Interest rates of banks on attracted deposits (by maturity and types of currency) % for the month

12.11 

12.12 

01.13 

02.13 

KZT

СКВ

KZT

СКВ

KZT

СКВ

KZT

СКВ

Deposits of non-banking legal entities

2,6

1,4

3,5

1,9

3,0

2,4

2,4

1,9

including:

Demand deposits

1,3

1,5

2,0

0,1

3,2

0,0

1,5

0,2

conditional

4,8

1,6

4,0

2,0

1,0

0,7

2,6

1,5

Time deposits, total

2,7

1,4

3,6

1,9

3,0

2,4

2,5

1,9

ofwhichwithmaturity:

upto 1 month

1,7

0,3

2,6

0,6

1,5

2,1

1,1

3,5

from 1 to 3 month

1,7

0,9

3,1

2,0

2,4

3,5

2,3

0,9

from 3 monthto 1 year

2,5

2,6

3,9

2,7

3,8

1,6

3,8

0,6

from 1 to 3 years

-

-

-

-

-

-

-

-

from 1 to 5 years

5,3

3,3

6,1

1,4

5,6

3,6

5,6

4,3

over 3 years

-

-

-

-

-

-

-

-

over 5 years

10,0

5,7

7,0

2,9

10,3

2,8

6,4

1,0

Deposits of individuals

6,4

6,1

6,7

4,7

6,7

5,1

6,4

5,2

including:

Demand deposits

0,0

0,1

0,0

0,0

0,0

0,0

0,1

0,0

conditional

7,4

4,0

4,4

5,9

4,9

0,1

1,2

5,8

Time deposits, total

8,4

6,4

8,3

5,1

7,9

5,5

7,9

5,4

Of which with maturity:

Up to 1 month

1,0

0,5

5,7

1,3

0,2

1,1

1,2

1,6

from 1 to 3 month

6,5

1,7

6,5

3,0

4,3

2,6

4,4

2,5

from 3 month to 1 year

8,4

4,9

8,0

4,5

8,0

5,3

8,1

4,3

from 1 to 3 years

-

-

-

-

-

-

-

-

from 1 to 5 years

9,3

7,3

8,8

6,1

8,8

6,0

8,7

6,8

over 3 years

-

-

-

-

-

-

-

-

over 5 years

3,5

7,8

5,4

6,4

3,4

4,6

3,7

5,8

Trade code

НИН or ISIN

Sector

Category

bargaining

Index

KKGB

KZ1C00400016

stocks

First

28.10.1997

KASE

KZ000A0JC858

KKGBp

KZ1P00400112

stocks

First

08.01.2002

–

KZ0005416453

KKGBb4

KZ2CKY10B513

Debt securities

notrated

14.04.2005

KASE_B*

KZ2C00000750

KKGBb5

KZ2CKY10B695

Debt securities

notrated

20.10.2005

KASE_B*

KZ2C00000768

KKGBb6

KZP01Y10C727

Debt securities

notrated

24.12.2007

KASE_B*

KZ2C00000784

KKGBb7

KZP02Y10C725

KZ2C00000792

Debt securities

notrated

24.11.2008

KASE_B*

KKGBb8

KZP03Y10C723

Debt securities

notrated

28.10.2009

KASE_B*

KZ2C00000800

KKGBb9

KZP01Y06D707

Debt securities

rated

12.07.2010

–

KZ2C00000776

KKGBe5

XS0190240324

Debt securities

rated

14.04.2005

–

US48666FAD24

KKGBe8

XS0234488236

Debt securities

rated

25.05.2009

–

US48666QAA40

KKGBe15

XS0276707923

Debt securities

rated

25.11.2010

–

US48666FAF71

KKGBe17

XS0286431100

Debt securities

rated

25.11.2010

–

KKGBe21

XS0262468654

06.01.2011

–

KKGBe22

XS0305204595

Debt securities

rated

06.01.2011

–

KKGBe23

XS0625516157

Debt securities

rated

04.08.2011

–

US48668AAA79

KKGBe24

XS0234398245

Debt securities

rated

02.02.2012

–

1 Note – Types of instruments included into trade lists of JSC Kazkommertsbank

2 Note – source website www.kase.kz

Recorded at amortized cost:

December 31, 2012

(mln. tenge)

December 31, 2011

(mln. tenge)

December 31, 2010

(mln. tenge)

Correspondent accounts of other banks

2,348

3,322

1,940

Correspondent accounts of organizations that serve certain types of banking operations

171

180

227

Loans from banks and other financial institutions, including:

Loan with maturity of June 2014

8,378

14,960

23,037

Loan with maturity of December 2013

3,302

-

-

Loan with maturity of December 2012

-

1,045

-

Loan with maturity of August 2011

-

-

148

Loans from other banks and financial institutions

24,289

44,433

121,760

Loans under repurchase agreements

71,486

27,937

26

In total

109,974

91,877

147,138

Note – source website www.kkb.kz

Capital

Liquidity

All Banks

Pillar 1

Pillar 2

Pillar 3

Capital

Risk coverage

Containing

leverage

Risk management

and supervision

Market

discipline

Global liquidity

standard and

supervisory monitoring

Quality and level of capital.

Greater focus on common equity. The

minimum will be raised to 4.5% of riskweighted assets, after deductions.

Securitisations.

Strengthens the capital treatment for certain

complexsecuritisations. Requires banks to conduct

more rigorous credit analyses of externally rated

securitisation exposures.

Leverage ratio.

A non-risk-based

leverage ratio

that includes

off-balance

sheet exposures

will serve as a

backstop to the

risk-based capital

requirement. Also

helps contain

system wide build

up of leverage.

Supplemental Pillar 2

requirements.

Address firm-wide

governance and risk

management; capturing

the risk of off-balance

sheet exposures

and securitisation

activities; managing

risk concentrations;

providing incentives for

banks to better manage

risk and returns over

the long term; sound

compensation practices;

valuation practices;

stress testing; accounting

standards for financial

instruments; corporate

governance; and

supervisory colleges.

Revised Pillar 3

disclosures

requirements.

The requirements

introduced relate

to securitisation

exposures and

sponsorship of

off-balance sheet

vehicles. Enhanced

disclosures on

the detail of the

components

of regulatory

capital and their

reconciliation

to the reported

accounts will be

required, including

a comprehensive

explanation of how

a bank calculates its

regulatory capital

ratios.

Liquidity coverage ratio.

The liquidity coverage ratio (LCR) will

require banks to have sufficient highquality liquid assets to withstand a

30-day stressed funding scenario that

is specified by supervisors.

Capital loss absorption at the point of

non-viability

Contractual terms of capital instruments

will include a clause that allows – at

the discretion of the relevant authority

– write-off or conversion to common

shares if the bank is judged to be

non-viable. This principle increases

the contribution of the private sector

to resolving future banking crises and

thereby reduces moral hazard.

Trading book

Significantly higher capital for trading and

derivatives activities, as well as complex

securitisations held in the trading book.

Introduction of a stressed value-at-risk framework

to help mitigate procyclicality. A capital charge

for incremental risk that estimates the default and

migration risks of unsecuritised credit products and

takes liquidity into account.

Net stable funding ratio

The net stable funding ratio (NSFR) is a

longer-term structural ratio designed to

address liquidity mismatches. It covers

the entire balance sheet and provides

incentives for banks to use stable

sources of funding.

Capital conservation buffer

Comprising common equity of 2.5%

of risk-weighted assets, bringing the

total common equity standard to 7%.

Constraint on a bank’s discretionary

distributions will be imposed when

banks fall into the buffer range.

Counterparty credit risk

Substantial strengthening of the counterparty

credit risk framework. Includes: more stringent

requirements for measuring exposure; capital

incentives for banks to use central counterparties

for derivatives; and higher capital for inter-financial

sector exposures.

Principles for Sound Liquidity Risk

Management and Supervision

The Committee’s 2008 guidance

Principles for Sound Liquidity Risk

Management and Supervision takes

account of lessons learned during the

crisis and is based on a fundamental

review of sound practices for managing

liquidity risk in banking organizations.

Countercyclical buffer

Imposed within a range of 0-2.5%

comprising common equity, when

authorities judge credit growth is

resulting in an unacceptable build up of

systematic risk.

Bank exposures to central counterparties (CCPs)

The Committee has proposed that trade exposures

to a qualifying CCP will receive a 2% risk weight

and default fund exposures to a qualifying CCP will

be capitalised according to a risk-based method

that consistently and simply estimates risk arising

from such default fund.

Supervisory monitoring

The liquidity framework includes a

common set of monitoring metrics to

assist supervisors in identifying and

analysingliquidity risk trends at both

the bank and system-wide level.