PILLAR III
Public disclosures
FOR THE QUARTER ENDED 30 SEPTEMBER 2021
Discovery Bank Limited and
Discovery Bank Holdings Limited Group
Pillar III - 30 September 2021 | |
Contents | |
Quantitative Tables and Templates.................................................................................................................................................. | |
Overview of Risk Management andRisk-WeightedAssets ......................................................................................................... | |
1.2 OV1: Overview of Risk-Weighted Assets (RWA).................................................................................................................... | 8 |
Leverage Ratio ..................................................................................................................................................................................... | 10 |
LR1: Summary comparison of accounting assets versus leverage ratio exposure measure (simple consolidated | |
without change)...................................................................................................................................................................... | 10 |
LR2: Leverage ratio disclosure template (simple consolidation without change) ............................................................... | 10 |
Liquidity................................................................................................................................................................................................. | 12 |
LIQ1: Liquidity Coverage Ratio (LCR) ........................................................................................................................................ | 12 |
Abbreviation......................................................................................................................................................................................... | 14 |
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01
Quantitative tables
Pillar III - 30 September 2021
Quantitative Tables and Templates
The Pillar 3 risk management report provides the quarterly view of Discovery Bank and Discovery Bank Holdings Limited Group for the period ending September 2021. It complies with
- The Basel Committee on Banking Supervision (BCBS) Pillar 3 disclosure requirements (Revised Pillar 3 framework - January 2015) as well as the consolidated and enhanced framework issued in March 2017 and the updated framework on Pillar 3 disclosure requirements in December 2018.
- Consolidated Basel Pillar III disclosure requirements through Directive 1/2019
- Regulation 43(1) of the Regulations relating to Banks (Regulations), issued in terms of the Banks Act, 1990 (Act No. 94 of 1990), where not superseded by the Pillar 3 disclosure requirements.
For the reporting period, management is satisfied that the Bank's risk and capital management processes operated effectively, and the Bank is adequately capitalised and funded to support the execution of its strategy.
Table KM1and OV1 are reported on a consolidated level whereas the remaining tables are all reported on a Bank level.
The legal entity structure of Discovery Bank
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Pillar III - 30 September 2021
Overview of Risk Management and Risk-Weighted Assets
1.1 KM1: Key metrics (at consolidated Group level)
This section provides information on Discovery's prudential regulatory metrics. Metrics include Discovery Bank's available capital and ratios, risk-weighted assets, leverage ratio, liquidity coverage ratios and net stable funding ratios. These metrics are presented at a Discovery Bank Holdings Limited Group level. Discovery Bank adopted IFRS 9 on 1 July 2017 and the figures presented include the effects of this.
As at | As at | As at | |||||
30 | |||||||
R'000 | 30 June | 31 March | |||||
September | |||||||
2021 | 2021 | ||||||
2021 | |||||||
As at | As at |
30 | 30 |
December | September |
2020 | 2020 |
Available capital (amounts)
1 | Common Equity Tier 1 (CET1) | 860,712 | 858,200 | 739,378 | 744,956 | 766,220 | |||||||
1a | Fully loaded ECL accounting model | 0 | 0 | 0 | 0 | 0 | |||||||
2 | Tier 1 | 860,712 | 858,200 | 739,378 | 744,956 | 766,220 | |||||||
2a | Fully loaded ECL accounting model Tier 1 | 0 | 0 | 0 | 0 | 0 | |||||||
3 | Total capital | 906,925 | 905,085 | 784,736 | 790,794 | 813,713 | |||||||
3a | Fully loaded ECL accounting model total capital | 0 | 0 | 0 | 0 | 0 | |||||||
Risk-weighted assets (amounts) | |||||||||||||
4 | Total risk-weighted assets (RWA) | 5,269,022 | 4,983,408 | 4,425,177 | 4,546,568 | 4,681,824 | |||||||
Risk-based capital ratios as a percentage of RWA
5 Common Equity Tier 1 ratio (%)
5aFully loaded ECL accounting model Common Equity Tier 1(%)
16.335% | 17.221% | 16.707% | 16.385% | 16.364% |
.000% | .000% | .000% | .000% | .000% |
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Discovery Limited published this content on 25 November 2021 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 29 November 2021 14:20:03 UTC.