- •Content
- •Introduction
- •1 Theoretical basis of formation and management of second tier banks’ resources
- •1.1The concept, structure and management of the bank’s own capital
- •1.2Essence, classification and role of deposits.
- •1.3 Bonds and syndicated loans as the main sources of non-deposit funds
- •Underwritten deal.
- •1.4 Assets Liability Management
- •2.1 Analysis of the formation, management and evaluation of the capital adequacy of jsc Kazkommertsbank
- •Note - Compiled by the author according to the data of websitewww.Kkb.Kz
- •Table 1 Changes in Equity for 2010-2012 (mln.Kzt)
- •Shareholders' equity decreased over the period from 413.746 to 353.466 million kzTthat is decreased for 60, 294 million kzt.
- •2.3 Analysis of non-deposits sources of funding in Kazkommertsbank rk
- •2.4 Analysis of assets and liabilities management of jsc Kazkommertsbank
- •3. The ways of improvement in funding of banking operations and asset management of the bank.
- •3.1 The implementation of Basel III
- •3.2 The implementation of certificate of deposit
- •Conclusion
- •Shareholders' equity decreased over the period from 413.746 to 353.466 million tenge that is decreased for 60, 294 million tenge.
- •Listofusedliterature
- •Interest rates of banks on attracted deposits (by maturity and types of currency) % for the month
- •Instruments of jsc Kazkommertsbank
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: |
|
|
|
|
|
|
|
| |||
Demanddeposits |
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 | |||
Timedeposits, 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 | |||
Depositsofindividuals |
6,4 |
6,1 |
6,7 |
4,7 |
6,7 |
5,1 |
6,4 |
5,2 | |||
including: |
|
|
|
|
|
|
|
| |||
Demanddeposits |
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 | |||
Timedeposits, total |
8,4 |
6,4 |
8,3 |
5,1 |
7,9 |
5,5 |
7,9 |
5,4 | |||
Ofwhichwithmaturity: |
|
|
|
|
|
|
|
| |||
Upto 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 monthto 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 |
Source www.nationalbank.kz
Appendix 5
Instruments of jsc Kazkommertsbank
Tradecode |
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 |
Debtsecurities |
notrated |
14.04.2005 |
KASE_B* |
KZ2C00000750 | |||||
KKGBb5 |
KZ2CKY10B695 |
Debtsecurities |
notrated |
20.10.2005 |
KASE_B* |
KZ2C00000768 | |||||
KKGBb6 |
KZP01Y10C727 |
Debtsecurities |
notrated |
24.12.2007 |
KASE_B* |
KZ2C00000784 | |||||
KKGBb7 |
KZP02Y10C725 KZ2C00000792 |
Debtsecurities |
notrated |
24.11.2008 |
KASE_B* |
KKGBb8 |
KZP03Y10C723 |
Debtsecurities |
notrated |
28.10.2009 |
KASE_B* |
KZ2C00000800 | |||||
KKGBb9 |
KZP01Y06D707 |
Debtsecurities |
rated |
12.07.2010 |
– |
KZ2C00000776 | |||||
KKGBe5 |
XS0190240324 |
Debtsecurities |
rated |
14.04.2005 |
– |
US48666FAD24 | |||||
KKGBe8 |
XS0234488236 |
Debtsecurities |
rated |
25.05.2009 |
– |
US48666QAA40 | |||||
KKGBe15 |
XS0276707923 |
Debtsecurities |
rated |
25.11.2010 |
– |
US48666FAF71 | |||||
KKGBe17 |
XS0286431100 |
Debtsecurities |
rated |
25.11.2010 |
– |
KKGBe21 |
XS0262468654 |
06.01.2011 |
– | ||
KKGBe22 |
XS0305204595 |
Debtsecurities |
rated |
06.01.2011 |
– |
KKGBe23 |
XS0625516157 |
Debtsecurities |
rated |
04.08.2011 |
– |
US48668AAA79 | |||||
KKGBe24 |
XS0234398245 |
Debtsecurities |
rated |
02.02.2012 |
– |
|
|
|
| ||
1 Note – Types of instruments included into trade lists of JSC Kazkommertsbank 2 Note – source website www.kase.kz
|
Appendix 6
Loans and advances from banks and other financial institutions
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 |
|
|
|
Appendix 7
Basel III overview table:
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. |
(Data is taken from the site of Bank of International Settlements)