Time deposits 31,906 31,906
Performing 51,195 51,195
Nonperforming 8,822 0
Provisions -5,102 0
Other assets 2,562 2,562
Capital (equity) 5,445 1,724
Regulatory capital/Assets 8.1% 2.7%
Regulatory capital/RWA 9.9% 3.4%

Nonperforming loans/Total loans before provision 14.7% 0.0%

NPLs net of provisions/capital 68.3% 0.0%
Provisions/NPLs 57.8% 57.8%
 SUTZUK-LUKUM Bank
Banking System Balance Sheet (B$ millions, end-2020)
Assets Liabilities + Capital

Total Assets 67,264 Total Liabilities 67,264

Cash and T-Bills 4,507 Deposits 61,820

Long-term government bonds 5,280 Demand deposits 29,914
Total loans (net) 54,915 Time deposits 31,906
Other assets 2,562
Capital (equity) 5,444
Earnings
Net income ("after-tax profit") 893
Net operating income 988
Net interest income 3,847
Noninterest income (+) 72
Provisions for loan losses (-) 1,396
Noninterest expense (-) 1,535
Other -28
Applicable income taxes (-) 67

Return on Assets (ROA), after tax 1.3%

Return on equity (ROE), after tax 16.4%
 SUTZUK-LUKUM Bank
Banking System Balance Sheet (B$ millions, end-2020)
Assets Liabilities + Capital
Initial Deposit run
Total Assets 67,264 28,609 Total Liabilities

Cash and T-Bills 4,507 0 Deposits

Long-term government bonds 5,280 0 Demand deposits
Total loans (net) 54,915 26,047 Time deposits
Other assets 2,562 2,562
Capital (equity)

Deposit run Funding gap after selling liquid as

Percentage of: Funding gap after selling liquid assets and lt gov't bo
Demand deposits 50%
Time deposits 50% Regulatory capital/assets
Regulatory capital/RWA
Non-liquid assets: loss in value
On lt gov't bonds 10% Liquid assets/assets
Reduction in lt gov't bonds 5,280 Liquid assets/short-term liabilities
On loans 25%
Required reduction in loans 28,868
0)
ilities + Capital
Initial Deposit run Deposit loss
67,264 28,609

61,820 30,910 30,910

29,914 14,957 14,957
31,906 15,953 15,953

5,444 -2,301

Funding gap after selling liquid assets 26,403

fter selling liquid assets and lt gov't bonds 21,651

8.1% -8.0%
9.9% -8.8%

6.7% 0.0%
15.1% 0.0%
 SUTZUK-LUKUM Bank
Banking System Balance Sheet (B$ millions, end-2020)
Assets
Interest rate
Initial Duration shock
Total Assets 67,264 5.3 61,867

Cash and T-Bills 4,507 0.0 4,507

Long-term government bonds 5,280 5.5 4,844
Total loans (net) 54,915 6.0 49,973
Other assets 2,562 0.5 2,543

Sensitivity to interest rate risk

Interest rate change (bps) 150
Changes in value:
Assets -8.0%
Liabilities -2.3%
Equity -73%
ZUK-LUKUM Bank
alance Sheet (B$ millions, end-2020)
Liabilities + Capital
Interest rate
Initial Duration shock
Total Liabilities 67,264 1.5 61,867

Deposits 61,820 1.5 60,384

Demand deposits 29,914 0.0 29,914
Time deposits 31,906 3.0 30,470

Capital (equity) 5,444 48.5 1,483

Capital/assets 8.1% 2.4%

Regulatory capital/RWA 9.9% 3.0%

Liquid assets/assets 6.7% 7.3%

Liquid assets/short-term liabilities 15.1% 15.1%
515627369.xlsx; Data 10 of 17 03/23/2021; 18:43:31

Table A. Bankistan: Reported Data, end-2010 (In B$ millions; ratios in percent)

SB1 SB2 SB3 DB1 DB2 DB3 DB4 DB5 FB1 FB2 FB3 FB4
State Owned Domestic Foreign
All Banks (SB) Private (DB) (FB)

Table A1. Balance sheet and income

statement data (simplified)
Total assets 67,264 18,005 12,619 36,639 2,381 2,753 12,872 331 1,475 4,705 2,021 4,087 14,121 17,121 4,583 814
Cash and T-bills 4,507 1,415 1,033 2,059 250 178 987 10 150 390 185 298 1,100 450 450 59
Long-term government bonds 5,280 568 1,021 3,691 131 85 352 16 112 407 143 343 1,892 780 921 98
Total loans (net) 54,915 14,627 9,981 30,306 1,592 2,315 10,721 304 1,021 3,855 1,402 3,400 10,937 15,622 3,112 635
Other assets (net) 2,562 1,395 584 583 408 175 812 1 192 53 291 47 191 269 100 22
Total liabilities 67,264 18,005 12,619 36,639 2,381 2,753 12,872 331 1,475 4,705 2,021 4,087 14,121 17,121 4,583 814
Deposits 61,820 17,498 11,402 32,920 2,299 2,687 12,511 294 1,472 4,178 1,965 3,493 12,458 15,407 4,300 756
Demand deposits 29,914 8,027 5,366 16,521 1,124 982 5,921 137 638 2,211 782 1,598 6,801 7,290 2,091 339
Domestic currency 11,573 5,336 2,701 3,537 899 884 3,553 55 319 1,415 305 607 1,768 1,166 565 37
Foreign currency 18,341 2,691 2,665 12,984 225 98 2,368 82 319 796 477 991 5,033 6,124 1,526 302
Term deposits 31,906 9,471 6,036 16,399 1,175 1,705 6,590 157 834 1,967 1,183 1,895 5,657 8,117 2,209 417
Domestic currency 13,427 6,670 2,778 3,979 952 1,501 4,218 66 426 1,200 461 625 1,527 1,704 685 62
Foreign currency 18,478 2,800 3,258 12,420 223 205 2,372 91 409 767 722 1,270 4,129 6,412 1,524 354
Total capital (equity) 5,444 508 1,217 3,720 81 66 361 37 2 527 56 594 1,663 1,715 283 59

Net income ("after-tax profit") 893 -50 148 795 -30 -48 28 -4 25 32 43 52 213 487 80 15
Net operating income (+) 988 -27 194 821 -24 -47 44 -5 21 60 43 75 232 495 81 14
Net interest income (+) 3,847 1,111 662 2,075 143 171 796 21 89 237 103 211 690 1,065 268 52
Interest income (+) 5,843 1,650 1,010 3,183 212 259 1,178 30 136 345 166 333 1,152 1,558 398 75
Interest expense (-) 1,996 539 348 1,109 69 88 382 9 46 108 63 122 462 493 130 23
Noninterest income (+) 72 18 18 35 2 3 13 0 2 4 8 4 13 16 5 1
Provisions for loan losses (-) 1,396 752 167 477 115 159 478 8 45 40 39 35 151 220 86 20
Noninterest expense (-) 1,535 404 319 812 54 63 287 19 25 141 29 105 321 366 106 19
Securities gains/losses (+) -7 -13 0 7 -3 0 -10 1 1 1 2 -5 2 -2 6 1
Applicable income taxes (-) 67 5 18 45 0 1 3 0 1 4 2 10 23 9 11 1
Extraordinary gains, net (+) -22 -5 -29 12 -3 0 -2 0 4 -25 0 -8 2 3 5 2

Table A2. Other input data

Capital adequacy calculation
Regulatory capital 5,444 508 1,217 3,720 81 66 361 37 2 527 56 594 1,663 1,715 283 59
Risk weighted assets 36,503 10,246 6,678 19,579 1,030 809 8,406 156 568 3,148 676 2,129 7,755 9,008 2,328 488
Credit risk data
Performing loans 51,195 12,700 9,455 29,040 1,099 1,945 9,656 262 950 3,751 1,135 3,357 10,331 15,301 2,811 597
Pass loans 47,837 11,850 8,794 27,193 970 1,628 9,251 240 611 3,635 955 3,354 9,584 15,284 1,853 473
Special mention loans 3,358 850 662 1,846 129 316 405 22 340 116 181 3 747 17 958 125
Non performing loans (NPLs), gross 8,822 4,443 1,268 3,111 1,014 736 2,693 54 389 225 421 177 1,006 1,233 729 142
Substandard loans 1,907 281 426 1,200 111 54 115 54 19 0 352 1 721 214 244 21
Doubtful loans 1,946 512 490 944 456 56 0 0 80 225 69 115 282 262 322 78
Loss loans 4,969 3,651 351 967 447 626 2,578 0 290 0 0 61 3 757 163 44
Provisions held 5,102 2,516 742 1,845 521 366 1,629 13 319 121 155 134 400 912 428 105
Collateral reported against:
Substandard loans 747 259 128 360 102 50 106 16 6 0 106 0 216 64 73 6
Doubtful loans 994 564 147 283 512 52 0 0 24 68 21 35 85 79 97 23
Loss loans 3,760 3,365 105 290 412 577 2,376 0 87 0 0 18 1 227 49 13
515627369.xlsx; Data 11 of 17 03/23/2021; 18:43:31

Table A. Bankistan: Reported Data, end-2010 (In B$ millions; ratios in percent)

SB1 SB2 SB3 DB1 DB2 DB3 DB4 DB5 FB1 FB2 FB3 FB4
State Owned Domestic Foreign
All Banks (SB) Private (DB) (FB)
Sectoral structure of lending
Total loans 54,915 14,627 9,981 30,306 1,592 2,315 10,721 304 1,021 3,855 1,402 3,400 10,937 15,622 3,112 635
Agriculture 2,127 816 336 976 81 25 709 15 13 73 106 129 333 469 139 35
Manufacturing 19,305 6,162 3,498 9,645 892 380 4,890 71 268 1,422 543 1,195 3,550 4,850 1,113 132
Construction 5,708 1,608 1,009 3,091 173 253 1,182 29 115 365 177 323 1,109 1,565 347 70
Trade 11,620 2,829 2,304 6,487 116 431 2,282 56 321 1,021 293 613 2,330 3,129 868 160
Tourism 5,725 1,559 1,187 2,979 153 479 927 54 151 428 124 430 1,088 1,405 392 94
Non-bank financial institutions 5,078 762 795 3,521 0 153 609 0 118 282 114 281 1,554 1,677 233 57
Other 5,351 892 852 3,607 177 594 122 79 35 265 45 429 973 2,527 20 87
Nonperforming loans 8,822 4,443 1,268 3,111 1,014 736 2,693 54 389 225 421 177 1,006 1,233 729 142
Agriculture 503 276 65 161 53 9 214 4 5 8 35 14 50 63 39 9
Manufacturing 3,330 1,827 460 1,043 479 118 1,230 14 116 81 190 59 337 382 276 48
Construction 1,257 581 183 493 132 92 357 7 49 41 52 34 167 209 98 19
Trade 1,199 689 169 342 103 110 476 8 86 2 73 0 93 74 149 25
Tourism 1,145 544 179 422 121 164 260 12 54 39 39 35 139 157 102 23
Non-bank financial institutions 329 139 94 96 0 36 103 0 68 0 26 0 28 3 58 8
Other 1,060 388 118 554 127 208 53 10 12 54 7 35 193 345 6 10

Largest exposures
#1 559 78 132 350 17 10 51 4 7 40 25 57 150 145 40 15
#2 487 67 116 304 15 9 44 4 6 34 23 49 130 126 35 13
#3 379 53 89 238 12 8 34 3 5 26 17 38 100 97 31 10
#4 342 48 80 215 10 7 30 2 5 24 15 34 90 87 29 9
#5 325 45 76 204 10 7 29 2 5 22 14 32 85 82 29 8
515627369.xlsx; Data 12 of 17 03/23/2021; 18:43:31

Table A. Bankistan: Reported Data, end-2010 (In B$ millions; ratios in percent)

SB1 SB2 SB3 DB1 DB2 DB3 DB4 DB5 FB1 FB2 FB3 FB4
State Owned Domestic Foreign
All Banks (SB) Private (DB) (FB)
Interest rate risk data
Total sensitive assets (by time to
repricing) 160,465 18,918 23,678 117,868 2,728 8,688 7,502 905 5,338 6,472 7,741 3,221 56,135 25,284 33,629 2,819
< 3 months 76,452 14,699 14,635 47,118 616 7,883 6,199 870 5,338 987 4,759 2,681 15,228 19,384 10,452 2,054
3-6 months 36,145 2,502 1,360 32,283 704 777 1,021 35 0 0 1,248 77 14,751 5,600 11,444 489
6-12 months 47,868 1,718 7,684 38,467 1,408 28 282 0 0 5,485 1,734 464 26,157 300 11,733 277
Total sensitive liabilities (by time to
repricing) 162,392 21,675 14,786 125,931 1,030 9,921 10,724 1,234 2,192 3,252 6,722 1,387 60,676 22,873 39,090 3,291
< 3 months 92,228 19,440 13,640 59,148 343 9,880 9,217 632 2,192 2,843 6,712 1,261 20,054 22,873 12,938 3,283
3-6 months 35,778 1,872 665 33,241 343 34 1,495 602 0 55 8 0 20,187 0 13,052 2
6-12 months 34,386 363 481 33,542 343 7 13 0 0 354 2 126 20,435 0 13,101 6
Structure of the bond portfolio
Long-term government bonds 5,280 568 1,021 3,691 131 85 352 16 112 407 143 343 1,892 780 921 98
Bond 1 1,461 404 251 806 21 32 351 13 5 25 143 65 299 20 487 0
Bond 2 3,819 164 770 2,885 110 53 1 3 107 382 0 278 1,593 760 434 98
Average duration of bonds held ... ... ... ... 6.0 5.0 1.9 2.8 6.6 6.5 1.9 5.9 6.1 6.7 4.2 6.8
Liquid assets 9,787 1,983 2,054 5,750 381 263 1,339 26 262 797 328 641 2,992 1,230 1,371 157
Short-term liabilities 29,914 8,027 5,366 16,521 1,124 982 5,921 137 638 2,211 782 1,598 6,801 7,290 2,091 339
o/w demand deposits 29,914 8,027 5,366 16,521 1,124 982 5,921 137 638 2,211 782 1,598 6,801 7,290 2,091 339
other 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Exchange rate risk data

Net open position 218 -90 53 255 11 -8 -93 0 12 14 5 23 85 61 88 20
Net US$ position 32 -153 -3 188 2 -48 -108 0 -4 7 -6 -1 88 48 43 9
Net euro position 56 54 4 -1 7 11 35 0 -5 1 2 6 -4 -2 0 5
Net GBP position 17 2 13 2 2 7 -6 0 8 4 1 0 -8 8 1 0
Net positions in other curr. 113 8 40 66 0 22 -14 0 13 2 8 18 9 7 44 6
FX loans 18,542 3,478 4,178 10,886 357 557 2,564 137 487 1,587 722 1,245 6,245 1,987 2,245 409
RWA in foreign currency 12,769 2,436 2,766 7,567 231 195 2,010 70 271 1,296 348 780 4,428 1,146 1,679 314

Profits and ROAs over time

Profit (1996-2010 average) 921 17 183 721 -10 5 22 8 31 41 40 63 180 420 99 22
Profit (1996-2010 st. dev.) 1,250 90 214 946 22 45 23 8 66 30 66 44 52 780 56 58
St. dev of ROA (1996-2010) 2.3 1.8 2.0 2.9 2.7 2.6 0.2 1.2 3.5 0.5 4.0 0.9 0.5 5.5 1.0 4.6

Interbank credit data (credit of bank in the row to the bank in the column)
SB1 ... 0 32 21 33 12 23 12 0 18 0 19
SB2 45 ... 35 70 55 60 28 20 31 48 0 24
SB3 0 5 ... 7 0 15 13 31 15 0 0 18
DB1 25 0 33 ... 15 18 26 32 33 20 0 20
DB2 23 0 40 20 ... 20 23 26 0 20 0 20
DB3 25 0 25 16 18 ... 20 29 20 18 17 20
DB4 32 12 27 19 20 23 ... 20 20 5 16 20
DB5 0 0 0 0 0 0 0 ... 0 0 0 0
FB1 45 9 25 37 43 0 1 0 ... 0 0 0
FB2 22 0 82 20 20 22 35 20 20 ... 20 20
FB3 43 0 97 45 43 23 24 23 20 20 ... 20
FB4 21 16 22 20 20 20 20 20 20 20 20 ...

Bottom-up stress test results

Capital (after adverse scenario) 3,422 -615 1,053 2,985 6 -187 -435 26 -10 463 22 552 1,327 1,488 132 38
RWA (after adverse scenario) 35,143 9,301 6,560 19,282 949 592 7,760 152 537 3,112 650 2,109 7,692 8,829 2,282 479
CAR (after adverse scenario) 9.7 -6.6 16.0 15.5 0.6 -31.5 -5.6 17.2 -1.9 14.9 3.3 26.2 17.2 16.9 5.8 8.0

Gross domestic product 100,000

515627369.xlsx; Data 13 of 17 03/23/2021; 18:43:31

Table A. Bankistan: Reported Data, end-2010 (In B$ millions; ratios in percent)

SB1 SB2 SB3 DB1 DB2 DB3 DB4 DB5 FB1 FB2 FB3 FB4
State Owned Domestic Foreign
All Banks (SB) Private (DB) (FB)
Table A3. Selected Banking Sector Ratios (in percent)
Capital Adequacy
Total capital / RWA (CAR) * 14.9 5.0 18.2 19.0 7.9 8.1 4.3 23.9 0.4 16.7 8.3 27.9 21.4 19.0 12.2 12.0
Asset Quality
NPLs (gross)/ total loans * 16.1 30.4 12.7 10.3 63.7 31.8 25.1 17.9 38.1 5.8 30.1 5.2 9.2 7.9 23.4 22.4
Provisions/NPLs 57.8 56.6 58.5 59.3 51.4 49.7 60.5 23.2 81.9 53.9 36.7 75.6 39.7 73.9 58.8 73.5
(NPLs-provisions)/capital * 68.3 379.8 43.2 34.0 605.9 565.0 295.1 112.0 2,870.5 19.7 474.8 7.3 36.5 18.7 106.2 64.1
FX loans/total loans 33.8 23.8 41.9 35.9 22.4 24.1 23.9 45.1 47.7 41.2 51.5 36.6 57.1 12.7 72.1 64.4
RWA/total assets 54.3 56.9 52.9 53.4 43.3 29.4 65.3 47.2 38.5 66.9 33.5 52.1 54.9 52.6 50.8 59.9
Profitability
ROA (after-tax) * 1.3 -0.3 1.2 2.2 -1.3 -1.8 0.2 -1.3 1.7 0.7 2.1 1.3 1.5 2.8 1.7 1.9
ROE (after-tax) * 16.4 -9.8 12.1 21.4 -36.9 -73.6 7.9 -11.7 1,005.2 6.1 77.0 8.7 12.8 28.4 28.3 25.6
Liquidity
Liquid assets/total assets 14.6 11.0 16.3 15.7 16.0 9.6 10.4 7.9 17.8 16.9 16.2 15.7 21.2 7.2 29.9 19.3
Liquid assets/short-term liabilities* 32.7 24.7 38.3 34.8 33.9 26.8 22.6 19.0 41.1 36.0 41.9 40.1 44.0 16.9 65.6 46.3
Sensitivity to Market Risk
Net FX exposure / capital * 4.0 -17.7 4.4 6.8 14.1 -12.4 -25.8 0.0 491.7 2.6 8.6 3.8 5.1 3.6 31.1 34.3
Other
Z-score ((C/A+ROA)/stdev(ROA)) 4.2 1.4 5.4 4.3 0.8 0.2 13.5 8.2 0.5 22.8 1.2 16.8 28.9 2.3 8.3 2.0
* Core Financial Soundness Indicator (FSI)

Table A4. Structure of the Financial System (data in percent)

Share in total assets 100.0 26.8 18.8 54.5 3.5 4.1 19.1 0.5 2.2 7.0 3.0 6.1 21.0 25.5 6.8 1.2
Share in total loans 100.0 26.6 18.2 55.2 2.9 4.2 19.5 0.6 1.9 7.0 2.6 6.2 19.9 28.4 5.7 1.2
Share in total deposits 100.0 28.3 18.4 53.3 3.7 4.3 20.2 0.5 2.4 6.8 3.2 5.7 20.2 24.9 7.0 1.2
Share in total capital 100.0 9.3 22.4 68.3 1.5 1.2 6.6 0.7 0.0 9.7 1.0 10.9 30.5 31.5 5.2 1.1
Total assets/GDP 67.3 18.0 12.6 36.6 2.4 2.8 12.9 0.3 1.5 4.7 2.0 4.1 14.1 17.1 4.6 0.8
515627369.xlsx; Summary 14 of 17 03/23/2021; 18:43:31

Table A. Bankistan: Reported Data, end-2010 (In B$ millions; ratios in percent)

All Banks

Table A1. Balance sheet and income

statement data (simplified)
Total assets 67,264
Cash and T-bills 4,507
Long-term government bonds 5,280
Total loans (net) 54,915
Other assets (net) 2,562
Total liabilities 67,264
Deposits 61,820
Demand deposits 29,914
Domestic currency 11,573
Foreign currency 18,341
Term deposits 31,906
Domestic currency 13,427
Foreign currency 18,478
Total capital (equity) 5,444

Net income ("after-tax profit") 893

Net operating income (+) 988
Net interest income (+) 3,847
Interest income (+) 5,843
Interest expense (-) 1,996
Noninterest income (+) 72
Provisions for loan losses (-) 1,396
Noninterest expense (-) 1,535
Securities gains/losses (+) -7
Applicable income taxes (-) 67
Extraordinary gains, net (+) -22

Table A2. Other input data

Capital adequacy calculation
Regulatory capital 5,444
Risk weighted assets 36,503
Credit risk data
Performing loans 51,195
Pass loans 47,837
Special mention loans 3,358
Non performing loans (NPLs), gross 8,822
Substandard loans 1,907
Doubtful loans 1,946
Loss loans 4,969
Provisions held 5,102
Collateral reported against:
Substandard loans 747
Doubtful loans 994
Loss loans 3,760
515627369.xlsx; Summary 15 of 17 03/23/2021; 18:43:31

Table A. Bankistan: Reported Data, end-2010 (In B$ millions; ratios in percent)

All Banks
Sectoral structure of lending
Total loans 54,915
Agriculture 2,127
Manufacturing 19,305
Construction 5,708
Trade 11,620
Tourism 5,725
Non-bank financial institutions 5,078
Other 5,351
Nonperforming loans 8,822
Agriculture 503
Manufacturing 3,330
Construction 1,257
Trade 1,199
Tourism 1,145
Non-bank financial institutions 329
Other 1,060

Largest exposures
#1 559
#2 487
#3 379
#4 342
#5 325
515627369.xlsx; Summary 16 of 17 03/23/2021; 18:43:31

Table A. Bankistan: Reported Data, end-2010 (In B$ millions; ratios in percent)

All Banks
Interest rate risk data
Total sensitive assets (by time to
repricing) 160,465
< 3 months 76,452
3-6 months 36,145
6-12 months 47,868
Total sensitive liabilities (by time to
repricing) 162,392
< 3 months 92,228
3-6 months 35,778
6-12 months 34,386
Structure of the bond portfolio
Long-term government bonds 5,280
Bond 1 1,461
Bond 2 3,819
Average duration of bonds held ...
Liquid assets 9,787
Short-term liabilities 29,914
o/w demand deposits 29,914
other 0

Exchange rate risk data

Net open position 218
Net US$ position 32
Net euro position 56
Net GBP position 17
Net positions in other curr. 113
FX loans 18,542
RWA in foreign currency 12,769

Profits and ROAs over time

Profit (1996-2010 average) 921
Profit (1996-2010 st. dev.) 1,250
St. dev of ROA (1996-2010) 2.3

Gross domestic product 100,000

515627369.xlsx; Summary 17 of 17 03/23/2021; 18:43:31

Table A. Bankistan: Reported Data, end-2010 (In B$ millions; ratios in percent)

All Banks
Table A3. Selected Banking Sector Ratios (in percent)
Capital Adequacy
Total capital / RWA (CAR) * 14.9
Asset Quality
NPLs (gross)/ total loans * 16.1
Provisions/NPLs 57.8
(NPLs-provisions)/capital * 68.3
FX loans/total loans 33.8
RWA/total assets 54.3
Profitability
ROA (after-tax) * 1.3
ROE (after-tax) * 16.4
Liquidity
Liquid assets/total assets 14.6
Liquid assets/short-term liabilities* 32.7
Sensitivity to Market Risk
Net FX exposure / capital * 4.0
Other
Z-score ((C/A+ROA)/stdev(ROA)) 4.2
* Core Financial Soundness Indicator (FSI)

Total assets/GDP 67.3